moment2GH {param2moment}

Solve Tukey g-&-h Parameters from Moments

Description

Solve Tukey g-, h- and g-&-h distribution parameters from mean, standard deviation, skewness and kurtosis.

Usage

moment2GH(mean = 0, sd = 1, skewness, kurtosis)

moment2GH_h_demo(sd = 1, kurtosis)

moment2GH_g_demo(mean = 0, sd = 1, skewness)

Arguments

mean

numeric scalar, mean \mu, default value 0

sd

numeric scalar, standard deviation \sigma, default value 1

skewness

numeric scalar

kurtosis

numeric scalar

Details

Function moment2GH solves the location A, scale B, skewness g and elongation h parameters of Tukey g-&-h distribution, from user-specified mean \mu (default 0), standard deviation \sigma (default 1), skewness and kurtosis.

An educational and demonstration function moment2GH_h_demo solves (B, h) parameters of Tukey h-distribution, from user-specified \sigma and kurtosis. This is a non-skewed distribution, thus the location parameter A=\mu=0, and the skewness parameter g=0.

An educational and demonstration function moment2GH_g_demo solves (A, B, g) parameters of Tukey g-distribution, from user-specified \mu, \sigma and skewness. For this distribution, the elongation parameter h=0.

Value

Function moment2GH returns a length-4 numeric vector (A, B, g, h).

Function moment2GH_h_demo returns a length-2 numeric vector (B, h).

Function moment2GH_g_demo returns a length-3 numeric vector (A, B, g).

Examples

moment2GH(skewness = .2, kurtosis = .3)

moment2GH_h_demo(kurtosis = .3)

moment2GH_g_demo(skewness = .2)