Summaries of random variables within array elements, over draws

Compute summaries within elements of an rvar and over draws of each element, producing an array of the same shape as the input random variable (except in the case of range(), see Details).

Usage

E(x, ...)

# S3 method for class 'rvar'
mean(x, ...)

Pr(x, ...)

# Default S3 method
Pr(x, ...)

# S3 method for class 'logical'
Pr(x, ...)

# S3 method for class 'rvar'
Pr(x, ...)

# S3 method for class 'rvar'
median(x, ...)

# S3 method for class 'rvar'
min(x, ...)

# S3 method for class 'rvar'
max(x, ...)

# S3 method for class 'rvar'
sum(x, ...)

# S3 method for class 'rvar'
prod(x, ...)

# S3 method for class 'rvar'
all(x, ...)

# S3 method for class 'rvar'
any(x, ...)

# S3 method for class 'rvar'
Summary(...)

# S3 method for class 'rvar'
variance(x, ...)

var(x, ...)

# Default S3 method
var(x, ...)

# S3 method for class 'rvar'
var(x, ...)

sd(x, ...)

# Default S3 method
sd(x, ...)

# S3 method for class 'rvar'
sd(x, ...)

mad(x, ...)

# Default S3 method
mad(x, ...)

# S3 method for class 'rvar'
mad(x, ...)

# S3 method for class 'rvar_ordered'
mad(x, ...)

# S3 method for class 'rvar'
range(x, ...)

# S3 method for class 'rvar'
is.finite(x)

# S3 method for class 'rvar'
is.infinite(x)

# S3 method for class 'rvar'
is.nan(x)

# S3 method for class 'rvar'
is.na(x)

Arguments

x

(rvar) An rvar.

...

Further arguments passed to underlying functions (e.g., base::mean() or base::median()), such as na.rm.

Value

A numeric or logical vector with the same dimensions as the given random variable, where each entry in the vector is the mean, median, or variance of the corresponding entry in x.

Details

Summaries include expectations (E() or mean()), probabilities (Pr()), medians (median()), spread (var(), variance(), sd(), mad()), sums and products (sum(), prod()), extrema and ranges (min(), max(), range()), logical summaries (all(), any()), and special value predicates (is.finite(), is.infinite(), is.nan(), is.na()).

Unless otherwise stated, these functions return a numeric array with the same shape (same dimensions) as the input rvar, x.

range(x) returns an array with dimensions c(2, dim(x)), where the last dimension contains the minimum and maximum values.

is.infinite(x), is.nan(x), and is.na(x) return logical arrays, where each element is TRUE if any draws in its corresponding element in x match the predicate. Each elements in the result of is.finite(x) is TRUE if all draws in the corresponding element in x are finite.

Both E(), mean(), and Pr() return the means of each element in the input. Pr() additionally checks that the provided rvar is a logical variable (hence, taking its expectation results in a probability).

For consistency, E() and Pr() are also defined for base arrays so that they can be used as summary functions in summarise_draws().

See also

rvar-summaries-within-draws for summary functions within draws. rvar-dist for density, CDF, and quantile functions of random variables.

Other rvar-summaries: rvar-summaries-within-draws, rvar_is_finite()

Examples

set.seed(5678)
x = rvar_rng(rnorm, 4, mean = 1:4, sd = 2)

# These should all be ~= c(1, 2, 3, 4)
E(x)
#> [1] 1.004952 1.955997 3.011070 3.963980
mean(x)
#> [1] 1.004952 1.955997 3.011070 3.963980
median(x)
#> [1] 0.9557178 1.9170014 3.0024683 3.9274693

# This ...
Pr(x < 1.5)
#> [1] 0.59800 0.41100 0.22300 0.10775
# ... should be about the same as this:
pnorm(1.5, mean = 1:4, sd = 2)
#> [1] 0.5987063 0.4012937 0.2266274 0.1056498