varCompound {Compounding} R Documentation

## function varCompound

### Description

Function varCompound calculates variance of the random variable X.

### Usage

```varCompound(parent,compound,compoundDist,params,...)
```

### Arguments

 `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.

### Details

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

### Author(s)

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

### References

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)

### Examples

```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)
varCompound(parentD,compoundD,compoundDist,params,shape1=2,shape2=0.3)

## The function is currently defined as
varCompound <- function(parent,compound,compoundDist,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 <- momentCompound(1,parent,compound,compoundDist,params,...)
m2 <- momentCompound(2,parent,compound,compoundDist,params,...)
return(m2-m1^2)
}
```

[Package Compounding version 1.0.2 Index]