Parameter_Conversion_Nolan_pm1_pm0: Easy conversion of parameters between stabledist and stable

Description Usage Arguments Value Examples

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

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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

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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

stable documentation built on May 2, 2019, 6:39 a.m.