R: Easy conversion of parameters between stabledist and stable

Parameter_Conversion {stable} | R Documentation

## Easy conversion of parameters between stabledist and stable

### Description

`sd2s` has stabledist parameter inputs and returns stable parameters. `s2sd` has stable parameter inputs and returns stabledist parameters.

### Usage

    sd2s(alpha, beta, gamma, delta, pm = 1)

    s2sd(tail, skew, disp, loc, pm = 1)

### Arguments

`alpha` | the stabledist 'alpha'
`beta` | the stabledist 'beta'
`gamma` | the stabledist 'gamma'
`delta` | the stabledist 'delta'
`pm` | default 1; currently only value supported. the stabledist parameterization 'pm'
`tail` | the stable 'tail' analogous to 'alpha'
`skew` | the stable 'skew' analogous to 'beta'
`disp` | the stable 'disp' analogous to 'gamma'
`loc` | the stable 'loc' analogous to 'delta'

### Details

This is a generic function: methods can be defined for it directly or via the `Summary` group generic. For this to work properly, the arguments `...` should be unnamed, and dispatch is on the first argument.

### Value

What you need. See examples.

### Examples

    q <- -1
    # nolan pm=1 parameters:
    a <-  1.3
    b <-  -0.4
    c <-  2
    d <-  0.75
    s <- sd2s(alpha=a, beta=b, gamma=c, delta=d)
    stable::pstable(q, tail = s$tail, skew=s$skew, disp = s$disp, loc  = s$loc)
    stabledist::pstable(q, alpha=a, beta=b , gamma=c , delta=d, pm=1)
    sd <- s2sd(tail = s$tail, skew=s$skew, disp = s$disp, loc  = s$loc)
    stabledist::pstable(q, alpha=sd$alpha, beta=sd$beta , gamma=sd$gamma , delta=sd$delta, pm=1)

[Package stable version 1.1.4 Index]