com.expectation: Computes Expectation of a Function of a COM-Poisson Random Variable
Description
Computes an expectation of a function of a COM-Poisson random variable.
Usage
com.expectation(f, lambda, nu, log.error = 0.001)
Arguments
f
function taking as a single argument the value of x
lambda
value of lambda parameter
log.error
precision in the log of the expectation
Value
The expectation as a real number.
Details
Computes the expectation $E[f(X)]$ where X is a COM-Poisson random variable.
References
Shmueli, G., Minka, T. P., Kadane, J. B., Borle, S. and Boatwright, P., “A useful distribution for fitting discrete data: Revival of the Conway-Maxwell-Poisson distribution,” J. Royal Statist. Soc., v54, pp. 127-142, 2005.