VoseAggregateMultiFFT

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See also: Vose Aggregate Multi FFT window, VoseAggregateFFT

=VoseAggregateMultiFFT({frequency distributions},{severity distributions}, U)

Calculates the Aggregate distribution of multiple frequency-severity pairs using the Fast Fourier Transform method.

• {Frequency distributions} - array of discrete distribution objects.

• {Severity distributions} - array of continuous distribution objects. Should be of the same size of the array with frequency distributions.

• U - optional parameter specifying the cumulative percentile of the distribution. If omitted the function generates random values.

See Aggregate modeling - Fast Fourier Transform (FFT) method for an in-depth explanation of this method.

VoseFunctions for this custom distribution

VoseAggregateMultiFFT generates values from this distribution or calculates a percentile.

VoseAggregateMultiFFTObject constructs a distribution object for this distribution.

VoseAggregateMultiFFTProb returns the probability density or cumulative distribution function for this distribution.

VoseAggregateMultiFFTProb10 returns the log10 of the probability density or cumulative distribution function.