Efficient Computation of Ordinary and Generalized Poisson Binomial Distributions

Efficient implementations of multiple exact and approximate methods as described in Hong (2013) , Biscarri, Zhao & Brunner (2018) and Zhang, Hong & Balakrishnan (2018) for computing the probability mass, cumulative distribution and quantile functions, as well as generating random numbers for both the ordinary and generalized Poisson binomial distribution.


Reference manual

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1.2.3 by Florian Junge, 2 months ago

Browse source code at https://github.com/cran/PoissonBinomial

Authors: Florian Junge [aut, cre]

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

Imports Rcpp

Suggests knitr, rmarkdown, microbenchmark

Linking to Rcpp

System requirements: fftw3 (>= 3.3)

Imported by FDX, backbone.

Depended on by Rediscover.

See at CRAN