R/Examples/example_cfN_GeneralizedPoisson.R

In gajdosandrej/CharFunToolR: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function

## EXAMPLE1
# CF of the Generalized-Poisson distribution with a = 10, p = 0.5
a <- 10
p <- 0.5
t <- seq(-10, 10, length.out = 501)
plotReIm(function(t)
        cfN_GeneralizedPoisson(t, a, p), t,
        title = "CF of the Generalized-Poisson distribution with a = 10, p = 0.5")

## EXAMPLE2
# CF of the compound Generalized-Poisson-Exponential distribution
a <- 10
p <- 0.5
lambda <- 5
cfX <- function(t)
        cfX_Exponential(t, lambda)
t <- seq(-10, 10, length.out = 501)
plotReIm(function(t)
        cfN_GeneralizedPoisson(t, a, p, cfX), t,
        title = "CF of the compound Generalized-Poisson-Exponential distribution")

## EXAMPLE3
# PDF/CDF of the compound Generalized-Poisson-Exponential distribution
a <- 10
p <- 0.5
lambda <- 5
cfX <- function(t)
        cfX_Exponential(t, lambda)
cf <- function(t)
        cfN_GeneralizedPoisson(t, a, p, cfX)
x <- seq(0, 15, length.out = 101)
prob <- c(0.9, 0.95, 0.99)
options <- list()
options$isCompound <- TRUE
result <- cf2DistGP(cf, x, prob, options)