| composite_plt {distributionsrd} | R Documentation |
Composite coefficients after power-law transformation
Description
Coefficients of a power-law transformed composite distribution
Usage
composite_plt(dist, coeff, a = 1, b = 1, inv = FALSE)
Arguments
dist |
character vector denoting the distribution of the first-, second- (and third) component respectively. If only two components are provided, the distribution reduces to the two-component distribution. |
coeff |
named numeric vector holding the coefficients of the first-, second- (and third) component, predeced by coeff1., coeff2. (and coeff3.), respectively. Coefficients for the last component do not have to be provided for the two-component distribution and will be disregarded. |
a, b |
constant and power of power-law transformation, defaults to 1 and 1 respectively. |
inv |
logical indicating whether coefficients of the outcome variable of the power-law transformation should be returned (FALSE) or whether coefficients of the input variable being power-law transformed should be returned (TRUE). Defaults to FALSE. |
Value
Returns a named list containing
- coefficients
Named vector of coefficients
## Comparing probabilites of power-law transformed transformed variables dist <- c("invpareto", "lnorm", "pareto") coeff <- c(coeff2.meanlog = -0.5, coeff2.sdlog = 0.5, coeff3.k = 1.5, coeff1.k = 1.5)
pcomposite(3,dist=dist,coeff=coeff) newcoeff = composite_plt(dist=dist,coeff=coeff,a=5,b=7)$coefficients pcomposite(5*3^7,dist=dist,coeff=newcoeff)
pcomposite(5*0.9^3,dist=dist,coeff=coeff) newcoeff = composite_plt(dist=dist,coeff=coeff,a=5,b=3,inv=TRUE)$coefficients pcomposite(0.9,dist=dist,coeff=newcoeff)