wiqid (version 0.3.3)

BetaDist: The Beta Distribution

Description

Density, distribution function, quantile function and random generation for the Beta distribution with parameters mean and sd OR mode and concentration. These are wrappers for stats::dbeta, etc. getBeta*Par returns the shape parameters.

Usage

dbeta2(x, mean, sd)
pbeta2(q, mean, sd, lower.tail=TRUE, log.p=FALSE)
qbeta2(p, mean, sd, lower.tail=TRUE, log.p=FALSE)
rbeta2(n, mean, sd)
getBeta2Par(mean, sd)
dbeta3(x, mode, concentration)
pbeta3(q, mode, concentration, lower.tail=TRUE, log.p=FALSE)
qbeta3(p, mode, concentration, lower.tail=TRUE, log.p=FALSE)
rbeta3(n, mode, concentration)
getBeta3Par(mode, concentration)

Value

dbeta* gives the density, pbeta* gives the distribution function, qbeta* gives the quantile function, and rbeta* generates random deviates.

getBeta*Par returns a 2-column matrix with the shape parameters corresponding to mean and sd OR mode and concentration.

Arguments

x

vector of parameter values

q

vector of quantiles

p

vector of probabilities

n

number of random draws required.

mean

mean of the beta distribution; cannot be 0 or 1.

sd

standard deviation of the beta distribution; this must be less than sqrt(mean * (1-mean)), larger values will return NA, with a warning.

mode

mode of the beta distribution; may be 0 or 1.

concentration

concentration of the beta distribution; concentration = 2 is uniform, and the distribution becomes narrower as concentration increases. It is sometimes referred to as 'sample size', but best thought of as sample size + 2.

lower.tail

logical; if TRUE (default), cumulative probabilities up to x, otherwise, above x.

log.p

logical; if TRUE, probabilities p are given as log(p).

Author

Mike Meredith

See Also

See the stats functions dbeta, pbeta, qbeta, rbeta.

Examples

# Plot some curves with dbeta2
xx <- seq(0, 1, length.out=101)
plot(xx, dbeta2(xx, 0.4, 0.12), xlab="x", ylab="Probability density",
  main="Beta curves with mean = 0.4", type='l', lwd=2)
lines(xx, dbeta2(xx, 0.4, 0.24), col='darkgreen', lwd=2)
lines(xx, dbeta2(xx, 0.4, 0.28), col='red', lwd=2)
lines(xx, dbeta2(xx, 0.4, 0.36), col='blue', lwd=2)
abline(v=0.4, lty=3, lwd=2)
legend('topright', paste("sd =", c(0.12,0.24, 0.28, 0.36)), lwd=2,
  col=c('black', 'darkgreen', 'red', 'blue'), bty='n')

# Get shape and rate parameters for mean = 0.4 and sd = c(0.12,0.24, 0.28, 0.36, 0.49)
# The last value for sd is too big and will produce NAs and a warning
getBeta2Par(mean = 0.4, sd = c(0.12,0.24, 0.28, 0.36, 0.49))

# The parameterisation with mean and sd doesn't seem intuitive,
#   let's try mode and concentration.
# This does not allow 'bathtub' curves, which are bimodal.
plot(xx, dbeta3(xx, 0.4, 16), xlab="x", ylab="Probability density",
  main="Beta curves with mode = 0.4", type='l', lwd=2)
lines(xx, dbeta3(xx, 0.4, 8), col='darkgreen', lwd=2)
lines(xx, dbeta3(xx, 0.4, 4), col='red', lwd=2)
lines(xx, dbeta3(xx, 0.4, 2), col='blue', lwd=2)
abline(v=0.4, lty=3, lwd=2)
legend('topright', , lwd=2, paste("concentration =", c(16, 8, 4, 2)),
  col=c('black', 'darkgreen', 'red', 'blue'), bty='n')

# The mode can be at 0 or 1:
plot(xx, dbeta3(xx, 1, 16), xlab="x", ylab="Probability density",
  main="Beta curves with mode = 1", type='l', lwd=2)
lines(xx, dbeta3(xx, 1, 8), col='darkgreen', lwd=2)
lines(xx, dbeta3(xx, 1, 4), col='red', lwd=2)
lines(xx, dbeta3(xx, 1, 2), col='blue', lwd=2)
legend('topleft', paste("concentration =", c(16, 8, 4, 2)), lwd=2,
  col=c('black', 'darkgreen', 'red', 'blue'), bty='n')

# Cumulative plots with pbeta3
plot(xx, pbeta3(xx, 0.4, 16), xlab="x", ylab="Cumulative probability",
  main="Beta curves with mode = 0.4", type='l', lwd=2)
lines(xx, pbeta3(xx, 0.4, 8), col='darkgreen', lwd=2)
lines(xx, pbeta3(xx, 0.4, 4), col='red', lwd=2)
lines(xx, pbeta3(xx, 0.4, 2), col='blue', lwd=2)
abline(v=0.4, lty=3, lwd=2)
legend('topleft', paste("concentration =", c(16, 8, 4, 2)), lwd=2,
  col=c('black', 'darkgreen', 'red', 'blue'), bty='n')

# Generate random draws and plot a histogram
rnd <- rbeta3(1e5, 0.4, 8)
hist(rnd, freq=FALSE)
# Add the curve:
lines(xx, dbeta3(xx, 0.4, 8), col='darkgreen', lwd=2)

# Get shape and rate parameters for mode = 0.4 and concentration = c(2, 4, 8, 16)
getBeta3Par(mode = 0.4, concentration = c(2, 4, 8, 16))