inv_cdf.poisson_dist

Returns a function that computes quantiles of the Poisson distribution.

Provides an algebra over probability distributions enabling
composition, sampling, and automatic simplification to closed forms.
Supports normal, exponential, gamma, Weibull, chi-squared, uniform,
beta, log-normal, Poisson, multivariate normal, empirical, and mixture
distributions with algebraic operators (addition, subtraction,
multiplication, division, power, exp, log, min, max) that automatically
simplify when mathematical identities apply. Includes closed-form MVN
conditioning (Schur complement), affine transformations, mixture
marginals/conditionals (Bayes rule), and limiting distribution builders
(CLT, LLN, delta method). Uses S3 classes for distributions and R6
for support objects.

Alexander Towell

algebraic.dist

Algebra over Probability Distributions

inv_cdf.poisson_dist function

<dl><dt>x</dt>
<dd>A <code>poisson_dist</code> object.</dd>
<dt>...</dt>
<dd>Additional arguments (not used).</dd></dl>

Arguments

Inverse CDF (quantile function) for a Poisson distribution. — inv_cdf.poisson_dist

<dl>

<dt>x</dt>
<dd>A <code>poisson_dist</code> object.</dd>


<dt>...</dt>
<dd>Additional arguments (not used).</dd>

</dl>

inv_cdf.poisson_dist: Inverse CDF (quantile function) for a Poisson distribution.

Description

Usage

Value

Arguments

Examples