pgflogarithmicbinomial: Function pgflogarithmicbinomial

In Compounding: Computing Continuous Distributions

Description

This function calculates value of the pgf of the logarithmic-binomial distribution.

Usage

pgflogarithmicbinomial(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 logarithmic binomial distribution, such that params<-c(p1,p2,m,n), where 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(.5,.3,5)
pgflogarithmicbinomial(.5,params)


## The function is currently defined as

pgflogarithmicbinomial <- 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)<3) 
      stop("At least one value in params is missing")
if (length(params)>3) 
      stop("The length of params is 3")
    theta<-params[1]
    p<-params[2]
    n<-params[3]
if ((theta>=1)|(theta<=0))
      stop ("Parameter theta belongs to the interval (0,1)")
if ((p>=1)|(p<=0))
      stop ("Parameter p belongs to the interval (0,1)")
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")
     log(1-(1-theta)*(1-p+p*s)^n)/log(theta)
}

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