Expectation operator applied to `x` of type `mle` with respect to a function `g`. That is, `E(g(x))`.
Source:R/mle.R
expectation.mle.RdOptionally, we use the CLT to construct a CI(`alpha`) for the estimate of the expectation. That is, we estimate `E(g(x))` with the sample mean and Var(g(x)) with the sigma^2/n, where sigma^2 is the sample variance of g(x) and n is the number of samples. From these, we construct the CI.
Usage
# S3 method for mle
expectation(x, g = function(t) t, ..., control = list())Arguments
- x
`mle` object
- g
characteristic function of interest, defaults to identity
- ...
additional arguments to pass to `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