pgfDhyperpoisson: Function pgfDhyperpoisson.

In Compounding: Computing Continuous Distributions

Description

This function calculates value of the pgf's first derivative of the hyper Poisson distribution.

Usage

pgfDhyperpoisson(s, params)

Arguments

s	Value of the parameter of the pgf. It should be from interval [-1,1]. In the opposite pgf diverges.
params	List of the parameters of the hyper Poisson distribution, such that params<-c(theta,lambda), where both parameters are positive.

Author(s)

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

References

Johnson N, Kotz S, Kemp A (1992) Univariate Discrete Distributions, John Wiley and Sons, New York

Hankin R.K.S, Lee A (2006) A new family of non-negative distributions. Australia and New Zealand Journal of Statistics 48(1): 67(78)

http://www.am.qub.ac.uk/users/g.gribakin/sor/Chap3.pdf

Examples

params<-c(.7,3)
pgfDhyperpoisson(.5,params)

## The function is currently defined as

pgfDhyperpoisson <- function(s,params) {
    require(hypergeo)
k<-s[abs(s)>1]
if (length(k)>0)
    warning("At least one element of the vector s are out of interval [-1,1]")
if (length(params)<2) 
    stop("At least one value in params is missing")
if (length(params)>2) 
    stop("The length of params is 2")
    theta<-params[1]
    lambda<-params[2]
if (theta<=0)
    stop ("Parameter theta must be positive")
if (lambda<=0)
    stop ("Parameter lambda must be positive")
  theta*genhypergeo(2,lambda+1,theta*s)/(lambda*genhypergeo(1,lambda,theta))
}

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