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]