compound_poisson: Estimate a compound Poisson distribution.

In brentfagan/mixem: Exponential Mixture Model MLEs using the EM algorithm

Description

Estimate a compound Poisson distribution.

Usage

compound_poisson(poisson_mean, lambda, p, xmax, N = 2^12, tol = 0.005)

Arguments

poisson_mean	Expected value of Poisson random variable.
lambda	A vector of mle's of rate parameters from exponential mixture distribution.
p	A vector of mle's of mixing proportions from exponential mixture distribution.
xmax	A large integer representing a truncation point in the domain of exponential mixture distribution.
N	A large integer representing number of discretization points.
tol	A number n such that P(Nmax > n) <= tol where Nmax has Poisson with possion_mean distribution.

Value

A list containing the support x of the convolution distribution and an estimate density of the compound Poisson distribution.

brentfagan/mixem documentation built on May 8, 2019, 1:37 a.m.