Verify Moments Consistency

Verifies that moments computed from the marginal PMF match those from exact_K_moments().

Usage

verify_pmf_marginal_moments(
  J,
  a,
  b,
  logS,
  M = .QUAD_NODES_DEFAULT,
  tol = 1e-06,
  verbose = TRUE
)

Arguments

J

Integer; sample size.

a

Numeric; shape parameter of Gamma prior.

b

Numeric; rate parameter of Gamma prior.

logS

Matrix; pre-computed log-Stirling matrix.

M

Integer; number of quadrature nodes.

tol

Numeric; tolerance for comparisons.

verbose

Logical; if TRUE, print results.

Value

Logical; TRUE if moments match within tolerance.

Examples

logS <- compute_log_stirling(50)
verify_pmf_marginal_moments(50, 1.5, 0.5, logS)
#> Moments Consistency (J=50, a=1.50, b=0.50):
#>   Mean (PMF):       8.35548676
#>   Mean (quadrature):8.35548676
#>   Mean error:       7.11e-15 [PASS]
#>   Var (PMF):        22.76895012
#>   Var (quadrature): 22.76895012
#>   Var error:        4.26e-14 [PASS]
#>   Overall: PASS