R/pgfDkattitypeh2.R

In Compounding: Computing Continuous Distributions

pgfDkattitypeh2 <-
function(s,params) {
    require(hypergeo)
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)<4) stop("At least one value in params is missing")
if (length(params)>4) stop("The length of params is 4")

    theta<-params[1]
    a<-params[2]
    b<-params[3]
    k<-params[4]

if (theta<=0)
stop ("Parameter theta must be positive")
if (a<=0)
stop ("Parameter a must be positive")
if (b<=0)
stop ("Parameter b must be positive")
if (k<=0)
stop ("Parameter k must be positive")    

a*k*theta/(a+b)*Re(hypergeo(k+1,a+1,a+b+1,theta*(s-1)))
}