beta_parameters {AnnuityRIR}

Compute the parameters of the beta distribution and plot normalized data.

Description

Compute the parameters of the beta distribution and plot normalized data.

Usage

beta_parameters(data)

Arguments

data

A vector of interest rates.

Author(s)

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

Source

Cruz Rambaud, S.; Maturo, F. and Sánchez Pérez A. M. (2015): "Approach of the value of an annuity when non-central moments of the capitalization factor are known: an R application with interest rates following normal and beta distributions". Ratio Mathematica, 28(1), pp. 15-30. doi: 10.23755/rm.v28i1.25.

Examples

# example 1
data=c(0.00,-0.05,-0.05,-0.06,-0.06,0.02,-0.06,-0.05,-0.04,-0.05,
-0.03,-0.06,0.04,-0.05,-0.08,-0.05,-0.12,-0.03,-0.05,-0.04,-0.06)
beta_parameters(data)

# example 2
data<-rnorm(n=200,m=0.075,sd=0.2)
beta_parameters(data)