poisdp {Bolstad}  R Documentation 
Poisson sampling with a discrete prior
Description
Evaluates and plots the posterior density for \mu
, the mean rate
of occurance in a Poisson process and a discrete prior on \mu
Usage
poisdp(y.obs, mu, mu.prior, ...)
Arguments
y.obs 
a random sample from a Poisson distribution. 
mu 
a vector of possibilities for the mean rate of occurance of an event over a finite period of space or time. 
mu.prior 
the associated prior probability mass. 
... 
additional arguments that are passed to 
Value
A list will be returned with the following components:
likelihood 
the scaled likelihood function for 
posterior 
the posterior probability of

mu 
the vector of possible

mu.prior 
the associated
probability mass for the values in 
See Also
Examples
## simplest call with an observation of 4 and a uniform prior on the
## values mu = 1,2,3
poisdp(4,1:3,c(1,1,1)/3)
## Same as the previous example but a nonuniform discrete prior
mu = 1:3
mu.prior = c(0.3,0.4,0.3)
poisdp(4,mu=mu,mu.prior=mu.prior)
## Same as the previous example but a nonuniform discrete prior
mu = seq(0.5,9.5,by=0.05)
mu.prior = runif(length(mu))
mu.prior = sort(mu.prior/sum(mu.prior))
poisdp(4,mu=mu,mu.prior=mu.prior)
## A random sample of 50 observations from a Poisson distribution with
## parameter mu = 3 and nonuniform prior
y.obs = rpois(50,3)
mu = c(1:5)
mu.prior = c(0.1,0.1,0.05,0.25,0.5)
results = poisdp(y.obs, mu, mu.prior)
## Same as the previous example but a nonuniform discrete prior
mu = seq(0.5,5.5,by=0.05)
mu.prior = runif(length(mu))
mu.prior = sort(mu.prior/sum(mu.prior))
y.obs = rpois(50,3)
poisdp(y.obs,mu=mu,mu.prior=mu.prior)
[Package Bolstad version 0.241 Index]