pgfDthomas: Function pgfDthomas

In Compounding: Computing Continuous Distributions

Description

This function calculates value of the pgf of the Thomas distribution.

Usage

pgfDthomas(s, params)

Arguments

s	Value of the parameter of the pgf. It should be from interval [-1,1]. In the opposite pgf divegrates.
params	List of the parameters of the Thomas distribution, such that params<-c(lambda,theta), 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

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

Examples

params<-c(5,.4)
pgfDthomas(.5,params)

## The function is currently defined as

pgfDthomas <- 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)<2) 
    stop("At least one value in params is missing")
if (length(params)>2) 
    stop("The length of params is 2")
    lambda<-params[1]
    theta<-params[2]
if (lambda<=0)
    stop ("Parameter lambda must be positive")
if (theta<=0)
    stop ("Parameter theta must be positive")
    lambda*(1+theta*s)*exp(theta*(s-1))*exp(lambda*(s*exp(theta*(s-1))-1))
}

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