R: Convolution of Two Discrete Distributions

conv {kSamples} | R Documentation

## Convolution of Two Discrete Distributions

### Description

This function convolutes two discrete distribution, each given by strictly increasing support vectors and corresponding probability vectors.

### Usage

    	conv(x1,p1,x2,p2)

### Arguments

`x1` | support vector of the first distribution, with strictly increasing elements.
`p1` | vector of probabilities corresponding to `x1`.
`x2` | support vector of the second distribution, with strictly increasing elements.
`p2` | vector of probabilities corresponding to `x2`.

### Details

The convolution is performed in C, looping through all paired sums, augmenting existing values or inserting them with an update of the corresponding probabilities.

### Value

A matrix with first column the new support vector and the second column the corresponding probability vector.

### Examples

    x1 <- c(1,2,3.5)
    p1 <- c(.2,.3,.5)
    x2 <- c(0,2.3,3,4)
    p2 <- c(.1,.3,.3,.3)

    conv(x1,p1,x2,p2)

[Package kSamples version 1.2-9 Index]