# pgfIgeometric: Function pgfIgeometric In Compounding: Computing Continuous Distributions

## Description

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

## Usage

 `1` ```pgfIgeometric(s, params) ```

## Arguments

 `s` Value of the parameter of the pgf. It should be from interval [-1,1]. In the opposite pgf diverges. `params` Parameter of the geometric distribution, such that params<-theta, where theta is 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

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16``` ```params<-.1 pgfIgeometric(.5,params) ## The function is currently defined as pgfIgeometric <- 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 if ((theta>=1)|(theta<=0)) stop ("Parameter of geometric distribution must belong to the interval (0,1)") (s-theta)/((1-theta)*s) } ```

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