mgcv (version 1.9-5)

dppois: Stable evaluation of difference between Poisson c.d.f.s

Description

Evaluates the difference between two Poisson cumulative distribution functions avoiding cancellation error.

Usage

dppois(y0,y1,mu,log.p=TRUE)

Details

Equivalent to log(ppois(y1,mu)-ppois(y0,mu)), but stable when y0 and y1 are highly improbable and in the same tail of the distribution (avoids cancellation to log(0)).

Examples

require(mgcv)
n <- 10
mu <- rep(2,n)
y0 <- c(0:5,10,23,0,2)
y1 <- c(1:6,11,1000,100,40)
dppois(y0,y1,mu)
log(ppois(y1,mu)-ppois(y0,mu))