Compounding (version 1.0.2)

pgfIbinomial: Function pgfIbinomial

Description

This function calculates value of the pgf's inverse of the binomial distribution.

Usage

pgfIbinomial(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 binomial distribution, such that params<-c(n,theta), where n is the size, and theta is probability.

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,.9)
pgfIbinomial(.5,params)

## The function is currently defined as

pgfIbinomial <- 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")
   n<-params[1]
   theta<-params[2]
if ((theta>=1)|(theta<=0))
   stop ("Parameter theta belongs to the interval (0,1)")
if (n<0)
     stop("Parameter n must be positive")
 if(!(abs(n-round(n))<.Machine$double.eps^0.5))
stop("Parameter n must be positive integer")
    (s^(1/n)-1+theta)/theta
}