mom2par {dsfa}

R Documentation

Moments to Parameters

Description

Calculates the parameters of composed-error distribution based on the provided moments.

Usage

mom2par(mean = 0, sd = 1, skew = 0, s = -1, distr = "normhnorm")

Arguments

mean	numeric vector of means.
sd	numeric vector of standard deviations. Must be positive.
skew	numeric vector of skewness. s*skew must be positive.
s	integer; s=-1 for production and s=1 for cost function.
distr	string; determines the distribution: normhnorm, Normal-halfnormal distribution normexp, Normal-exponential distribution

Details

See dcomper() for details of the distribution. For the inverse transformation see par2mom().

Value

Returns a matrix where the first column corresponds to \mu, the second to \sigma_V and the third to \sigma_U.

Examples

mom2par(mean=0, sd=1, skew=-0.5, s=-1, distr="normhnorm")
mom2par(mean=0, sd=1, skew=-1, s=-1, distr="normexp")

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