pgfDpoissonlindley: Function pgfDpoissonlindley.

In Compounding: Computing Continuous Distributions

Description

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

Usage

pgfDpoissonlindley(s, params)

Arguments

s	Value of the parameter of the pgf. It should be from interval [-1,1]. In the opposite pgf divegrates.
params	Positive parameter of the Poisson-Lindley distribution, such that params<-theta.

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<-5
pgfDpoissonlindley(.5,params)

## The function is currently defined as

pgfDpoissonlindley <- 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<=0)
    stop ("Parameter lambda must be positive")
    (2/(theta+1-s)-1/(theta+2-s))*pgfpoissonlindley(s,params)
}

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