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Compound Poisson-Normal Regression

The Compound Poisson-Normal model is used to model data that consist of a random number of additive, continuous outcomes. In this model, the number of events follows a Poisson distribution, while the size of each event is drawn from a Normal distribution. The total observed value is the sum of these normally distributed amounts. This model is useful for describing aggregated outcomes with both random frequency and variation in magnitude, such as healthcare costs, environmental measurements, or biological signals.

Installation

Install the current development version from GitHub with:

if (!require("remotes")) install.packages("remotes")
remotes::install_github("laszlopecze77/CPN")

Getting Started

See the introductory vignette.

Citing CPN

To cite CPN please see here.

Development

Development dependencies: