poibin-package: The Poisson Binomial Distribution

In poibin: The Poisson Binomial Distribution

Description

Implementation of both the exact and approximation methods for computing the cdf of the Poisson binomial distribution as described in Hong (2013) <doi: 10.1016/j.csda.2012.10.006>. It also provides the pmf, quantile function, and random number generation for the Poisson binomial distribution. The C code for fast Fourier transformation (FFT) is written by R Core Team (2019)<https://www.R-project.org/>, which implements the FFT algorithm in Singleton (1969) <doi: 10.1109/TAU.1969.1162042>.

Details

This package was not yet installed at build time.

Index: This package was not yet installed at build time.

Author(s)

Yili Hong [aut, cre], R Core Team [aut, cph]

Maintainer: Yili Hong <[e-mail]>

References

Hong, Y. (2013). On computing the distribution function for the Poisson binomial distribution. Computational Statistics & Data Analysis, Vol. 59, pp. 41-51.

R Core Team (2019). “R: A Language and Environment for Statistical Computing,” R Foundation for Statistical Computing, Vienna, Austria, url: https://www.R-project.org/.

Singleton, R. C. (1969). An algorithm for computing the mixed radix fast Fourier transform. IEEE Transactions on Audio and Electroacoustics, Vol. 17, pp. 93-103.

Examples

   kk=0:10
   pp=c(.1,.2,.3,.4,.5)
   ppoibin(kk=kk, pp=pp, method = "DFT-CF",wts=rep(2,5))
   ppoibin(kk=kk, pp=pp, method = "RF",wts=rep(2,5))
   ppoibin(kk=kk, pp=pp, method = "RNA",wts=rep(2,5))
   ppoibin(kk=kk, pp=pp, method = "NA",wts=rep(2,5))
   ppoibin(kk=kk, pp=pp, method = "PA",wts=rep(2,5))
   dpoibin(kk=kk, pp=pp,wts=rep(2,5))
   qpoibin(qq=0:10/10,pp=pp,wts=rep(2,5))
   rpoibin(m=2,pp=pp,wts=rep(2,5))

Example output

 [1] 0.02286144 0.13517280 0.37211652 0.65383500 0.86212984 0.96181016
 [7] 0.99294500 0.99918348 0.99994720 0.99999856 1.00000000
 [1] 0.02286144 0.13517280 0.37211652 0.65383500 0.86212984 0.96181016
 [7] 0.99294500 0.99918348 0.99994720 0.99999856 1.00000000
 [1] 0.02812958 0.13669805 0.37078646 0.65398594 0.86019757 0.95840421
 [7] 0.99114093 0.99873860 0.99988766 0.99999400 0.99999981
 [1] 0.03486268 0.13825024 0.35840026 0.64159974 0.86174976 0.96513732
 [7] 0.99444416 0.99945199 0.99996698 0.99999879 0.99999997
 [1] 0.04978707 0.19914827 0.42319008 0.64723189 0.81526324 0.91608206
 [7] 0.96649146 0.98809550 0.99619701 0.99889751 0.99970766
 [1] 0.02286144 0.11231136 0.23694372 0.28171848 0.20829484 0.09968032
 [7] 0.03113484 0.00623848 0.00076372 0.00005136 0.00000144
 [1]  0  1  2  2  3  3  3  4  4  5 10
[1] 5 5

poibin documentation built on Jan. 9, 2020, 1:09 a.m.