Expected value of a function

Computes the expected value of a vectorized, univariate function f with respect to a distribution dist. I.e., E[f(X)].

expectation(dist, f, ...)

# S4 method for ContinuousPrior,`function`
expectation(dist, f, ...)

# S4 method for PointMassPrior,`function`
expectation(dist, f, ...)

Arguments

dist

a univariate distribution object

f

a univariate function, must be vectorized

...

further optional arguments

Value

numeric, expected value of f with respect to dist

Examples

expectation(
    ContinuousPrior(function(x) dunif(x, .2, .4), c(.2, .4)),
    identity
)
#> [1] 0.3
# > 0.3

expectation(PointMassPrior(c(0, .5), c(.3, .7)), identity)
#> [1] 0.35
# > .35