Delaporte: Statistical Functions for the Delaporte Distribution

Provides probability mass, distribution, quantile, random-variate generation, and method-of-moments parameter-estimation functions for the Delaporte distribution with parameterization based on Vose (2008) <isbn:9780470512845>. The Delaporte is a discrete probability distribution which can be considered the convolution of a negative binomial distribution with a Poisson distribution. Alternatively, it can be considered a counting distribution with both Poisson and negative binomial components. It has been studied in actuarial science as a frequency distribution which has more variability than the Poisson, but less than the negative binomial.

Version:	8.4.0
Depends:	R (≥ 3.6.0)
Imports:	stats, parallel
Suggests:	covr, tinytest
Published:	2024-04-04
Author:	Avraham Adler [aut, cph, cre]
Maintainer:	Avraham Adler <Avraham.Adler at gmail.com>
BugReports:	https://github.com/aadler/Delaporte/issues
License:	BSD_2_clause + file LICENSE
URL:	https://github.com/aadler/Delaporte
NeedsCompilation:	yes
SystemRequirements:	A version of Fortran supporting the LOG_GAMMA Intrinsic
Citation:	Delaporte citation info
Materials:	README NEWS
In views:	ActuarialScience, Distributions
CRAN checks:	Delaporte results

Documentation:

Reference manual:

Delaporte.pdf

Downloads:

Package source:	Delaporte_8.4.0.tar.gz
Windows binaries:	r-devel: Delaporte_8.4.0.zip, r-release: Delaporte_8.4.0.zip, r-oldrel: Delaporte_8.4.0.zip
macOS binaries:	r-release (arm64): Delaporte_8.4.0.tgz, r-oldrel (arm64): Delaporte_8.4.0.tgz, r-release (x86_64): Delaporte_8.4.0.tgz, r-oldrel (x86_64): Delaporte_8.4.0.tgz
Old sources:	Delaporte archive

Reverse dependencies:

Reverse imports:

Chicago, modelSSE

Linking:

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