CRAN/E | ShiftConvolvePoibin

ShiftConvolvePoibin

Exactly Computing the Tail of the Poisson-Binomial Distribution

Installation

About

An exact method for computing the Poisson-Binomial Distribution (PBD). The package provides a function for generating a random sample from the PBD, as well as two distinct approaches for computing the density, distribution, and quantile functions of the PBD. The first method uses direct-convolution, or a dynamic-programming approach which is numerically stable but can be slow for a large input due to its quadratic complexity. The second method is much faster on large inputs thanks to its use of Fast Fourier Transform (FFT) based convolutions. Notably in this case the package uses an exponential shift to practically guarantee the relative accuracy of the computation of an arbitrarily small tail of the PBD – something that FFT-based methods often struggle with. This ShiftConvolvePoiBin method is described in Peres, Lee and Keich (2020) where it is also shown to be competitive with the fastest implementations for exactly computing the entire Poisson-Binomial distribution.

Key Metrics

Version 1.0.0
Published 2020-05-04 1539 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks ShiftConvolvePoibin results

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Maintainer

Maintainer

Andrew Lee

Authors

Andrew Lee

aut / cre

Noah Peres

aut / ctb

Uri Keich

aut / ctb

Alexander Mukhin

cph

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Reverse Depends

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