CMPDeviance: CMP Deviance
Description
Computes the COM-Poisson deviance.Usage
CMPDeviance(x, y, betahat, nuhat, leverage, max = 150)
Arguments
y
column vector of length n
betahat
COM-Poisson maximum likelihood estimates for beta vector
nuhat
COM-Poisson estimate for dispersion parameter
leverage
COM-Poisson estimate for leverage
max
maximum number used to approximate infinite sum calculation
Value
Exact COM-Poisson deviances.
Details
CMPDeviance computes the COM-Poisson deviances exactly, through the use of the associated exact log likelihood computations, and associated leverage computations.
References
A Flexible Regression Model for Count Data, by Sellers & Shmueli, http://ssrn.com/abstract=1127359