nb_sum_moments

Implements the method of moments approximation for the sum of arbitrary NB random variables. Called by other functions. Not intended to be run alone.

Three distinct methods are implemented for evaluating the sums of arbitrary negative binomial distributions. These methods are: Furman's exact probability mass function (Furman (2007) <doi:10.1016/j.spl.2006.06.007>), saddlepoint approximation, and a method of moments approximation. Functions are provided to calculate the density function, the distribution function and the quantile function of the convolutions in question given said evaluation methods. Functions for generating random deviates from negative binomial convolutions and for directly calculating the mean, variance, skewness, and excess kurtosis of said convolutions are also provided.

Gregory Bedwell

nbconv

Evaluate Arbitrary Negative Binomial Convolutions

nb_sum_moments function

<dl><dt>mus</dt>
<dd>Vector of individual mean values.</dd>
<dt>phis</dt>
<dd>Vector of individual dispersion parameters. Equivalent to 'size' in dnbinom.</dd>
<dt>counts</dt>
<dd>The vector of counts over which the PMF is evaluated.</dd></dl>

Arguments

Method of moments — nb_sum_moments

<dl>

<dt>mus</dt>
<dd>Vector of individual mean values.</dd>


<dt>phis</dt>
<dd>Vector of individual dispersion parameters. Equivalent to 'size' in dnbinom.</dd>


<dt>counts</dt>
<dd>The vector of counts over which the PMF is evaluated.</dd>

</dl>

nb_sum_moments: Method of moments

Description

Usage

Value

Arguments

Examples