pgfDlogarithmic: Function pgfDlogarithmic.

In Compounding: Computing Continuous Distributions

Description

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

Usage

pgfDlogarithmic(s, params)

Arguments

s	Value of the parameter of the pgf. It should be from interval [-1,1\]. In the opposite pgf diverges.
params	Represents paramemeter of logarithmic distribution, such that params<-theta, where theta is the probability.

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

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

Examples

params<-.7
pgfDlogarithmic(.5,params)

## The function is currently defined as

pgfDlogarithmic <- function(s,params) {
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)>1) 
     stop("The length of params is 1")
     theta<-params[1]
if ((theta>=1)|(theta<=0))
     stop ("Parameter theta belongs to the interval (0,1)")
    -(1-theta)/((1-(1-theta)*s)*log(theta))
}

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