Beta: Beta Distribution

Description Usage Arguments Details Value Note Examples

Description

Beta distribution with shape parameters alpha and beta.

Usage

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expValBeta(shape1, shape2)

varBeta(shape1, shape2)

kthMomentBeta(k, shape1, shape2)

expValLimBeta(d, shape1, shape2)

expValTruncBeta(d, shape1, shape2, less.than.d = TRUE)

stopLossBeta(d, shape1, shape2)

meanExcessBeta(d, shape1, shape2)

VatRBeta(kap, shape1, shape2)

TVatRBeta(kap, shape1, shape2)

mgfBeta(t, shape1, shape2, k0)

Arguments

shape1

shape parameter alpha, must be positive.

shape2

shape parameter beta, must be positive.

k

kth-moment.

d

cut-off value.

less.than.d

logical; if TRUE (default) truncated mean for values <= d, otherwise, for values > d.

kap

probability.

t

t.

k0

point up to which to sum the distribution for the approximation.

Details

The Beta distribution with shape parameters a and b has density:

f(x) = Γ(a+b) / (Γ(a)Γ(b))x^(a - 1)(1 - x)^(b - 1)

for 0 ≤ x ≤ 1, a, b > 0.

Value

Function :

Invalid parameter values will return an error detailing which parameter is problematic.

Note

Function VatRBeta is a wrapper for the qbeta function from the stats package.

Examples

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expValBeta(shape1 = 3, shape2 = 5)

varBeta(shape1 = 4, shape2 = 5)

kthMomentBeta(k = 3, shape1 = 4, shape2 = 5)

expValLimBeta(d = 0.3, shape1 = 4, shape2 = 5)

expValTruncBeta(d = 0.4, shape1 = 4, shape2 = 5)

# Values less than d
expValTruncBeta(d = 0.4, shape1 = 4, shape2 = 5, less.than.d = FALSE)

stopLossBeta(d = 0.3, shape1 = 4, shape2 = 5)

meanExcessBeta(d = .3, shape1 = 4, shape2 = 5)

VatRBeta(kap = .99, shape1 = 4, shape2 = 5)

TVatRBeta(kap = .99, shape1 = 4, shape2 = 5)

mgfBeta(t = 1, shape1 = 3, shape2 = 5, k0 = 1E2)

Distributacalcul documentation built on Sept. 13, 2020, 5:19 p.m.