poibin {poibin}

The Poisson Binomial Distribution.

Description

The cdf, pmf, quantile function, and random number generation for the Poisson binomial distribution.

Usage

ppoibin(kk, pp, method = "DFT-CF",wts=NULL)
dpoibin(kk, pp,wts=NULL)
qpoibin(qq, pp,wts=NULL)
rpoibin(m, pp,wts=NULL)

Arguments

kk

The values where the cdf or pmf to be evaluated.

pp

The vector for p_j's which are the sucess probabilities for indicators.

method

"DFT-CF" for the DFT-CF method, "RF" for the recursive formula, "RNA" for the refined normal approximation, "NA" for the normal approximation, and "PA" for the Poisson approximation.

wts

The weights for p_j's.

qq

The values where the quantile function to be evaluated.

m

The number of random numbers to be generated.

Details

See the reference for computational details.

Value

Returns the entire cdf, pmf, quantiles, and random numbers.

Author(s)

Yili Hong [aut, cre], R Core Team [aut, cph]

References

Hong, Y. (2013). On computing the distribution function for the Poisson binomial distribution. Computational Statistics & Data Analysis, Vol. 59, pp. 41-51.

Examples

   kk=0:10
   pp=c(.1,.2,.3,.4,.5)
   ppoibin(kk=kk, pp=pp, method = "DFT-CF",wts=rep(2,5))
   ppoibin(kk=kk, pp=pp, method = "RF",wts=rep(2,5))
   ppoibin(kk=kk, pp=pp, method = "RNA",wts=rep(2,5))
   ppoibin(kk=kk, pp=pp, method = "NA",wts=rep(2,5))
   ppoibin(kk=kk, pp=pp, method = "PA",wts=rep(2,5))
   dpoibin(kk=kk, pp=pp,wts=rep(2,5))
   qpoibin(qq=0:10/10,pp=pp,wts=rep(2,5))
   rpoibin(m=2,pp=pp,wts=rep(2,5))