nbconv_params

Calculates distribution parameters for the convolution of arbitrary negative binomial random variables.

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

nbconv_params 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>ps</dt>
<dd>Vector of individual probabilities of success.</dd></dl>

Arguments

Summary statistics — nbconv_params

<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>ps</dt>
<dd>Vector of individual probabilities of success.</dd>

</dl>

nbconv_params: Summary statistics

Description

Usage

Value

Arguments

Examples