Discrete convolution. Mirrors morie.fn ...3e11/3e12/3e28.
Usage
morie_pmf_convolve(values_x, probs_x, values_y, probs_y)
Arguments
- values_x, probs_x, values_y, probs_y
the two pmfs.
Value
list(values, probs) sorted by value.
References
Morin (2016), Sec. 3.1, eq. (3.11) example.
Examples
morie_pmf_convolve(1:2, c(0.5, 0.5), 1:3, rep(1 / 3, 3))$probs
#> [1] 0.1666667 0.3333333 0.3333333 0.1666667
