poissonmulti: The Poisson Multinomial Distribution.

In phdornever/PMD: Calculate probability density of Poisson Multinomial Distiribution

The Poisson Multinomial Distribution.

Description

The probability mass function of Poisson Multinomial Distribution and a Poisson Multinomial probability matrix generator.

Usage

pmd(pp,method="DFT-CF",vec=c(0,0,0,0,0),t=100)
pmatrix(n,m)

Arguments

method	The chosen method to compute probability mass.
pp	The matrix for p_j's which are the sucess probabilities matrix for indicators.
t	Simulation repetitions.
n	Number of rows of the probabilities matrix.
m	Number of columns of the probabilities matrix.
vec	A result vector that is used for calculating the probability.

Details

See the reference for computational details.

Author(s)

Zhengzhi(Alex) Lin

References

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

Examples

   n <- 4
   m <- 3
   pp <- pmatrix(n,m)
   pmd(pp,method="simulation",t=1000)
   vec <- c(1,2,1)
   pmd(pp,method="NA",vec,t=1000)
   pmd(pp)

phdornever/PMD documentation built on June 17, 2022, 11:37 p.m.