R: Easy conversion of parameters between stabledist and stable

Parameter_Conversion_Nolan_pm1_pm0 {stable} | R Documentation

## Easy conversion of parameters between stabledist and stable

### Description

`pm0_to_pm1` has stabledist parameter inputs for pm=0 and returns pm=1 equivalent parameterization. `pm1_to_pm0` has stabledist parameter inputs for pm=1 and returns pm=0 equivalent parameterization.

### Usage

    pm0_to_pm1(a0, b0, c0, d0)

    pm1_to_pm0(a1, b1, c1, d1)

### Arguments

`a0` | the stabledist 'alpha' for pm=0 in 'stabledist'
`b0` | the stabledist 'beta' for pm=0 in 'stabledist'
`c0` | the stabledist 'gamma' for pm=0 in 'stabledist'
`d0` | the stabledist 'delta' for pm=0 in 'stabledist'
`a1` | the stabledist 'alpha' for pm=1 in 'stabledist'
`b1` | the stabledist 'beta' for pm=1 in 'stabledist'
`c1` | the stabledist 'gamma' for pm=1 in 'stabledist'
`d1` | the stabledist 'delta' for pm=1 in 'stabledist'

### Value

What you need. See examples.

### Examples

    q <- -1
    # nolan pm=1 parameters:
    a1 <-  1.3
    b1 <-  -0.4
    c1 <-  2
    d1 <-  0.75
    # Convert to nolan pm=0 parameters:
    pm0 <- pm1_to_pm0(a1,b1,c1,d1)
    a0 <- pm0$a0
    b0 <- pm0$b0
    c0 <- pm0$c0
    d0 <- pm0$d0
    # check:
    stabledist::pstable(q, alpha=a1, beta=b1 , gamma=c1 , delta=d1, pm=1)
    #> [1] 0.1965513
    # only change delta=d0 for pm=0
    stabledist::pstable(q, alpha=a1, beta=b1 , gamma=c1 , delta=d0, pm=0)
    stabledist::pstable(q, alpha=a0, beta=b0 , gamma=c0 , delta=d0, pm=0)
    #> [1] 0.1965513
    stabledist::dstable(q, alpha=a1, beta=b1 , gamma=c1 , delta=d1, pm=1)
    #> [1] 0.0572133
    # only change delta=d0 for pm=0
    stabledist::dstable(q, alpha=a1, beta=b1 , gamma=c1 , delta=d0, pm=0)
    stabledist::dstable(q, alpha=a0, beta=b0 , gamma=c0 , delta=d0, pm=0)
    #> [1] 0.0572133

[Package stable version 1.1.4 Index]