pgfIneymantypea: Function pgfIneymantypea In Compounding: Computing Continuous Distributions

Description

This function calculates value of the pgf's inverse of the Neyman type A distribution.

Usage

 `1` ```pgfIneymantypea(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 Neyman type A distribution, such that params<-c(theta,lambda), where both parameters are positive numbers.

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 17 18 19 20 21 22 23 24``` ```params<-c(4,5) pgfIneymantypea(.5,params) ##The function is currently defined as pgfIneymantypea <- 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") theta<-params[1] lambda<-params[2] if (s<=exp(-lambda)) stop("Logarithm function is not defined. ") if (theta<=0) stop ("Parameter theta must be positive") if (lambda<=0) stop ("Parameter lambda must be positive") 1+1/theta*log(1+log(s)/lambda) } ```

Compounding documentation built on May 30, 2017, 4:02 a.m.