library("SpaNorm")
nbDevianceMoments(mu = c(0.1, 1, 10), phi = 5)$w0
[1] 1.788589 4.251873 3.001213
$w1
[1] 0.5233816 2.8091676 2.8650045First two moments of the NB unit deviance, by direct summation
Description
Reproduces the definition edgeR’s compute_weight() approximates with Chebyshev tables. The summation window is centred on mu and sized from the pmf’s own quantiles rather than fixed at edgeR’s 50 terms from zero: edgeR can truncate there because that branch is only reached when phi >= 4, where the pmf piles up near zero; this is reached with any dispersion.
Usage
nbDevianceMoments(mu, phi, eps = 1e-10, maxterms = 20000L)
Arguments
mu
|
vector of means. |
phi
|
NB dispersion: scalar, or the same length as mu.
|
eps
|
tail probability left outside the summation window at each end. |
maxterms
|
hard cap on the number of pmf terms summed per element. |
Details
Elements are grouped by the width they need so a few high-mu cells do not impose their window on everything, and each group accumulates in two passes so memory stays O(length(mu)) rather than O(width * length(mu)).
Value
list with w0 (deviance rescaling) and w1 (effective df), each the length of mu.