BetaLambdaLambda: Calculates Beta function for two identical parameters,...

In gld: Estimation and Use of the Generalised (Tukey) Lambda Distribution

Calculates Beta function for two identical parameters, allowing non-integer negative values

Description

By defining the Beta Function in terms of the Gamma Function,

Beta(a,b)=(Gamma(a)*Gamma(b))/Gamma(a+b)

the function can be defined for non-integer negative values of a and b. The special case of this where a=b is needed to calculate the standard errors of the L Moment estimates of the gpd type of the generalised lambda distribution, so this function carries out that calculation.

Usage

BetaLambdaLambda(lambda)

Arguments

lambda

A vector, each element of which is used for both arguments of the Beta function.

Details

NaN is returned for any negative integer elements of lambda.

Value

A vector the same length as lambda, containing Beta(lambda,lambda)

Author(s)

Robert King, [e-mail], https://github.com/newystats/

Paul van Staden

References

https://github.com/newystats/gld/

See Also

beta gamma fit.gpd GeneralisedLambdaDistribution

Examples

BetaLambdaLambda(-0.3)

gld documentation built on Oct. 23, 2022, 5:05 p.m.