momentCompound: function momentCompound

In Compounding: Computing Continuous Distributions

Description

Function momentCompound calculates moments of the random variable X.

Usage

momentCompound(k,parent,compound,compoundDist,params,...)

Arguments

k	integer number representing moment's order
parent	name of the parent distribution. It can be any continuous distribution supported by R.
compound	name of the compound distribution. It can be any discrete distribution supported by this package.
compoundDist	list of available compounding distributions
params	Parameter or list of parameters of compounding distribution.
...	Parameters of continuous distribution could be provided as additional parameters.

Details

Parameters of the parent distribution must be provided in the same way as it is in built in R functions. See http://127.0.0.1:23174/library/stats/html/Distributions.html

Author(s)

S. Nadarajah, B. V. Popovic, M. M. Ristic

References

S. Nadarajah, B.V. Popovic, M.M. Ristic (2012) Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution, Computational Statistics, DOI 10.1007/s00180-012-0336-y, http://www.springerlink.com/content/6r464013w6mp3545/

Examples

compoundDist <- c("geometric","poisson","negativebinomial","binomial",
"logarithmic","binomialbinomial","binomialpoisson",
"poissonbinomial","neymantypea","polyaaeppli",
"poissonpascal","pascalpoisson",
"logarithmicbinomial","logarithmicpoisson",
"poissonlindley",
"hyperpoisson","yule","waring","kattitypeh1",
"kattitypeh2","neymantypeb","neymantypec",
"hypergeometric","thomas")
k<-3
parentD<-"beta"
compoundD<-"hypergeometric"
params<-c(3,2,0.5)
momentCompound(k,parentD,compoundD,compoundDist,params,shape1=2,shape2=0.3)

## The function is currently defined as
function(k, parent, compound, compoundDist,params, ...) {
    if (!exists(paste("p",parent,sep=""))) {
        return(paste("The parent distribution",parent,"doesn't exist"))
    }
    if (!is.element(compound,compoundDist)) {
        return(paste("The discrete distribution",compound,"doesn't exist"))
    }
    Finv <- get(paste("q", parent, sep = ""), mode = "function")
    phi <- get(paste("pgf",compound,sep=""), mode = "function")
    phiD <- get(paste("pgfD",compound,sep=""), mode = "function")
    fint <- function(x) phiD(1-x,params)*(Finv(x,...))^k/(1-phi(0,params))
    return(integrate(fint,lower=0,upper=1)$value)
}

Compounding documentation built on May 2, 2019, 1:04 p.m.