R/pgfDnegativebinomial.R

In Compounding: Computing Continuous Distributions

pgfDnegativebinomial <- function(s,params) {
  k <- s[abs(s)>1]
  if (length(k)>0) warning("Some  elements 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]
  k <- params[2]
  if ((theta>=1) | (theta<=0)) stop ("Parameter theta belongs to the interval (0,1)")
  if (k<=0) stop("Parameter k must be positive")
  k*(1-theta)*theta^k/(1-(1-theta)*s)^(k+1)
}