dcomp: Conway-Maxwell-Poisson Probability Density Function

In CompGLM: Conway-Maxwell-Poisson GLM and Distribution Functions

Description

The PDF of the Conway-Maxwell-Poisson distribution with parameters lam and nu at point y.

Usage

dcomp(y, lam, nu, sumTo = 100L, logP = FALSE)

Arguments

y	an integer vector where the density is to be calculated. If the input is not an integer, it will be coerced to be an integer.
lam	a double vector of the parameter λ.
nu	a double vector of the parameter ν.
sumTo	an integer for the summation term in the density (default 100).
logP	a boolean for if the log of the density should be given (default FALSE).

Details

The Conway-Maxwell-Poisson distribution has density:

P(y) = λ^y / ((y!)^ν Z(λ, ν))

for y = 0, 1, 2, …, and:

Z(λ, ν) = ∑ λ^j / ((j!)^ν)

where the summation is approximated by summing from j = 0 to sumTo.

Value

The value of the PDF (or log PDF if logP = TRUE). Input vectors are recycled to be same length.

Author(s)

Jeffrey Pollock <[e-mail]>

Examples

dcomp(-5:5, 2.5, 1)
dcomp(2, 2.5, 1.5)
require(graphics)
require(stats)
comp <- dcomp(0:10, 2.5, 0.9)
poisson <- dpois(0:10, 2.5)
barplot(rbind(comp, poisson), beside = TRUE, names= 0:10, legend.text = TRUE)

CompGLM documentation built on May 2, 2019, 3:31 p.m.