Nothing
#----------------------------------------------------------------------------------------
PGIG=
function (k, mu, sigma, nu)
{
structure(list(family = c("PGIG", "Poisson-Generalized Inverse Gaussian model (Sichel)"),
parameters = list(mu = TRUE, sigma = TRUE, nu = TRUE), nopar = 3,
type = "Discrete", mu.valid = function(mu) all(mu > 0),
sigma.valid = function(sigma) all(sigma > 0),
k.valid = function(k) all(k > 0)),
class = c("nlirms.family", "family"))
}
#----------------------------------------------------------------------------------------
dPGIG=
function (k=1, mu=.1, sigma=2, nu=1)
{
if (any(k < 0))
stop(paste("k must be >=0", "\n", ""))
if (any(mu <= 0))
stop(paste("mu must be greater than 0 ", "\n", ""))
if (any(sigma <= 0))
stop(paste("sigma must be greater than 0 ", "\n", ""))
c=besselK(1/sigma,nu+1)/besselK(1/sigma,nu)
alpha=(1/(sigma^2))+(2*mu/(c*sigma))
d1=((mu/c)^nu)/(factorial(k)*((alpha*sigma)^(nu+k)))
d2= besselK(alpha, nu+k) /besselK(1/sigma, nu)
d=d1*d2
d
}
#----------------------------------------------------------------------------------------
enc.PGIG=
function (time = 2, claim = 1, mu =.1, sigma = 2,nu=1)
{
if (any(time < 0))
stop(paste("time must be >=0", "\n", ""))
if (any(claim < 0))
stop(paste("claim must be >=0", "\n", ""))
if (any(mu <= 0))
stop(paste("mu must be greater than 0 ", "\n", ""))
if (any(sigma <= 0))
stop(paste("sigma must be greater than 0 ", "\n", ""))
if (any(time==0 && claim>0))
stop(paste("claim must be 0 in time=0 ", "\n", ""))
c=besselK(1/sigma,nu+1)/besselK(1/sigma,nu)
alpha=(1/(sigma^2))+(2*mu/(c*sigma))
r1=mu/(c*sigma)
r2=(c/(mu*sigma))+2*time
enc=((r1/r2)^.5)*
(besselK((r1*r2)^.5,nu+claim+1)/besselK((r1*r2)^.5,nu+claim))
enc
}
#----------------------------------------------------------------------------------------
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