Computes Expectation of a Function of a COM-Poisson Random Variable

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Description

Computes an expectation of a function of a COM-Poisson random variable.

Usage

1
com.expectation(f, lambda, nu, log.error = 0.001)

Arguments

f

function taking as a single argument the value of x

lambda

value of lambda parameter

nu

value of nu parameter

log.error

precision in the log of the expectation

Details

Computes the expectation E[f(X)] where X is a COM-Poisson random variable.

Value

The expectation as a real number.

Author(s)

Jeffrey Dunn

References

Shmueli, G., Minka, T. P., Kadane, J. B., Borle, S. and Boatwright, P., “A useful distribution for fitting discrete data: Revival of the Conway-Maxwell-Poisson distribution,” J. Royal Statist. Soc., v54, pp. 127-142, 2005.

See Also

com.mean, com.var, com.fit