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com.var {compoisson}

Computes Variance of the COM-Poisson Distribution
Package: 
compoisson
Version: 
0.3

Description

    Computes the variance of the COM-Poisson distribution for given values     of the parameters.

Usage

    com.var(lambda, nu)

Arguments

         

lambda
value of lambda parameter
nu
value of the nu parameter

Details

    Uses com.expectation to compute the second moment of the distribution     and subtracts the squared mean, computed using com.mean.

Values

    The variance of the distribution.

References

Shmueli, G., Minka, T. P., Kadane, J. B., Borle, S. and Boatwright, P., “A useful distribution for fitting discrete data: Revival of the Conway-Maxwell-Poisson distribution,” J. Royal Statist. Soc., v54, pp. 127-142, 2005.

See Also

com.expectation, com.mean

Examples

    data(insurance)
    model = com.fit(Lemaire);
    com.var(model$lambda, model$nu);

Author(s)

Jeffrey Dunn

Documentation reproduced from package compoisson, version 0.3. License: BSD