skewCompound: function skewCompound

In Compounding: Computing Continuous Distributions

Description

Function skewCompound calculates skewness of the random variable X.

Usage

skewCompound(parent,compound,compoundDist,params,...)

Arguments

parent	name of the parent distribution. It can be any continuous distribution supported by R.
compound	name of the compound distribution. It can be any discrete distribution supported by this package.
compoundDist	list of available compounding distributions
params	Parameter or list of parameters of compounding distribution.
...	Parameters of continuous distribution could be provided as additional parameters.

Details

Parameters of the parent distribution must be provided in the same way as it is in built in R functions. See

http://127.0.0.1:23174/library/stats/html/Distributions.html

Author(s)

S. Nadarajah, B. V. Popovic, M. M. Ristic

References

Nadarajah S, Popovic B.V, Ristic M.M (2011) Compounding: An R Package for Computing Continuous Distributions Obtained by Compounding a Continuous and a Discrete Distribution (submitted)

Examples

compoundDist <- c("geometric","poisson","negativebinomial","binomial",
"logarithmic","binomialbinomial","binomialpoisson",
"poissonbinomial","neymantypea","polyaaeppli",
"poissonpascal","pascalpoisson",
"logarithmicbinomial","logarithmicpoisson",
"poissonlindley",
"hyperpoisson","yule","waring","kattitypeh1",
"kattitypeh2","neymantypeb","neymantypec",
"hypergeometric","thomas")
parentD<-"beta"
compoundD<-"hypergeometric"
params<-c(3,2,0.5)
skewCompound(parentD,compoundD,compoundDist,params,shape1=2,shape2=0.3)

## The function is currently defined as
skewCompound <- function(parent,compound,params,...) {
    if (!exists(paste("p",parent,sep=""))) {
        return(paste("The parent distribution",parent,"doesn't exist"))
    }
    if (!is.element(compound,compoundDist)) {
        return(paste("The discrete distribution",compound,"doesn't exist"))
    }
   m1 <- meanCompound(parent,compound,compoundDist,params,...)
   m3 <- momentCompound(3,parent,compound,compoundDist,params,...)
   sig2 <- varCompound(parent,compound,compoundDist,params,...)
   return((m3-3*m1*sig2-m1^3)/sig2^(3/2))
}

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