skellam

MaRDI QIDQ44414swMATHCRANFDO

Authors Patrick E. Brown, Montasser Ghachem, Oguz Ersan, Jerry W. Lewis, Michail Tsagris

Last update 9 November 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.2.0, PACKAGES.rds, 0.0-8-7, 0.1.3, 0.1, 0.2.3, 0.2.4, PACKAGES.rds, 0.2.5

Official website https://cran.r-project.org/web/packages/skellam/index.html

Source code repository https://github.com/cran/skellam

Description

Density, distribution function, quantile function and random generation for the Skellam distribution, the distribution of the difference of two independent Poisson variables (Skellam, 1946), with saddlepoint approximations, maximum likelihood estimation, and a regression model in which both rates depend on covariates. The distribution functions remain accurate for very large rates and far into the tails, on the natural and the log scale.

Cited in

(4)

• An alternative discrete skew Laplace distribution
• On improving the posterior predictive distribution of the difference between two independent Poisson distribution
• DiscreteLaplace
• PINstimation

This page was built for software: skellam