pgfDneymantypea {Compounding}R Documentation

Function pgfDneymantypea

Description

This function calculates value of the pgf's first derivative of the Neyman type A distribution.

Usage

pgfDneymantypea(s, params)

Arguments

s

Value of the parameter of the pgf. It should be from interval [-1,1]. In the opposite pgf diverges.

params

List of the parameters of the Neyman type A distribution, such that params<-c(theta,lambda), where both parameters are positive numbers.

Author(s)

S. Nadarajah, B. V. Popovic, M. M. Ristic

References

Johnson N, Kotz S, Kemp A (1992) Univariate Discrete Distributions, John Wiley and Sons, New York

http://www.am.qub.ac.uk/users/g.gribakin/sor/Chap3.pdf

Examples

params<-c(4,5)
pgfDneymantypea(.5,params)


## The function is currently defined as

pgfDneymantypea <- 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 (theta<=0)
    stop ("Parameter theta must be positive")
if (lambda<=0)
    stop ("Parameter lambda must be positive")
    lambda*theta*exp(theta*(s-1))*exp(lambda*(exp(theta*(s-1))-1))
}

[Package Compounding version 1.0.2 Index]