pgfIbinomialbinomial: Function pgfIbinomialbinomial

In Compounding: Computing Continuous Distributions

Description

This function calculates value of the pgf's inverse of the binomial-binomial distribution.

Usage

pgfIbinomialbinomial(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 Poisson-binomial distribution, such that params<-c(p1,p2,m,n), where theta is positive number, p1, p2 are probabilities, and m,n are positive integers.

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(.4,.9,5,7)
pgfIbinomialbinomial(.5,params)


## The function is currently defined as

pgfIbinomialbinomial <- 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)<4) 
    stop("At least one value in params is missing")
if (length(params)>4) 
    stop("The length of params is 4")
    p1<-params[1]
    p2<-params[2]
    m<-params[3]
    n<-params[4]
if ((p1>=1)|(p1<=0))
    stop ("Parameter p1 belongs to the interval (0,1)")
if ((p2>=1)|(p2<=0))
    stop ("Parameter p2 belongs to the interval (0,1)")
if (m<0)
    stop("Parameter m must be positive integer")
if (n<0)
     stop("Parameter n must be positive")
 if(!(abs(n-round(n))<.Machine$double.eps^0.5))
stop("Parameter n must be positive integer")
    zval<-(s^(1/m)-1+p1)/p1
    (zval^(1/n)-1+p2)/p2
}

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