This R package contains PMF, CDF, quantile, and random number
generation functions for the time-varying right-truncated geometric
(tvgeom) distribution. The tvgeom distribution is derived from the
geometric distribution and has a vector of success probabilities as its
parameter. Whereas the geometric distribution has a constant probability
of success over time and has no upper bound of support, the tvgeom
distribution has a probability of success that changes over time.
Additionally, to accommodate situations in which the event can only
occur in
The following example demonstrates the relationship between the geometric distribution and the time-varying geometric distribution.
library(tvgeom)
# What's the probability that a given number of trials, n, are needed to get
# one success if `prob` = `p0`, as defined below...?
<- .15 # the probability of success
p0
# Axis labels (for plotting purposes, below).
<- "Number of trials, n"
x_lab <- sprintf("P(success at trial n | prob = %s)", p0)
y_lab
# Scenario 1: the probability of success is constant and we invoke functions
# from base R's implementation of the geometric distribution.
<- rgeom(1e3, p0) + 1 # '+1' b/c dgeom parameterizes in terms of failures
y1 <- seq_len(max(y1))
x1 <- dgeom(x1 - 1, p0)
z1 plot(table(y1) / 1e3,
xlab = x_lab, ylab = y_lab, col = "#00000020",
bty = "n", ylim = c(0, p0)
)lines(x1, z1, type = "l")
# Scenario 2: the probability of success is constant, but we use tvgeom's
# implementation of the time-varying geometric distribution. For the purposes
# of this demonstration, the length of vector `prob` (`n_p0`) is chosen to be
# arbitrarily large *relative* to the distribution of n above (`y1`) to
# ensure we don't accidentally create any censored observations!
<- max(y1) * 5
n_p0 <- rep(p0, n_p0)
p0_vec <- rtvgeom(1e3, p0_vec)
y2 <- seq_len(max(max(y1), max(y2)))
x2 <- dtvgeom(x2, p0_vec) # dtvgeom is parameterized in terms of successes
z2 points(x2[x2 <= max(y1)], z2[x2 <= max(y1)],
col = "red", xlim = c(1, max(y1))
)
# Scenario 3: the probability of success for each process varies over time
# (e.g., chances increase linearly by `rate` for each subsequent trial until
# chances saturate at `prob` = 1).
<- 1.5
rate <- numeric(n_p0)
prob_tv for (i in 1:length(p0_vec)) {
<- ifelse(i == 1, p0_vec[i], rate * prob_tv[i - 1])
prob_tv[i]
}> 1] <- 1
prob_tv[prob_tv <- rtvgeom(1e3, prob_tv)
y3 <- seq_len(max(y3))
x3 <- dtvgeom(x3, prob_tv)
z3 plot(table(y3) / 1e3,
xlab = x_lab, col = "#00000020", bty = "n",
ylim = c(0, max(z3)),
ylab = sprintf("P(success at trial n | prob = %s)", "`prob_tv`")
)lines(x3, z3, type = "l")
install.packages("tvgeom")
or to get the latest development version
devtools::install_gitlab("actionable-phenology/tvgeom")