BMTmoments {BMT} R Documentation

## The BMT Distribution Moments, Moment-Generating Function and Characteristic Function.

### Description

Any raw, central or standarised moment, the moment-generating function and the characteristic function for the BMT distribution, with `p3` and `p4` tails weights (κ_l and κ_r) or asymmetry-steepness parameters (ζ and ξ) and `p1` and `p2` domain (minimum and maximum) or location-scale (mean and standard deviation) parameters.

### Usage

```BMTmoment(p3, p4, type.p.3.4 = "t w", p1 = 0, p2 = 1,
type.p.1.2 = "c-d", order, type = "standardised", method = "quadrature")

BMTmgf(s, p3, p4, type.p.3.4 = "t w", p1 = 0, p2 = 1,
type.p.1.2 = "c-d")

BMTchf(s, p3, p4, type.p.3.4 = "t w", p1 = 0, p2 = 1,
type.p.1.2 = "c-d")

mBMT(order, p3, p4, type.p.3.4, p1, p2, type.p.1.2)
```

### Arguments

 `p3, p4` tails weights (κ_l and κ_r) or asymmetry-steepness (ζ and ξ) parameters of the BMT distribution. `type.p.3.4` type of parametrization asociated to p3 and p4. "t w" means tails weights parametrization (default) and "a-s" means asymmetry-steepness parametrization. `p1, p2` domain (minimum and maximum) or location-scale (mean and standard deviation) parameters of the BMT ditribution. `type.p.1.2` type of parametrization asociated to p1 and p2. "c-d" means domain parametrization (default) and "l-s" means location-scale parametrization. `order` order of the moment. `type` type of the moment: raw, central or standardised (default). `method` method to obtain the moment: exact formula or Chebyshev-Gauss quadrature (default). `s` variable for the moment-generating and characteristic functions.

See References.

### Value

`BMTmoment` gives any raw, central or standarised moment, `BMTmgf` the moment-generating function and `BMTchf` the characteristic function

The arguments are recycled to the length of the result. Only the first elements of `type.p.3.4`, `type.p.1.2`, `type` and `method` are used.

If `type.p.3.4 == "t w"`, `p3 < 0` and `p3 > 1` are errors and return `NaN`.

If `type.p.3.4 == "a-s"`, `p3 < -1` and `p3 > 1` are errors and return `NaN`.

`p4 < 0` and `p4 > 1` are errors and return `NaN`.

If `type.p.1.2 == "c-d"`, `p1 >= p2` is an error and returns `NaN`.

If `type.p.1.2 == "l-s"`, `p2 <= 0` is an error and returns `NaN`.

### Author(s)

Camilo Jose Torres-Jimenez [aut,cre] cjtorresj@unal.edu.co

### References

Torres-Jimenez, C. J. and Montenegro-Diaz, A. M. (2017, September), An alternative to continuous univariate distributions supported on a bounded interval: The BMT distribution. ArXiv e-prints.

Torres-Jimenez, C. J. (2018), The BMT Item Response Theory model: A new skewed distribution family with bounded domain and an IRT model based on it, PhD thesis, Doctorado en ciencias - Estadistica, Universidad Nacional de Colombia, Sede Bogota.

`BMTcentral`, `BMTdispersion`, `BMTskewness`, `BMTkurtosis` for specific descriptive measures or moments.

### Examples

```layout(matrix(1:4, 2, 2, TRUE))
s <- seq(-1, 1, length.out = 100)

# BMT on [0,1] with left tail weight equal to 0.25 and
# right tail weight equal to 0.75
BMTmoment(0.25, 0.75, order = 5) # hyperskewness by Gauss-Legendre quadrature
BMTmoment(0.25, 0.75, order = 5, method = "exact") # hyperskewness by exact formula
mgf <- BMTmgf(s, 0.25, 0.75) # moment-generation function
plot(s, mgf, type="l")
chf <- BMTchf(s, 0.25, 0.75) # characteristic function

# BMT on [0,1] with asymmetry coefficient equal to 0.5 and
# steepness coefficient equal to 0.5
BMTmoment(0.5, 0.5, "a-s", order = 5)
BMTmoment(0.5, 0.5, "a-s", order = 5, method = "exact")
mgf <- BMTmgf(s, 0.5, 0.5, "a-s")
plot(s, mgf, type="l")
chf <- BMTchf(s, 0.5, 0.5, "a-s")

# BMT on [-1.783489, 3.312195] with
# left tail weight equal to 0.25 and
# right tail weight equal to 0.75
BMTmoment(0.25, 0.75, "t w", -1.783489, 3.312195, "c-d", order = 5)
BMTmoment(0.25, 0.75, "t w", -1.783489, 3.312195, "c-d", order = 5, method = "exact")
mgf <- BMTmgf(s, 0.25, 0.75, "t w", -1.783489, 3.312195, "c-d")
plot(s, mgf, type="l")
chf <- BMTchf(s, 0.25, 0.75, "t w", -1.783489, 3.312195, "c-d")

# BMT with mean equal to 0, standard deviation equal to 1,
# asymmetry coefficient equal to 0.5 and
# steepness coefficient equal to 0.5
BMTmoment(0.5, 0.5, "a-s", 0, 1, "l-s", order = 5)
BMTmoment(0.5, 0.5, "a-s", 0, 1, "l-s", order = 5, method = "exact")
mgf <- BMTmgf(s, 0.5, 0.5, "a-s", 0, 1, "l-s")
plot(s, mgf, type="l")
chf <- BMTchf(s, 0.5, 0.5, "a-s", 0, 1, "l-s")
```

[Package BMT version 0.1.0.3 Index]