Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution

Saralees Nadarajah (), Božidar Popović () and Miroslav Ristić ()

Computational Statistics, 2013, vol. 28, issue 3, 977-992

Abstract: In this manuscript we introduce R package Compounding for dealing with continuous distributions obtained by compounding continuous distributions with discrete distributions. We demonstrate its use by computing values of cumulative distribution function, probability density function, quantile function and hazard rate function, generating random samples from a population with compounding distribution, and computing mean, variance, skewness and kurtosis of a random variable with a compounding distribution. We consider 24 discrete distributions which can be compounded with any continuous distribution implemented in R. Copyright Springer-Verlag 2013

Keywords: Compounding; Compounding by a discrete distribution; Zero truncated distributions (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00180-012-0336-y

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