The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

nbconv

Introduction

nbconv was written to facilitate the evaluation of the sums of arbitrary negative binomial (NB) random variables. nbconv implements three distinct methods for approaching this problem: Furman’s exact probability mass function (https://ssrn.com/abstract=1650365), saddlepoint approximation, and a method of moments approximation. I would like to acknowledge Martin Modrák for inspiring me to pursue the saddlepoint approximation with his related blog post.

It should be noted that Furman’s PMF is expressed as a series representation. Because of this, the accuracy of the evaluation is limited by the number of terms included in the series. The probability values calculated in this way are therefore also approximate solutions, meaning that nbconv only offers approximate solutions to the convolution of NB random variables. Nevertheless, the approximations appear to be rather good ones.

Like other distribution functions in R, nbconv can calculate the density, distribution, and quantile functions of NB convolutions. These are done with dnbconv(), pnbconv(), and qnbconv(), respectively. Each of these functions requires specification of the method of evaluation. Random deviates can be sampled with the rnbconv() function and are obtained independently of any evaluation method. Finally, the function nbconv_params() explicitly calculates the mean, variance, skewness, and excess kurtosis of the convolution distribution using cumulants.

See the manual for more information and please do not hesitate to reach out with any questions or comments.

Installation

You can install the development version of nbconv from GitHub with:

# install.packages("devtools")
devtools::install_github("gbedwell/nbconv")

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.