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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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  • Saralees Nadarajah
  • Božidar Popović
  • Miroslav Ristić

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

Suggested Citation

  • Saralees Nadarajah & Božidar Popović & Miroslav Ristić, 2013. "Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution," Computational Statistics, Springer, vol. 28(3), pages 977-992, June.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:3:p:977-992
    DOI: 10.1007/s00180-012-0336-y
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    2. Rasool Roozegar & G. G. Hamedani & Leila Amiri & Fatemeh Esfandiyari, 2020. "A New Family of Lifetime Distributions: Theory, Application and Characterizations," Annals of Data Science, Springer, vol. 7(1), pages 109-138, March.

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