qpoistweedie: Quantile function for the Poisson-Tweedie family of... In poistweedie: Poisson-Tweedie exponential family models

Description

Quantile function for the Poisson-Tweedie family of distributions

Usage

 `1` ```qpoistweedie(p1, p, mu, lambda, theta0, lower.tail, log.p) ```

Arguments

 `p1` vector of probabilities. `p` is a real index related to a precise model. `mu` the mean. `lambda` the dispersion parameter. `theta0` the canonical parameter. `log, log.p` logical; if TRUE, probabilities p are given as log(p). `lower.tail` logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x].

Details

The Poisson-Tweedie family of distributions belong to the class of exponential dispersion models (EDMs), famous for their role in generalized linear models. T

Value

quantile (`qpoistweedie`) for the given Poisson-Tweedie distribution with parameters

Author(s)

Cactha David Pechel, Laure Pauline Fotso and Celestin C Kokonendji Maintainer: Cactha David Pechel ( <[email protected]>)

`poistweedie`
 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28``` ``` ## function qpoistweedie(p, power, mu,lambda,theta0, ## lower.tail = TRUE, log.p = FALSE) ## Plot qpois() and qpoistweedie() with log.p=FALSE layout(matrix(1 :1, 1, 1)) layout.show(1) power<-exp(30) mu<-10 lambda <- 10 theta0<--10 prob<-1-(mu/(1+mu)) lambda1<-100 p <- runif(50) p ## plot of qpoistweedie function with log=FALSE d1<-ppoistweedie(p,power,mu,lambda,theta0,lower.tail=TRUE,log.p=FALSE) d2<-ppois(p,lambda1,lower.tail=TRUE,log.p=FALSE) erreure<- d1-d2 plot (p,d1,col='blue', type='h',xlab="p avec p=runif(50), power=exp(30),mu=10, lambda=10, theta0=-10, lambda1=100, lower.tail=TRUE", ylab="quantile function P(100)",main = "qpoistweedie(*,col='blue' log.p=FALSE) et qpois(*,col='red' log.p=FALSE)") lines(p,d2,type ="p",col='red',lwd=2) sum(abs(erreure)) ```