pgfIkattitypeh2: Function pgfIkattitypeh2

In Compounding: Computing Continuous Distributions

Description

This function calculates value of the pgf's inverse of the Katti type H2 distribution.

Usage

pgfIkattitypeh2(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 Katti type H2 distribution, such that params<-c(theta,a,b,k), where all parameter 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

Hankin R.K.S, Lee A (2006) A new family of non-negative distributions. Australia and New Zealand Journal of Statistics 48(1): 67(78)

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

Examples

params<-c(.4,9,5,7)
pgfIkattitypeh2(.9,params)


 ## The function is currently defined as
pgfIkattitypeh2 <- function(s,params) {
    xval<-length(s)
    for (i in 1:length(s)) {
        func<-function(x) pgfkattitypeh2(x,params)-s[i]
        xval[i]<-uniroot(func,lower=0,upper=1)$root
    }
    xval
}

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