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#--------------------------------------------------------------------------
#pskellam.R and pskellam.sp.R within directory R/ are under GPL(≥2) license
#--------------------------------------------------------------------------
# skellam: Skellam distribution.
#
# Copyright (C) 2009 Jerry W. Lewis
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
pskellam <- function(q, lambda1, lambda2=lambda1, lower.tail=TRUE, log.p=FALSE){
# CDF of Skellam distriubition (difference of Poissons)
if (missing(q)|missing(lambda1)) stop("first 2 arguments are required")
lambdas <- c(lambda1,lambda2)
oops <- !(is.finite(lambdas)&(lambdas>=0))
if(any(oops)) {
warning("NaNs produced")
lambdas[oops] <- NaN
lambda1 <- lambdas[1:length(lambda1)]
lambda2 <- lambdas[(length(lambda1)+1):length(lambdas)]
}
# CDF is a step function, so convert to integer values without warning
x <- floor(q)
# make all args the same length (for subsetting)
lens <- c(length(x),length(lambda1),length(lambda2))
len <- max(lens)
if(len>min(lens)) {
if (all(len/lens!=len%/%lens)) warning("longer object length is not a multiple of shorter object length", domain=NA)
x <- rep(x,length.out=len)
lambda1 <- rep(lambda1,length.out=len)
lambda2 <- rep(lambda2,length.out=len)
}
# different formulas for negative & nonnegative x (zero lambda is OK)
neg <- (x< 0)&(!is.nan(lambda1))&(!is.nan(lambda2))
pos <- (x>=0)&(!is.nan(lambda1))&(!is.nan(lambda2))
ret <- rep(NaN,length.out=len)
if (lower.tail[1]) {
ret[neg] <- pchisq(2*lambda2[neg],-2*x[neg],2*lambda1[neg],log.p=log.p)
ret[pos] <- pchisq(2*lambda1[pos],2*(x[pos]+1),2*lambda2[pos],lower.tail=FALSE,log.p=log.p) # S-PLUS does not have a lower.tail argument
} else {
ret[neg] <- pchisq(2*lambda2[neg],-2*x[neg],2*lambda1[neg],lower.tail=FALSE,log.p=log.p) # S-PLUS does not have a lower.tail argument
ret[pos] <- pchisq(2*lambda1[pos],2*(x[pos]+1),2*lambda2[pos],log.p=log.p)
}
chk <- (neg|pos) & (!is.finite(ret) | (!log.p)&(ret<1e-308)) # use saddlepoint approximation if outside the working range of pchisq
if (length(chk[chk])>0) ret[chk] <- pskellam.sp(x[chk],lambda1[chk],lambda2[chk],lower.tail,log.p)
ret
}
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