R/Examples/example_cf_BetaNC.R

In gajdosandrej/CharFunToolR: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function

## EXAMPLE 1
# CF of non-central Beta RV with delta = 1
alpha <- 1
beta  <- 3
delta <- 1
t <- seq(from = -50,
         to = 50,
         length.out = 201)
functions_to_plot <- list(function(t) cf_BetaNC(t, alpha, beta, delta, type = 1),
                          function(t) cf_BetaNC(t, alpha, beta, delta, type = 2))
plotReIm2(functions_to_plot, list(t, t), title = 'CF of Type I and II Beta RV')

## EXAMPLE 2
# CDF/PDF of non-central Beta RV with delta = 1
alpha <- 1
beta  <- 3
delta <- 1
cf <- function(t)
        cf_BetaNC(t, alpha, beta, delta)
options <- list()
options$xMin <- 0
options$xMax <- 1
result <- cf2DistGP(cf = cf, options = options)

## EXAMPLE 3
# CDF/PDF of the linear combination of non-central Beta RVs
alpha <- c(5, 4, 3)
beta  <- c(3, 4, 5)
delta <- c(0, 1, 2)
coef  <- 1 / 3
cf <- function(t)
        cf_BetaNC(t, alpha, beta, delta, coef)
options <- list()
options$xMin <- 0
options$xMax <- 1
result <- cf2DistGP(cf = cf, options = options)