File: Parameter_Conversion_Nolan_pm1_pm0.Rd

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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/pm1_to_pm0_and_pm0_to_pm1.R
\name{Parameter_Conversion_Nolan_pm1_pm0}
\alias{Parameter_Conversion_Nolan_pm1_pm0}
\alias{pm0_to_pm1}
\alias{pm1_to_pm0}
\title{Easy conversion of parameters between stabledist Nolan 1-parameterization and 0-parameterization}
\usage{
pm0_to_pm1(a0, b0, c0, d0)

pm1_to_pm0(a1, b1, c1, d1)
}
\arguments{
\item{a0}{the stabledist 'alpha' for pm=0 in 'stabledist'}

\item{b0}{the stabledist 'beta' for pm=0 in 'stabledist'}

\item{c0}{the stabledist 'gamma' for pm=0 in 'stabledist'}

\item{d0}{the stabledist 'delta' for pm=0 in 'stabledist'}

\item{a1}{the stabledist 'alpha' for pm=1 in 'stabledist'}

\item{b1}{the stabledist 'beta' for pm=1 in 'stabledist'}

\item{c1}{the stabledist 'gamma' for pm=1 in 'stabledist'}

\item{d1}{the stabledist 'delta' for pm=1 in 'stabledist'}
}
\value{
\code{pm0_to_pm1} has stabledist parameter inputs for pm=0 and returns pm=1 equivalent parameterization.
\code{pm1_to_pm0} has stabledist parameter inputs for pm=1 and returns pm=0 equivalent parameterization.
}
\description{
\code{pm0_to_pm1} has stabledist parameter inputs for pm=0 and returns pm=1 equivalent parameterization.
\code{pm1_to_pm0} has stabledist parameter inputs for pm=1 and returns pm=0 equivalent parameterization.
}
\details{
See table Table 3.1 on page 97 of Nolan (2020).
}
\examples{
\dontrun{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}
}
\references{
Nolan, John P. Univariate stable distributions. Berlin/Heidelberg, Germany: Springer, 2020.
}