Convolve two discrete distributions

convolve_cpp returns the convolution of two discrete distributions given their supports and the corresponding probabilities.

It is not really intended for use with ddf objects but rather for more general situations. If you want to convolve two ddf distributions, it is recommended and certainly more convenient to use conv() instead.

Usage

convolve_cpp(supp1, probs1, supp2, probs2)

Arguments

supp1, probs1

Numeric vectors of the same length.

supp2, probs2

Numeric vectors of the same length.

Value

A list.

Details

Some assumptions are made for the function to work properly which should be followed. Most importantly, corresponding numeric vectors (e.g. supp1 and probs1) should have the same length.

The function returns a list with components "support" and "probabilities" which give the matching attributes of the convolution.

See also

Other convolution functions: conv(), conv_n()

Examples

# Calculate the probability distribution
# of the sum of two six-sided dice
convolve_cpp((1:6), rep(1/6, 6), (1:6), rep(1/6, 6))
#> $support
#>  [1]  2  3  4  5  6  7  8  9 10 11 12
#> 
#> $probabilities
#>  [1] 0.02777778 0.05555556 0.08333333 0.11111111 0.13888889 0.16666667
#>  [7] 0.13888889 0.11111111 0.08333333 0.05555556 0.02777778
#>