com.expectation: Computes Expectation of a Function of a COM-Poisson Random...

In compoisson: Conway-Maxwell-Poisson Distribution

Description

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

Usage

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

compoisson documentation built on May 1, 2019, 11:17 p.m.