Hurdle Poisson distribution
hpois.RdProbability mass function, distribution function, and random generation for the hurdle (zero-altered) Poisson distribution.
Usage
dhpois(x, lambda, zeroprob = 0.5, log = FALSE)
phpois(q, lambda, zeroprob = 0.5, lower.tail = TRUE, log.p = FALSE)
rhpois(n, lambda, zeroprob = 0.5)Arguments
- x, q
integer vector of counts
- lambda
vector of (non-negative) means of the underlying Poisson
- zeroprob
probability of a zero, between 0 and 1
- log, log.p
logical; return log-density if TRUE
- lower.tail
logical; if
TRUE, probabilities are \(P[X \le x]\), otherwise, \(P[X > x]\).- n
number of random values to return.
Value
dhpois gives the probability mass function, phpois gives the distribution function, and rhpois generates random deviates.
Details
This implementation allows for automatic differentiation with RTMB.
A hurdle distribution models the zeros and the positive counts as two separate
processes: the probability of a zero is a free parameter, and the positive
counts follow the corresponding zero-truncated distribution. Writing
\(p_0\) for zeroprob,
$$P(X = 0) = p_0, \qquad
P(X = x) = (1 - p_0)\,\frac{P_{\mathrm{Pois}}(x;\,\lambda)}{1 - \pi_0},
\quad x = 1, 2, \ldots$$
where \(\pi_0 = P_{\mathrm{Pois}}(0;\,\lambda)\) is the probability of a zero
under the ordinary Poisson.
This differs from the zero-inflated Poisson, where the zeros are a mixture of
structural zeros and zeros generated by the Poisson itself. In a hurdle model
zeroprob is exactly the probability of observing a zero, so it can be
larger or smaller than the Poisson would give on its own; zero-inflation
can only ever add zeros. The two coincide with the ordinary Poisson when
zeroprob equals \(\pi_0\).
References
Mullahy, J. (1986) Specification and testing of some modified count data models. Journal of Econometrics, 33, 341-365.
Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC, doi:10.1201/9780429298547. An older version can be found in https://www.gamlss.com/.
Examples
set.seed(123)
x <- rhpois(5, lambda = 2, zeroprob = 0.4)
d <- dhpois(x, lambda = 2, zeroprob = 0.4)
p <- phpois(x, lambda = 2, zeroprob = 0.4)