Density, distribution, quantile, and random generation for the hyper-Poisson
distribution of Bardwell and Crow (1964) in the mean parameterization of
Saez-Castillo and Conde-Sanchez (2013): mean mu and dispersion gamma > 0,
with \(P(Y = y) = \lambda^y / ((\gamma)_y\, {}_1F_1(1; \gamma; \lambda))\),
\((\gamma)_y = \Gamma(\gamma + y)/\Gamma(\gamma)\), and the rate
\(\lambda\) the unique solution of \(E(Y) = \mu\). gamma < 1 gives
underdispersion, gamma = 1 the Poisson, gamma > 1 overdispersion. The
underdispersion is bounded: as gamma -> 0 the distribution tends to
1 + Poisson(mu - 1) for mu > 1 and to a Bernoulli(mu) below, so the
variance is at least mu - 1 (mu >= 1) or mu (1 - mu) (mu < 1), and
Var/Mean approaches one as the mean grows (0.5 at a mean of 2, 0.9 at 10).
The normalizer and the moments are exact sums over the support.
Usage
dhyperpois(x, mu, gamma, log = FALSE)
phyperpois(q, mu, gamma, lower.tail = TRUE, log.p = FALSE)
qhyperpois(p, mu, gamma, lower.tail = TRUE, log.p = FALSE)
rhyperpois(n, mu, gamma)Value
dhyperpois a density, phyperpois a CDF, qhyperpois a quantile,
rhyperpois a numeric vector of count draws.
References
Bardwell, G. E. and Crow, E. L. (1964). A two-parameter family of hyper-Poisson distributions. Journal of the American Statistical Association, 59(305), 133-141. Sáez-Castillo, A. J. and Conde-Sánchez, A. (2013). A hyper-Poisson regression model for overdispersed and underdispersed count data. Computational Statistics & Data Analysis, 61, 148-157.
Examples
dhyperpois(0:5, mu = 3, gamma = 0.5)
#> [1] 0.02867980 0.14422154 0.24174798 0.24313464 0.17466375 0.09759201
var(rhyperpois(2000, mu = 3, gamma = 0.5)) / 3
#> [1] 0.8686927