hpois {countreg} | R Documentation |
Density, distribution function, quantile function, random
generation, score function, hessian, mean, and, variance
for the (zero-)hurdle Poisson
distribution with parameters mu
(= mean of the
underlying Poisson distribution) and hurdle crossing probability
pi
(i.e., 1 - pi
is the probability for observed zeros).
dhpois(x, lambda, pi, log = FALSE) phpois(q, lambda, pi, lower.tail = TRUE, log.p = FALSE) qhpois(p, lambda, pi, lower.tail = TRUE, log.p = FALSE) rhpois(n, lambda, pi) shpois(x, lambda, pi, parameter = c("lambda", "pi"), drop = TRUE) hhpois(x, lambda, pi, parameter = c("lambda", "pi"), drop = TRUE) mean_hpois(lambda, pi, drop = TRUE) var_hpois(lambda, pi, drop = TRUE)
x |
vector of (positive integer) quantiles. |
q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of random values to return. |
lambda |
vector of non-negative means of the underlying Poisson distribution. |
pi |
vector of hurdle crossing probabilities (i.e., |
log, log.p |
logical. If |
lower.tail |
logical. If |
parameter |
character. Should the derivative with respect to
|
drop |
logical. Should the result be a matrix ( |
The underlying Poisson distribution has density
f(x) = λ^x exp(-λ)/x!
for x = 0, 1, 2, …. The hurdle density is then simply obtained as
g(x) = π f(x)/(1 - f(0))
for x = 1, 2, … and g(0) = 1 - π, respectively.
dhpois
gives the (log) density,
phpois
gives the (log) distribution function,
qhpois
gives the quantile function,
rhpois
generates random deviates, and
shpois
gives the score function (= derivative of
the log-density with respect to lambda and/or pi).
hhpois
gives the hessian (= 2nd derivative of
the log-density with respect to lambda and/or pi).
mean_hpois
and var_hpois
give the mean and
the variance, respectively.