Simulate from a negative binomial distribution

Parametrized by mean (rate) and variance. Both parameters can be vector arguments. For this case with mean = variance = c(r1, r2) and n = 5, the returned vector contains 5 Poisson samples. Three samples are drawn from a Poisson distribution with rate r1 (index 1, 3 and 5 in output vector) and two from a Poisson with rate r2 (index 2 and 4).

Usage

rnb(n, mean, variance = mean, gamma.variance = NULL)

Arguments

n

Number of samples (integer)

mean

Mean vector (rate parameter)

variance

Variance vector

gamma.variance

(optional) poisson-gamma mixture parametrization. Variance (vector) of gamma distribution with mean 1.

Value

Vector of n realizations

Examples

with(
  data.frame(x = rnb(1e4, mean = 100, var = 500)),
  c(mean = mean(x), var = var(x))
)
#> Warning: partial argument match of 'var' to 'variance'
#>     mean      var 
#> 100.4756 503.0647