pl.dist: Poisson-Lindley Distribution

In MixedPoisson: Mixed Poisson Models

Description

The function fits a mixed Poisson distribution, in which the random parameter follows Lindley distribution. As teh method of estimation Expectation-maximization algorithm is used.

Usage

pl.dist(variable, p.start, epsylon)

Arguments

variable	The count variable.
p.start	The starting value of p parameter. Default to 0.1.
epsylon	Default to epsylon = 10^(-8)

Details

This function provides estimated parameters of the model N|λ \sim Poisson(λ) where λ parameter is also a random variable follows Lindley distribution with hiperparameter p. The pdf of Lindley is of the form f_λ(λ)=\frac{p^2}{p+1}(λ+1)\exp(-λ p) .

Value

p	the parameter of mixing Lindley distribution
n.iter	the number of steps in EM algorithm

References

Karlis, D. (2005). EM algorithm for mixed Poisson and other discrete distributions. Astin bulletin, 35(01), 3-24.

Examples

library(MASS)
pLindley = pl.dist(variable=quine$Days)
print(pLindley)

Example output

Loading required package: gaussquad
Loading required package: polynom
Loading required package: orthopolynom
Loading required package: Rmpfr
Loading required package: gmp

Attaching package: 'gmp'

The following objects are masked from 'package:base':

    %*%, apply, crossprod, matrix, tcrossprod

C code of R package 'Rmpfr': GMP using 64 bits per limb


Attaching package: 'Rmpfr'

The following objects are masked from 'package:stats':

    dbinom, dnorm, dpois, pnorm

The following objects are masked from 'package:base':

    cbind, pmax, pmin, rbind

Loading required package: MASS
$p
[1] 0.1154077

$n.iter
[1] 8

attr(,"class")
[1] "pl.dist"

MixedPoisson documentation built on May 2, 2019, 12:40 p.m.