Convert a RS or FKML GLD into RS or FKML GLD to the desired theoretical mean by changing only the first parameter

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Description

A simple transformation of altering the location of RS/FKML GLD so that the theoretical mean is altered to the level specified. Only the first parameter of RS/FKML GLD is altered.

Usage

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fun.mean.convert(x, param, val = 0)

Arguments

x

A vector of four values representing Lambda 1, Lambda 2, Lambda 3 and Lambda 4 of RS/FKML GLD.

param

Can be "rs" or "fmkl" or "fkml"

val

The targeted theoretical mean

Value

A vector of four values representing Lambda 1, Lambda 2, Lambda 3 and Lambda 4 of the transformed RS/FKML GLD

Note

If finite first moment does not exist, original input values will be returned

Author(s)

Steve Su

Examples

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# Transform RS GLD with parameters 3,2,1,1 to mean of 0
fun.mean.convert(c(3,2,1,1),param="rs")

# Check that the desired outcome is achieved
fun.theo.mv.gld(0,2,1,1,param="rs")

# Transform RS GLD with parameters 3,2,1,1 to mean of 5
fun.mean.convert(c(3,2,1,1),param="fkml",5)

# Check that the desired outcome is achieved
fun.theo.mv.gld(5,2,1,1,param="fkml")