Compounding (version 1.0.2)

pgfIpoissonlindley: Function pgfIpoissonlindley

Description

This function calculates value of the pgf's inverse derivative of the Poisson-Lindley distribution.

Usage

pgfIpoissonlindley(s, params)

Arguments

s

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

params

Positive parameter of the Poisson-Lindley distribution, such that params<-theta.

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<-5
pgfIpoissonlindley(.9,params)


## The function is currently defined as

pgfIpoissonlindley <- function(s,params) {
    xval<-length(s)
    theta<-params[1]
    for (i in 1:length(s)) {
        func<-function(x) pgfpoissonlindley(x,params)-s[i]
        xval[i]<-uniroot(func,lower=0,upper=1)$root
    }
    xval
}