ZINegativeBinomial: Create a zero-inflated negative binomial distribution

In distributions3: Probability Distributions as S3 Objects

Create a zero-inflated negative binomial distribution

Description

Zero-inflated negative binomial distributions are frequently used to model counts with overdispersion and many zero observations.

Usage

ZINegativeBinomial(mu, theta, pi)

Arguments

mu	Location parameter of the negative binomial component of the distribution. Can be any positive number.
theta	Overdispersion parameter of the negative binomial component of the distribution. Can be any positive number.
pi	Zero-inflation probability, can be any value in ⁠[0, 1]⁠.

Details

We recommend reading this documentation on https://alexpghayes.github.io/distributions3/, where the math will render with additional detail.

In the following, let X be a zero-inflated negative binomial random variable with parameters mu = \mu and theta = \theta.

Support: \{0, 1, 2, 3, ...\}

Mean: (1 - \pi) \cdot \mu

Variance: (1 - \pi) \cdot \mu \cdot (1 + (\pi + 1/\theta) \cdot \mu)

Probability mass function (p.m.f.):

P(X = k) = \pi \cdot I_{0}(k) + (1 - \pi) \cdot f(k; \mu, \theta)

where I_{0}(k) is the indicator function for zero and f(k; \mu, \theta) is the p.m.f. of the NegativeBinomial distribution.

Cumulative distribution function (c.d.f.):

P(X \le k) = \pi + (1 - \pi) \cdot F(k; \mu, \theta)

where F(k; \mu, \theta) is the c.d.f. of the NegativeBinomial distribution.

Moment generating function (m.g.f.):

Omitted for now.

Value

A ZINegativeBinomial object.

See Also

Other discrete distributions: Bernoulli(), Binomial(), Categorical(), Geometric(), HurdleNegativeBinomial(), HurdlePoisson(), HyperGeometric(), Multinomial(), NegativeBinomial(), Poisson(), PoissonBinomial(), ZIPoisson(), ZTNegativeBinomial(), ZTPoisson()

Examples

## set up a zero-inflated negative binomial distribution
X <- ZINegativeBinomial(mu = 2.5, theta = 1, pi = 0.25)
X

## standard functions
pdf(X, 0:8)
cdf(X, 0:8)
quantile(X, seq(0, 1, by = 0.25))

## cdf() and quantile() are inverses for each other
quantile(X, cdf(X, 3))

## density visualization
plot(0:8, pdf(X, 0:8), type = "h", lwd = 2)

## corresponding sample with histogram of empirical frequencies
set.seed(0)
x <- random(X, 500)
hist(x, breaks = -1:max(x) + 0.5)

distributions3 documentation built on Sept. 30, 2024, 9:37 a.m.