pgfIlogarithmicpoisson {Compounding} R Documentation

Function pgfIlogarithmicpoisson

Description

This function calculates value of the pgf's inverse of the logarithmic-Poisson distribution.

Usage

```pgfIlogarithmicpoisson(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 logarithmic-Poisson distribution, such that params<-c(theta,lambda), where theta is probability, and lambda is the positive number.

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(.9,7)
pgfIlogarithmicpoisson(.5,params)

## The function is currently defined as
pgfIlogarithmicpoisson <- 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>=1)|(theta<=0))
stop ("Parameter theta belongs to the interval (0,1)")
if (lambda<=0)
stop ("Parameter lambda must be positive")

zval<-(1-theta^s)/(1-theta)
1+log(zval)/lambda
}
```

[Package Compounding version 1.0.2 Index]