nbconv - Evaluate Arbitrary Negative Binomial Convolutions
Three distinct methods are implemented for evaluating the
sums of arbitrary negative binomial distributions. These
methods are: Furman's exact probability mass function (Furman
(2007) <doi:10.1016/j.spl.2006.06.007>), saddlepoint
approximation, and a method of moments approximation. Functions
are provided to calculate the density function, the
distribution function and the quantile function of the
convolutions in question given said evaluation methods.
Functions for generating random deviates from negative binomial
convolutions and for directly calculating the mean, variance,
skewness, and excess kurtosis of said convolutions are also
provided.