R: Class "Pois"

Pois-class {distr} | R Documentation

## Class "Pois"

### Description

The Poisson distribution has density

p(x) = lambda^x exp(-lambda)/x!

for x = 0, 1, 2, …. The mean and variance are E(X) = Var(X) = λ.

C.f. `rpois`

### Objects from the Class

Objects can be created by calls of the form `Pois(lambda)`. This object is a Poisson distribution.

### Slots

`img`

  Object of class `"Naturals"`: The space of the image of this distribution has got dimension 1 and the name "Natural Space".

`param`

  Object of class `"PoisParameter"`: the parameter of this distribution (lambda), declared at its instantiation

`r`

  Object of class `"function"`: generates random numbers (calls function rpois)

`d`

  Object of class `"function"`: density function (calls function dpois)

`p`

  Object of class `"function"`: cumulative function (calls function ppois)

`q`

  Object of class `"function"`: inverse of the cumulative function (calls function qpois). The quantile is defined as the smallest value x such that F(x) ≥ p, where F is the distribution function.

`support`

  Object of class `"numeric"`: a (sorted) vector containing the support of the discrete density function

`.withArith`

  logical: used internally to issue warnings as to interpretation of arithmetics

`.withSim`

  logical: used internally to issue warnings as to accuracy

`.logExact`

  logical: used internally to flag the case where there are explicit formulae for the log version of density, cdf, and quantile function

`.lowerExact`

  logical: used internally to flag the case where there are explicit formulae for the lower tail version of cdf and quantile function

`Symmetry`

  object of class `"DistributionSymmetry"`; used internally to avoid unnecessary calculations.

### Extends

Class `"DiscreteDistribution"`, directly. Class `"UnivariateDistribution"`, by class `"DiscreteDistribution"`. Class `"Distribution"`, by class `"DiscreteDistribution"`.

### Methods

+

  `signature(e1 = "Pois", e2 = "Pois")`: For the Poisson distribution the exact convolution formula is implemented thereby improving the general numerical approximation.

initialize

  `signature(.Object = "Pois")`: initialize method

lambda

  `signature(object = "Pois")`: returns the slot lambda of the parameter of the distribution

lambda<-

  `signature(object = "Pois")`: modifies the slot lambda of the parameter of the distribution

### Note

Working with a computer, we use a finite interval as support which carries at least mass `1-getdistrOption("TruncQuantile")`.

### Author(s)

Thomas Stabla statho3@web.de,
Florian Camphausen fcampi@gmx.de,
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de,
Matthias Kohl Matthias.Kohl@stamats.de

### See Also

`PoisParameter-class` `DiscreteDistribution-class` `Naturals-class` `rpois`

### Examples

    P <- Pois(lambda = 1) # P is a Poisson distribution with lambda = 1.
    r(P)(1) # one random number generated from this distribution, e.g. 1
    d(P)(1) # Density of this distribution is 0.3678794 for x = 1.
    p(P)(0.4) # Probability that x < 0.4 is 0.3678794.
    q(P)(.1) # x = 0 is the smallest value x such that p(B)(x) >= 0.1.
    ## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.)
    lambda(P) # lambda of this distribution is 1.
    lambda(P) <- 2 # lambda of this distribution is now 2.
    R <- Pois(lambda = 3) # R is a Poisson distribution with lambda = 2.
    S <- P + R # R is a Poisson distribution with lambda = 5(=2+3).

[Package distr version 2.8.0 Index]