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: 8.3.0
Depends: R (≥ 3.6.0)
Imports: stats, parallel
Suggests: covr, tinytest
Published: 2023-10-02
Author: Avraham Adler ORCID iD [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_8.3.0.tar.gz
Windows binaries: r-devel: Delaporte_8.3.0.zip, r-release: Delaporte_8.3.0.zip, r-oldrel: Delaporte_8.3.0.zip
macOS binaries: r-release (arm64): Delaporte_8.3.0.tgz, r-oldrel (arm64): Delaporte_8.3.0.tgz, r-release (x86_64): Delaporte_8.3.0.tgz
Old sources: Delaporte archive

Reverse dependencies:

Reverse imports: Chicago, modelSSE

Linking:

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