DGLMExtPois: Advances in Dealing with Over and Under-dispersion in a Double GLM Framework

Abstract

In recent years the use of regression models for under-dispersed count data, such as COM-Poisson or hyper-Poisson models, has increased. In this paper the DGLMExtPois package is presented. DGLMExtPois includes a new procedure to estimate the coefficients of a hyper-Poisson regression model within a GLM framework. The estimation process uses a gradient-based algorithm to solve a nonlinear constrained optimization problem. The package also provides an implementation of the COM-Poisson model, proposed by @huang, to make it easy to compare both models. The functionality of the package is illustrated by fitting a model to a real dataset. Furthermore, an experimental comparison is made with other related packages, although none of these packages allow you to fit a hyper-Poisson model.