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Description

Statistical Functions for the Delaporte Distribution.

Provides probability mass, distribution, quantile, random-variate generation, and method-of-moments parameter-estimation functions for the Delaporte distribution with parameterization based on Vose (2008) <isbn:9780470512845>. The Delaporte is a discrete probability distribution which can be considered the convolution of a negative binomial distribution with a Poisson distribution. Alternatively, it can be considered a counting distribution with both Poisson and negative binomial components. It has been studied in actuarial science as a frequency distribution which has more variability than the Poisson, but less than the negative binomial.

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Description

Delaporte is an R package which provides the probability mass, distribution, quantile, random variate generation, and method of moments parameter estimation functions for the Delaporte distribution. As the distribution does not have a closed form, but requires summations or double summations to calculate values, the functions have been programmed in Fortran and C. In cases where approximations are sufficient, the quantile and random variate generator have the option to use a much faster Poisson-negative binomial estimate as opposed to the full Delaporte double summations.

Acknowledgment

The author is grateful to Drew Schmidt both generally for his writings on R, C++, and Fortran and specifically for help with this project.

Citation

If you use the package, please cite it as per CITATION.

Contributions

Please see CONTRIBUTING.

Security

Please see SECURITY.

Roadmap

Major

  • There are no plans for major changes at current.

Minor

  • There are no plans for minor changes at current.
Metadata

Version

8.4.1

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
    WASI
    Windows
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