Poisson: Poisson Distribution Class

Description Details Value Distribution support Default Parameterisation Omitted Methods Also known as Super classes Public fields Methods References See Also

Description

Mathematical and statistical functions for the Poisson distribution, which is commonly used to model the number of events occurring in at a constant, independent rate over an interval of time or space.

Details

The Poisson distribution parameterised with arrival rate, λ, is defined by the pmf,

f(x) = (λ^x * exp(-λ))/x!

for λ > 0.

Value

Returns an R6 object inheriting from class SDistribution.

Distribution support

The distribution is supported on the Naturals.

Default Parameterisation

Pois(rate = 1)

Omitted Methods

N/A

Also known as

N/A

Super classes

distr6::Distribution -> distr6::SDistribution -> Poisson

Public fields

name

Full name of distribution.

short_name

Short name of distribution for printing.

description

Brief description of the distribution.

packages

Packages required to be installed in order to construct the distribution.

Methods

Public methods

Inherited methods

Method new()

Creates a new instance of this R6 class.

Usage
Poisson$new(rate = NULL, decorators = NULL)
Arguments
rate

(numeric(1))
Rate parameter of the distribution, defined on the positive Reals.

decorators

(character())
Decorators to add to the distribution during construction.


Method mean()

The arithmetic mean of a (discrete) probability distribution X is the expectation

E_X(X) = ∑ p_X(x)*x

with an integration analogue for continuous distributions.

Usage
Poisson$mean(...)
Arguments
...

Unused.


Method mode()

The mode of a probability distribution is the point at which the pdf is a local maximum, a distribution can be unimodal (one maximum) or multimodal (several maxima).

Usage
Poisson$mode(which = "all")
Arguments
which

(character(1) | numeric(1)
Ignored if distribution is unimodal. Otherwise "all" returns all modes, otherwise specifies which mode to return.


Method variance()

The variance of a distribution is defined by the formula

var_X = E[X^2] - E[X]^2

where E_X is the expectation of distribution X. If the distribution is multivariate the covariance matrix is returned.

Usage
Poisson$variance(...)
Arguments
...

Unused.


Method skewness()

The skewness of a distribution is defined by the third standardised moment,

sk_X = E_X[((x - μ)/σ)^3]

where E_X is the expectation of distribution X, μ is the mean of the distribution and σ is the standard deviation of the distribution.

Usage
Poisson$skewness(...)
Arguments
...

Unused.


Method kurtosis()

The kurtosis of a distribution is defined by the fourth standardised moment,

k_X = E_X[((x - μ)/σ)^4]

where E_X is the expectation of distribution X, μ is the mean of the distribution and σ is the standard deviation of the distribution. Excess Kurtosis is Kurtosis - 3.

Usage
Poisson$kurtosis(excess = TRUE, ...)
Arguments
excess

(logical(1))
If TRUE (default) excess kurtosis returned.

...

Unused.


Method mgf()

The moment generating function is defined by

mgf_X(t) = E_X[exp(xt)]

where X is the distribution and E_X is the expectation of the distribution X.

Usage
Poisson$mgf(t, ...)
Arguments
t

(integer(1))
t integer to evaluate function at.

...

Unused.


Method cf()

The characteristic function is defined by

cf_X(t) = E_X[exp(xti)]

where X is the distribution and E_X is the expectation of the distribution X.

Usage
Poisson$cf(t, ...)
Arguments
t

(integer(1))
t integer to evaluate function at.

...

Unused.


Method pgf()

The probability generating function is defined by

pgf_X(z) = E_X[exp(z^x)]

where X is the distribution and E_X is the expectation of the distribution X.

Usage
Poisson$pgf(z, ...)
Arguments
z

(integer(1))
z integer to evaluate probability generating function at.

...

Unused.


Method clone()

The objects of this class are cloneable with this method.

Usage
Poisson$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

References

McLaughlin, M. P. (2001). A compendium of common probability distributions (pp. 2014-01). Michael P. McLaughlin.

See Also

Other continuous distributions: Arcsine, BetaNoncentral, Beta, Cauchy, ChiSquaredNoncentral, ChiSquared, Dirichlet, Erlang, Exponential, FDistributionNoncentral, FDistribution, Frechet, Gamma, Gompertz, Gumbel, InverseGamma, Laplace, Logistic, Loglogistic, Lognormal, MultivariateNormal, Normal, Pareto, Rayleigh, ShiftedLoglogistic, StudentTNoncentral, StudentT, Triangular, Uniform, Wald, Weibull

Other univariate distributions: Arcsine, Bernoulli, BetaNoncentral, Beta, Binomial, Categorical, Cauchy, ChiSquaredNoncentral, ChiSquared, Degenerate, DiscreteUniform, Empirical, Erlang, Exponential, FDistributionNoncentral, FDistribution, Frechet, Gamma, Geometric, Gompertz, Gumbel, Hypergeometric, InverseGamma, Laplace, Logarithmic, Logistic, Loglogistic, Lognormal, NegativeBinomial, Normal, Pareto, Rayleigh, ShiftedLoglogistic, StudentTNoncentral, StudentT, Triangular, Uniform, Wald, Weibull, WeightedDiscrete


distr6 documentation built on Sept. 6, 2021, 9:10 a.m.