multicmpests: Bivariate COM-Poisson Parameter Estimation

In diagdavenport/multicmp: Flexible Modeling of Multivariate Count Data via the Multivariate Conway-Maxwell-Poisson Distribution

Description

multicmpests computes the maximum likelihood estimates of a bivariate COM-Poisson distribution (based on the model described in Sellers et al. (2016)) for given count data and conducts a test for significant data dispersion, relative to a bivariate Poisson model. The bivariate Poisson case is addressed via the bivpois package by Karlis and Ntzoufras (2009).

Usage

multicmpests(data, max = 100, startvalues = NULL)

Arguments

data	A two-column dataset of counts.
max	Truncation term for infinite summation associated with the Z function. See Sellers et al. (2016) for details.
startvalues	A vector of starting values for maximum likelihood estimation. The values are read as follows: c(lambda, nu, p00, p10, p01, p11). The default is c(1,1, 0.25, 0.25, 0.25, 0.25).

Value

multicmpests will return a list of four elements: $par (Parameter Estimates), $negll (Negative Log-Likelihood), $LRTbpd (Dispersion Test Statistic), and $pbpd (Dispersion Test P-Value).

References

Sellers KF, Morris DS, Balakrishnan N (2016) Bivariate Conway-Maxwell-Poisson Distribution: Formulation, Properties, and Inference, Journal of Multivariate Analysis 150:152-168.

Karlis D., Ntzoufras I. (2009) bivpois: Bivariate Poisson Models Using the EM Algorithm, Version 0.50-3.1. http://cran.wustl.edu/web/packages/bivpois/index.html

Examples

    x1 <- c(3,2,5,4,1)
    x2 <- c(0,4,1,0,1)
    ex.data <- cbind(x1,x2)
    
    # starting close to the optimum for sake of run time
    multicmpests(ex.data, startvalues = c(12.5 , 1.7 , 0, 0.25, 0.75, 0)) 

diagdavenport/multicmp documentation built on May 15, 2019, 8:22 a.m.