**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.

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

- This project attempts to follow Semantic Versioning
- This project attempts to follow the changelog system at Keep a CHANGELOG

**Any scripts or data that you put into this service are public.**

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.