rvmean
rvmean(x)an rv object
A numerical vector with the same dimension as x.
rvmean computes the means of the simulations of all individual
components of a random vector (rv) object.
E is an alias for rvmean, standing for "Expectation."
Pr is another alias for rvmean, standing for "Probability
of"; suggested to be used when the argument is a logical statement
involving random variables (that is, a description of an event such as
x>0 or x>y). Then Pr(x>0) gives the probability of the
event "x>0". The statement x>0 returns a Bernoulli (indicator)
random variable object (having 1/0 or TRUE/FALSE values) and the expectation
of such variable is just the probability of the event where the indicator is
one.
Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.
See also vignette("rv").
x <- rvnorm(mean=(1:10)/5, sd=1)
rvmean(x) # means of the 10 components
#> [1] 0.2225613 0.3816966 0.4681305 0.9061587 1.0272147 1.1240712 1.3280164
#> [8] 1.6543578 1.7914848 2.0070384
E(x) # same as rvmean(x)
#> [1] 0.2225613 0.3816966 0.4681305 0.9061587 1.0272147 1.1240712 1.3280164
#> [8] 1.6543578 1.7914848 2.0070384
Pr(x>1) # probabilities that each component is >1.
#> [1] 0.235 0.280 0.330 0.440 0.505 0.565 0.635 0.745 0.805 0.830