qnbinomR: Pure R Implementation of R's qnbinom() with Tuning Parameters

In DPQ: Density, Probability, Quantile ('DPQ') Computations

Pure R Implementation of R's qnbinom() with Tuning Parameters

Description

A pure R implementation, including many tuning parameter arguments, of R's own Rmathlib C code algorithm, but with more flexibility.

It is using Vectorize(qnbinomR1, *) where the hidden qnbinomR1 works for numbers (aka ‘scalar’, length one) arguments only, the same as the C code.

Usage

qnbinomR(p, size, prob, mu, lower.tail = TRUE, log.p = FALSE,
         yLarge = 4096, # was hard wired to 1e5
         incF = 1/64,   # was hard wired to .001
         iShrink = 8,   # was hard wired to 100
         relTol = 1e-15,# was hard wired to 1e-15
         pfEps.n = 8,   # was hard wired to 64: "fuzz to ensure left continuity"
         pfEps.L = 2,   # was hard wired to 64:   "   "   ..
         fpf = 4, # *MUST* be >= 1 (did not exist previously)
         trace = 0)

Arguments

p, size, prob, mu, lower.tail, log.p

qnbinom() standard argument, see its help page.

yLarge, incF, iShrink, relTol, pfEps.n, pfEps.L, fpf	numeric arguments tweaking the “root finding” search after the initial Cornish-Fisher approximation, see qbinomR, for details. The defaults should be more reliable (but also a bit more “expensive”) than R's (original) qnbinom() hard wired values.
trace	logical (or integer) specifying if (and how much) output should be produced from the algorithm.

Value

a numeric vector like p recycled to the common lengths of p, size, and either prob or mu.

Author(s)

Martin Maechler

See Also

qnbinom, qpois.

Examples

set.seed(12)
x10 <- rnbinom(500, mu = 4,       size = 10) ; p10 <- pnbinom(x10, mu=4,       size=10)
x1c <- rnbinom(500, prob = 31/32, size = 100); p1c <- pnbinom(x1c, prob=31/32, size=100)
stopifnot(exprs = {
    x10 == qnbinom (p10, mu=4, size=10)
    x10 == qnbinomR(p10, mu=4, size=10)
    x1c == qnbinom (p1c, prob=31/32, size=100)
    x1c == qnbinomR(p1c, prob=31/32, size=100)
})

DPQ documentation built on Dec. 5, 2023, 3:05 a.m.