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Compounding (version 1.0.2)

hCompound: function hCompound

Description

Function hCompound calculates value of the hazard rate function of the random variable X.

Usage

hCompound(x,parent,compound,compoundDist,params,...)

Arguments

x
vector of quantiles
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

References

S. Nadarajah, B.V. Popovic, M.M. Ristic (2012) Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution, Computational Statistics, DOI 10.1007/s00180-012-0336-y, http://www.springerlink.com/content/6r464013w6mp3545/

Examples

Run this code
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")
q<-0.5
parentD<-"beta"
compoundD<-"hypergeometric"
params<-c(3,2,0.5)
hCompound(q,parentD,compoundD,compoundDist,params,shape1=2,shape2=0.3)

## The function is currently defined as
hCompound <- function(x, 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"))
    }
    dCompound(x,parent,compound,compoundDist,params,...)/(1-pCompound(x,parent,compound,
    compoundDist,params,...))
}

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