adoptr (version 0.2.2)

expectation: Expected value of a function

Description

Computes the expected value of a vectorized, univariate function f with respect to a distribution dist. I.e., .

Usage

expectation(dist, f, ...)
# S4 method for PointMassPrior,`function`
expectation(dist, f, ...)
# S4 method for ContinuousPrior,`function`
expectation(dist, f,
  rel.tol = 0.001, ...)

Arguments

dist

a univariate distribution object

f

a univariate function, must be vectorized

...

further optional arguments

rel.tol

numeric, relative tolerance used in adaptive gaussian quadrature to evaluate the integral

Value

numeric, expected value of f with respect to dist

Examples

# NOT RUN {
expectation(PointMassPrior(c(0, .5), c(.3, .7)), identity)
# > .35

expectation(
    ContinuousPrior(function(x) dunif(x, .2, .4), c(.2, .4)),
    identity
)
# > 0.3

# }