Delaporte: Statistical Functions for the Delaporte Distribution

Provides probability mass, distribution, quantile, random-variate generation, and method-of-moments parameter-estimation functions for the Delaporte distribution with parameterization based on Vose (2008) <isbn:9780470512845>. The Delaporte is a discrete probability distribution which can be considered the convolution of a negative binomial distribution with a Poisson distribution. Alternatively, it can be considered a counting distribution with both Poisson and negative binomial components. It has been studied in actuarial science as a frequency distribution which has more variability than the Poisson, but less than the negative binomial.

Version: 8.4.1
Depends: R (≥ 3.6.0)
Imports: stats, parallel
Suggests: covr, tinytest
Published: 2024-06-17
DOI: 10.32614/CRAN.package.Delaporte
Author: Avraham Adler ORCID iD [aut, cph, cre]
Maintainer: Avraham Adler <Avraham.Adler at>
License: BSD_2_clause + file LICENSE
NeedsCompilation: yes
SystemRequirements: A version of Fortran supporting the LOG_GAMMA Intrinsic and the ieee_arithmetic module.
Citation: Delaporte citation info
Materials: README NEWS
In views: ActuarialScience, Distributions
CRAN checks: Delaporte results


Reference manual: Delaporte.pdf


Package source: Delaporte_8.4.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): Delaporte_8.4.1.tgz, r-oldrel (arm64): Delaporte_8.4.1.tgz, r-release (x86_64): Delaporte_8.4.1.tgz, r-oldrel (x86_64): Delaporte_8.4.1.tgz
Old sources: Delaporte archive

Reverse dependencies:

Reverse imports: Chicago, modelSSE


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