summate {EstimationTools} | R Documentation |
Summation of One-Dimensional Functions
Description
Discrete summation of functions of one variable over a finite or semi-infinite interval.
Usage
summate(fun, lower, upper, tol = 1e-10, ...)
Arguments
fun |
an R function which should take a numeric argument x and
possibly some parameters. The function returns a numerical vector
value for the given argument |
lower |
a numeric value for the lower limit of the integral. |
upper |
a numeric value for the upper limit of the integral. |
tol |
a numeric value indicating the accuracy of the result (useful in infinite summations). |
... |
additional arguments to be passed to |
Details
Arguments after ...
must be matched exactly. If both limits are infinite,
the function fails. For semi-infinite intervals, the summation must be convergent.
This is accomplished in manny probability mass functions.
Author(s)
Jaime Mosquera GutiƩrrez, jmosquerag@unal.edu.co
Examples
library(EstimationTools)
#----------------------------------------------------------------------------
# Example 1: Poisson expected value computation, X ~ Poisson(lambda = 15)
Poisson_integrand <- function(x, lambda) {
x * lambda^x * exp(-lambda)/factorial(x)
}
summate(fun = Poisson_integrand, lower = 0, upper = Inf, lambda = 15)
#----------------------------------------------------------------------------
[Package EstimationTools version 4.0.0 Index]