% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/gpbinom.R
\name{GenPoissonBinomial-Distribution}
\alias{GenPoissonBinomial-Distribution}
\alias{dgpbinom}
\alias{pgpbinom}
\alias{qgpbinom}
\alias{rgpbinom}
\title{The Generalized Poisson Binomial Distribution}
\usage{
dgpbinom(x, probs, val_p, val_q, wts = NULL, method = "DivideFFT", log = FALSE)

pgpbinom(
  x,
  probs,
  val_p,
  val_q,
  wts = NULL,
  method = "DivideFFT",
  lower.tail = TRUE,
  log.p = FALSE
)

qgpbinom(
  p,
  probs,
  val_p,
  val_q,
  wts = NULL,
  method = "DivideFFT",
  lower.tail = TRUE,
  log.p = FALSE
)

rgpbinom(
  n,
  probs,
  val_p,
  val_q,
  wts = NULL,
  method = "DivideFFT",
  generator = "Sample"
)
}
\arguments{
\item{x}{Either a vector of observed sums or NULL. If NULL,
probabilities of all possible observations are
returned.}

\item{probs}{Vector of probabilities of success of each Bernoulli
trial.}

\item{val_p}{Vector of values that each trial produces with probability
in \code{probs}.}

\item{val_q}{Vector of values that each trial produces with probability
in \code{1 - probs}.}

\item{wts}{Vector of non-negative integer weights for the input
probabilities.}

\item{method}{Character string that specifies the method of computation
and must be one of \code{"DivideFFT"}, \code{"Convolve"}, 
\code{"Characteristic"}, \code{"Normal"} or
\code{"RefinedNormal"} (abbreviations are allowed).}

\item{log, log.p}{Logical value indicating if results are given as
logarithms.}

\item{lower.tail}{Logical value indicating if results are \eqn{P[X \leq x]}
(if \code{TRUE}; default) or \eqn{P[X > x]} (if 
\code{FALSE}).}

\item{p}{Vector of probabilities for computation of quantiles.}

\item{n}{Number of observations. If \code{length(n) > 1}, the
length is taken to be the number required.}

\item{generator}{Character string that specifies the random number
generator and must either be \code{"Sample"} or
\code{"Bernoulli"} (abbreviations are allowed).}
}
\value{
\code{dgpbinom} gives the density, \code{pgpbinom} computes the distribution
function, \code{qgpbinom} gives the quantile function and \code{rgpbinom}
generates random deviates.

For \code{rgpbinom}, the length of the result is determined by \code{n}, and
is the lengths of the numerical arguments for the other functions.
}
\description{
Density, distribution function, quantile function and random generation for
the generalized Poisson binomial distribution with probability vector
\code{probs}.
}
\details{
See the references for computational details. The \emph{Divide and Conquer}
(\code{"DivideFFT"}) and \emph{Direct Convolution} (\code{"Convolve"})
algorithms are derived and described in Biscarri, Zhao & Brunner (2018). They
have been modified for use with the generalized Poisson binomial
distribution. The
\emph{Discrete Fourier Transformation of the Characteristic Function}
(\code{"Characteristic"}) is derived in Zhang, Hong & Balakrishnan (2018),
the \emph{Normal Approach} (\code{"Normal"}) and the
\emph{Refined Normal Approach} (\code{"RefinedNormal"}) are described in Hong
(2013). They were slightly adapted for the generalized Poisson binomial
distribution.

In some special cases regarding the values of \code{probs}, the \code{method}
parameter is ignored (see Introduction vignette).

Random numbers can be generated in two ways. The \code{"Sample"} method
uses \code{R}'s \code{sample} function to draw random values according to
their probabilities that are calculated by \code{dgpbinom}. The
\code{"Bernoulli"} procedure ignores the \code{method} parameter and
simulates Bernoulli-distributed random numbers according to the probabilities
in \code{probs} and sums them up. It is a bit slower than the \code{"Sample"}
generator, but may yield better results, as it allows to obtain observations
that cannot be generated by the \code{"Sample"} procedure, because
\code{dgpbinom} may compute 0-probabilities, due to rounding, if the length
of \code{probs} is large and/or its values contain a lot of very small
values.
}
\section{References}{

Hong, Y. (2018). On computing the distribution function for the Poisson
   binomial distribution. \emph{Computational Statistics & Data Analysis},
   \strong{59}, pp. 41-51. \doi{10.1016/j.csda.2012.10.006}

Biscarri, W., Zhao, S. D. and Brunner, R. J. (2018) A simple and fast method
   for computing the Poisson binomial distribution.
   \emph{Computational Statistics and Data Analysis}, \strong{31}, pp.
   216–222. \doi{10.1016/j.csda.2018.01.007}
   
Zhang, M., Hong, Y. and Balakrishnan, N. (2018). The generalized 
   Poisson-binomial distribution and the computation of its distribution
   function. \emph{Journal of Statistical Computational and Simulation},
   \strong{88}(8), pp. 1515-1527. \doi{10.1080/00949655.2018.1440294}
}

\examples{
set.seed(1)
pp <- c(1, 0, runif(10), 1, 0, 1)
qq <- seq(0, 1, 0.01)
va <- rep(5, length(pp))
vb <- 1:length(pp)

dgpbinom(NULL, pp, va, vb, method = "DivideFFT")
pgpbinom(75:100, pp, va, vb, method = "DivideFFT")
qgpbinom(qq, pp, va, vb, method = "DivideFFT")
rgpbinom(100, pp, va, vb, method = "DivideFFT")

dgpbinom(NULL, pp, va, vb, method = "Convolve")
pgpbinom(75:100, pp, va, vb, method = "Convolve")
qgpbinom(qq, pp, va, vb, method = "Convolve")
rgpbinom(100, pp, va, vb, method = "Convolve")

dgpbinom(NULL, pp, va, vb, method = "Characteristic")
pgpbinom(75:100, pp, va, vb, method = "Characteristic")
qgpbinom(qq, pp, va, vb, method = "Characteristic")
rgpbinom(100, pp, va, vb, method = "Characteristic")

dgpbinom(NULL, pp, va, vb, method = "Normal")
pgpbinom(75:100, pp, va, vb, method = "Normal")
qgpbinom(qq, pp, va, vb, method = "Normal")
rgpbinom(100, pp, va, vb, method = "Normal")

dgpbinom(NULL, pp, va, vb, method = "RefinedNormal")
pgpbinom(75:100, pp, va, vb, method = "RefinedNormal")
qgpbinom(qq, pp, va, vb, method = "RefinedNormal")
rgpbinom(100, pp, va, vb, method = "RefinedNormal")

}