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lmomco (version 2.4.14)

pwm.beta2alpha: Conversion of Beta to Alpha Probability-Weighted Moments (PWMs) or Alpha to Beta PWMs

Description

Conversion of “beta” (the well known ones) to “alpha” probability-weighted moments (PWMs) by pwm.beta2alpha or alpha to beta PWMs by pwm.alpha2beta. The relations between the \(\alpha\) and \(\beta\) PWMs are $$\alpha_r = \sum^r_{k=0} (-1)^k {r \choose k} \beta_k\mbox{,}$$ and $$\beta_r = \sum^r_{k=0} (-1)^k {r \choose k} \alpha_k\mbox{.}$$ Lastly, note that the \(\beta\) are almost exclusively used in the literature. Because each is a linear combination of the other, they are equivalent in meaning but not numerically.

Usage

pwm.beta2alpha(pwm)

pwm.alpha2beta(pwm)

Value

If \(\beta_r \rightarrow \alpha_r\) (pwm.beta2alpha), a vector of the \(\alpha_r\). Note that convention is the have a \(\alpha_0\), but this is placed in the first index i=1 vector. Alternatively, if \(\alpha_r \rightarrow \beta_r\) (pwm.alpha2beta), a vector of the \(\beta_r\).

Arguments

pwm

A vector of alpha or beta probability-weighted moments depending on which related function is called.

Author

W.H. Asquith

References

# NEED

See Also

pwm, pwm2lmom

Examples

Run this code
X <- rnorm(100)
pwm(X)$betas
pwm.beta2alpha(pwm(X)$betas)
pwm.alpha2beta(pwm.beta2alpha(pwm(X)$betas))

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