Expectations.jl
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Update Readme
Add using Expectations etc.
General syntax: expectation(x->f(x), Distribution(θ))
using Expectations, Distributions;
E=expectation;
const μ=0.0; const σ=1.0;
E(x->x, Normal(μ,σ))
E(x->exp(x), Normal(μ,σ))
exp(μ+ (σ^2)/2.)
E(x->x^2, Normal(μ,σ))
E(x->x^2+exp(x), Normal(μ,σ))
#
D = [Uniform(), Normal(), Gamma()];
d = MixtureModel(D);
E.(x->x, D)
E(x->x, d) #expectation of a mixture
( E(x->x,D[1]) + E(x->x,D[2]) + E(x->x,D[3]) )/3
#
E(x->x^2, d) #expectation of a transformation of a mixture
# truncated dist
d=truncated(LogNormal(μ,σ),0.0,5.4)
E(x->x, d)
E(x->x^2, d)
# truncated mixture
d=truncated(MixtureModel(D),0.0,5.4)
E(x->x, d)
E(x->x^2, d)
If you can agree, I can submit PR.
Hi @azev77, sure, I think the README should always be copy/pastable and detailed.
Thanks for your interest and looking forward to the PR.