R/pgfIneymantypea.R

In Compounding: Computing Continuous Distributions

pgfIneymantypea <-
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)<2) stop("At least one value in params is missing")
if (length(params)>2) stop("The length of params is 2")
    
    theta<-params[1]
    lambda<-params[2]
if (s<=exp(-lambda))
stop("Logarithm function is not defined. ")
if (theta<=0)
stop ("Parameter theta must be positive")
if (lambda<=0)
stop ("Parameter lambda must be positive")
    1+1/theta*log(1+log(s)/lambda)
}