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inverse poisson using perl (Math::CDF)

inverse poisson using perl (Math::CDF)

inverse poisson using perl (Math::CDF)

(OP)
Hi,

I'm work on probabilities and I'm looking for a perl module that mimics the excel POISSON(x,mean,cumulative) function where cumulative = False.

The only module I have come across that is close is the Math::CDF distribution however by default the this works with cumulative probabilities which unfortunately for my purpose is no good.

I would be interested to know if anyone has came across this scenario before or has any useful tips or pointers?

Thanks
spperl

RE: inverse poisson using perl (Math::CDF)

Though this is not at all efficient, you can calculate the local value from two cumulatives: POISSON(x,mean,TRUE)-POISSON(x-1,mean,TRUE).
However the POISSON function is quite simple to code: in the module Math::BigFloat you have the factorial function, if you need to use big numbers, otherwise that's quite simple to code (untested).

CODE -->

sub Poisson{
  my($x,$mu)=@_;
  return exp(-$x)*$mu**$x/fact($x);
}
sub fact{
  my($n)=@_;
  my($p,$i);
  $p=1;
  for($i=2;$i<=$n;$i++){$p*=$i}
  return$p;
}
} 
Of course this doesn't account for overflow conditions. If you know in advance your upper limits on $x and $mu you can code them as error tests into the functions. Also note that this code will return an answer also if $x is not integer, however the result wouldn't be correct: you should test that $x is integer and positive.

http://www.xcalcs.com : Online engineering calculations
http://www.megamag.it : Magnetic brakes for fun rides
http://www.levitans.com : Air bearing pads

RE: inverse poisson using perl (Math::CDF)

(OP)
Hi,

Thanks for your reply and taking the time to do this. I did end up coding manually.

So thanks again!

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