Method for obtaining the expectation of empirical_dist object x under function g.

# S3 method for empirical_dist
expectation(x, g = function(t) t, ..., control = list())

Arguments

x

The distribution object.

g

The function to take the expectation of.

...

Additional arguments to pass into function g.

control

a list of control parameters: compute_stats - Whether to compute CIs for the expectations, defaults to FALSE n - The number of samples to use for the MC estimate, defaults to 10000 alpha - The significance level for the confidence interval, defaults to 0.05

Value

If compute_stats is FALSE, then the estimate of the expectation, otherwise a list with the following components: value - The estimate of the expectation ci - The confidence intervals for each component of the expectation n - The number of samples