pgfpoisson: Function pgfpoisson In Compounding: Computing Continuous Distributions

Description

This function calculates value of the pgf of the Poisson distribution.

Usage

 `1` ```pgfpoisson(s, params) ```

Arguments

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

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<-5 pgfpoisson(.2,params) ## The function is currently defined as pgfpoisson <- 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 (missing(params)) stop("Distribution parameters are not defined") theta<-params[1] if (theta<=0) stop ("Parameter of Poisson distribution must be positive") exp(theta*(s-1)) } ```

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