[R] Issues with convolve

2005-07-20 Thread Vincent Goulet
We obtained some disturbing results from convolve() (inaccuracies and negative probabilities). We'll try to make the context clear in as few lines as possible... Our function panjer() (code below) basically computes recursively the probability mass function of a compound Poisson distribution.

Re: [R] Issues with convolve

2005-07-20 Thread Duncan Murdoch
On 7/20/2005 12:52 PM, Vincent Goulet wrote: We obtained some disturbing results from convolve() (inaccuracies and negative probabilities). We'll try to make the context clear in as few lines as possible... Our function panjer() (code below) basically computes recursively the

Re: [R] Issues with convolve

2005-07-20 Thread Gabor Grothendieck
Check out sum.exact in the caTools package. On 7/20/05, Vincent Goulet [EMAIL PROTECTED] wrote: We obtained some disturbing results from convolve() (inaccuracies and negative probabilities). We'll try to make the context clear in as few lines as possible... Our function panjer() (code