README.md

In svilsen/itnb: I-Inlfated T-Truncated Negative Binomial Distribution

itnb

The itnb-package implements mean and overdispersion parameterised $i$-inflated and $t$-truncated negative binomial distribution (itnb-distribution). The package also implements an expectation-maximisation (EM) algorithm for estimating the mean, overdispersion, and inflation parameters for counts generated from an itnb-distribution. Furthermore, both a non-parametric and a parametric bootstrap is implemented to construct confidence envelopes for the estimated parameters.

Installation

The itnb-package depends on R (>= 4.1). As the package is not available on CRAN, devtools is needed to install the package from github.

From R, run the following commands:

install.packages("devtools")
devtools::install_github("svilsen/itnb")

Usage

library("itnb")

## Setting parameters
n <- 2000
i <- 94
t <- 93
mu <- 100
theta <- 10
p <- 0.2

## Generating random variates
x <- ritnb(n = n, mu = mu, theta = theta, p = p, i = i, t = t)
hist(x, breaks = "fd")

## Estimating the parameters
m <- em_itnb(
    x = x, 
    i = i, 
    t = t, 
    control = em_itnb_control(
        trace = 0L, 
        save_trace = TRUE
    )
)

##
plot(m, log = "x")

##
ci_p <- simulate_ci(
    m, 
    level = 0.95, 
    trace = TRUE, 
    nr_simulations = 25, 
    parametric = TRUE,
    plot = TRUE
)

ci_np <- simulate_ci(
    m, 
    level = 0.95, 
    trace = TRUE, 
    nr_simulations = 250, 
    parametric = FALSE,
    plot = TRUE
)

License

This project is licensed under the MIT License.

svilsen/itnb documentation built on Sept. 7, 2024, 1:30 a.m.