| BetaLambdaLambda {gld} | R Documentation |
Calculates Beta function for two identical parameters, allowing non-integer negative values
Description
By defining the Beta Function in terms of the Gamma Function,
B(a,b)=\frac{\Gamma(a)\Gamma(b)}{\Gamma(a+b)}
the function can be defined for non-integer negative values of
a and b. The special case of this where a=b is needed
to calculate the standard errors of the L Moment estimates of the
gpd type of the generalised lambda distribution, so this function
carries out that calculation.
Usage
BetaLambdaLambda(lambda)
Arguments
lambda |
A vector, each element of which is used for both arguments of the Beta function. |
Details
NaN is returned for any negative integer elements of lambda.
Value
A vector the same length as lambda, containing
Beta(lambda,lambda)
Author(s)
Robert King, robert.king.newcastle@gmail.com, https://github.com/newystats/
Paul van Staden
References
https://github.com/newystats/gld/
See Also
beta
gamma
fit.gpd
GeneralisedLambdaDistribution
Examples
BetaLambdaLambda(-0.3)