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authorGuillaume Horel <guillaume.horel@serenitascapital.com>2016-03-24 14:24:11 -0400
committerGuillaume Horel <guillaume.horel@serenitascapital.com>2016-03-24 14:24:11 -0400
commitbadae0f3f338d9218ca5860f4f91603b67b8cf07 (patch)
tree7bfc7a77ceacb13d44bea9958d95e3085b1af745 /man/lossdistrib.fft.Rd
parent2b4c4fd1b186d343d2776517ab91988d97a8fb91 (diff)
downloadlossdistrib-badae0f3f338d9218ca5860f4f91603b67b8cf07.tar.gz
docs improvement
Diffstat (limited to 'man/lossdistrib.fft.Rd')
-rw-r--r--man/lossdistrib.fft.Rd10
1 files changed, 5 insertions, 5 deletions
diff --git a/man/lossdistrib.fft.Rd b/man/lossdistrib.fft.Rd
index 7f86f10..c4eae10 100644
--- a/man/lossdistrib.fft.Rd
+++ b/man/lossdistrib.fft.Rd
@@ -10,17 +10,17 @@ lossdistrib.fft(p)
\item{p}{Numeric vector, the vector of success probabilities}
}
\value{
-A vector such that q[k]=P(S=k)
+A vector such that \eqn{q_k=\Pr(S=k)}
}
\description{
\code{lossdistrib.fft} computes the probability distribution of a sum
of independent Bernouilli variables with unequal probabilities.
}
\details{
-This uses the fft. Complexity is of order O(n m) + O(m\log{m})
-where m is the size of the grid and n, the number of probabilities.
+We compute the probability distribution of \eqn{S = \sum_{i=1}^n X_i}
+where \eqn{X_i} is Bernouilli(\eqn{p_i}).
+This uses the FFT, thus omplexity is of order \eqn{O(n m) + O(m\log(m))}
+where \eqn{m} is the size of the grid and \eqn{n}, the number of probabilities.
It is slower than the recursive algorithm in practice.
-We compute the probability distribution of S = \sum_{i=1}^n X_i
-where X_i is Bernouilli(p_i)
}