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

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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.

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Acknowledgments

The authors are very grateful to the referee for valuable suggestions and comments which greatly improve the paper. The third author acknowledges the grant of MNTR 174013 for carrying out this research.

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Authors and Affiliations

  1. School of Mathematics, University of Manchester, Manchester, M13 9PL, UK

    Saralees Nadarajah

  2. Statistical Office of Montenegro, Podgorica, Montenegro

    Božidar V. Popović

  3. Department of Mathematics and Informatics, Faculty of Sciences and Mathematics, University of Niš, Nis, Serbia

    Miroslav M. Ristić

Authors
  1. Saralees Nadarajah
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  2. Božidar V. Popović
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  3. Miroslav M. Ristić
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Correspondence to Miroslav M. Ristić.

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Nadarajah, S., Popović, B.V. & Ristić, M.M. Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution. Comput Stat 28, 977–992 (2013). https://doi.org/10.1007/s00180-012-0336-y

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  • DOI: https://doi.org/10.1007/s00180-012-0336-y

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