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@tvladeck
Created February 17, 2016 20:23
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NBD with t distributed beta
# NBD with t distributed beta
beta.nbd.density <- function(x, r, alpha, a, b)
{
# params:
# x: count we are evaluating density at
# r: nbd r parameter
# alpha: nbd alpha parameter
# a: beta alpha parameter
# b: beta beta parameter
# output:
# probability density at x
k <- gamma(x + r) * alpha^r / (gamma(r) * factorial(x) * beta(a, b))
f <- function(t) (alpha + t)^-(r + x) * t^(alpha + x - 1) * (1 - t)^(b - 1)
i <- integrate(f, lower = 0, upper = 1)
return(k*i$value)
}
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