| pl.dist | R Documentation |
The function fits a mixed Poisson distribution, in which the random parameter follows Lindley distribution. As teh method of estimation Expectation-maximization algorithm is used.
pl.dist(variable, p.start, epsylon)
variable |
The count variable. |
p.start |
The starting value of p parameter. Default to 0.1. |
epsylon |
Default to epsylon = 10^(-8) |
This function provides estimated parameters of the model N|λ \sim Poisson(λ) where λ parameter is also a random variable follows Lindley distribution with hiperparameter p. The pdf of Lindley is of the form f_λ(λ)=\frac{p^2}{p+1}(λ+1)\exp(-λ p) .
p |
the parameter of mixing Lindley distribution |
n.iter |
the number of steps in EM algorithm |
Karlis, D. (2005). EM algorithm for mixed Poisson and other discrete distributions. Astin bulletin, 35(01), 3-24.
library(MASS) pLindley = pl.dist(variable=quine$Days) print(pLindley)