Compounding (version 1.0.2)

pgfIgeometric: Function pgfIgeometric

Description

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

Usage

pgfIgeometric(s, params)

Arguments

s

Value of the parameter of the pgf. It should be from interval [-1,1]. In the opposite pgf diverges.

params

Parameter of the geometric distribution, such that params<-theta, where 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<-.1
pgfIgeometric(.5,params)

## The function is currently defined as

pgfIgeometric <- 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)>1) 
     stop("The length of params is 1")
   theta<-params[1]
if ((theta>=1)|(theta<=0))
     stop ("Parameter of geometric distribution must belong  to the interval (0,1)")
    (s-theta)/((1-theta)*s)
}