skewCompound {Compounding} | R Documentation |
Function skewCompound calculates skewness of the random variable X.
skewCompound(parent,compound,compoundDist,params,...)
parent |
name of the parent distribution. It can be any continuous distribution supported by R. |
compound |
name of the compound distribution. It can be any discrete distribution supported by this package. |
compoundDist |
list of available compounding distributions |
params |
Parameter or list of parameters of compounding distribution. |
... |
Parameters of continuous distribution could be provided as additional parameters. |
Parameters of the parent distribution must be provided in the same way as it is in built in R functions. See
http://127.0.0.1:23174/library/stats/html/Distributions.html
S. Nadarajah, B. V. Popovic, M. M. Ristic
Nadarajah S, Popovic B.V, Ristic M.M (2011) Compounding: An R Package for Computing Continuous Distributions Obtained by Compounding a Continuous and a Discrete Distribution (submitted)
compoundDist <- c("geometric","poisson","negativebinomial","binomial", "logarithmic","binomialbinomial","binomialpoisson", "poissonbinomial","neymantypea","polyaaeppli", "poissonpascal","pascalpoisson", "logarithmicbinomial","logarithmicpoisson", "poissonlindley", "hyperpoisson","yule","waring","kattitypeh1", "kattitypeh2","neymantypeb","neymantypec", "hypergeometric","thomas") parentD<-"beta" compoundD<-"hypergeometric" params<-c(3,2,0.5) skewCompound(parentD,compoundD,compoundDist,params,shape1=2,shape2=0.3) ## The function is currently defined as skewCompound <- function(parent,compound,params,...) { if (!exists(paste("p",parent,sep=""))) { return(paste("The parent distribution",parent,"doesn't exist")) } if (!is.element(compound,compoundDist)) { return(paste("The discrete distribution",compound,"doesn't exist")) } m1 <- meanCompound(parent,compound,compoundDist,params,...) m3 <- momentCompound(3,parent,compound,compoundDist,params,...) sig2 <- varCompound(parent,compound,compoundDist,params,...) return((m3-3*m1*sig2-m1^3)/sig2^(3/2)) }