R/Examples/example_cfN_Geometric.R

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

## EXAMPLE1
# CF of the Geometric distribution with the parameter p = 0.5
p <- 0.5
t <- seq(-10, 10, length.out = 501)
plotReIm(function(t)
        cfN_Geometric(t, p), t,
        title = "CF of the Geometric distribution with the parameter p = 0.5")

## EXAMPLE2
# CF of the Geometric distribution with the parameter p = 0.5, type = "shifted"
p <- 0.5
t <- seq(-10, 10, length.out = 501)
plotReIm(function(t)
        cfN_Geometric(t, p, "shifted"), t,
        title = "CF of the Geometric distribution with the parameter p = 0.5")

## EXAMPLE3
# CF of the compound Geometric-Exponential distribution
p <- 0.5
lambda <- 5
cfX <- function(t)
        cfX_Exponential(t, lambda)
t <- seq(-10, 10, length.out = 501)
plotReIm(function(t)
        cfN_Geometric(t, p, 1, cfX), t,
        title = "CF of the compound Geometric-Exponential distribution")

## EXAMPLE4
# PDF/CDF of the compound Geometric-Exponential distribution
p <- 0.5
lambda <- 5
cfX <- function(t)
        cfX_Exponential(t, lambda)
cf <- function(t)
        cfN_Geometric(t, p, cfX = cfX)
x <- seq(0, 4, length.out = 101)
prob <- c(0.9, 0.95, 0.99)
options <- list()
options$isCompound <- TRUE
result <- cf2DistGP(cf, x, prob, options)