Last active
May 31, 2024 07:18
-
-
Save ilapros/b35707ede59f803917134c0e41b29577 to your computer and use it in GitHub Desktop.
getting parameters for the lognormal and gamma to match given values for first and second moment
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
### I use these to generate data for teaching examples | |
lnparFromMoments <- function(expectation, variance){ | |
m <- expectation; s2 <- variance ; m2 <- m^2 | |
mu <- log(m2/sqrt(s2+m2)) | |
sigma2 <- log(1+s2/m2) | |
c(mu, sqrt(sigma2)) | |
} | |
gammaparFromMoments <- function(expectation, variance, scale = FALSE){ | |
m <- expectation; s2 <- variance ; m2 <- m^2 | |
shape_alpha <- m2/s2 | |
rate_beta <- m/s2 | |
if(scale) {shape_kappa <- shape_alpha; scale_theta <- 1/rate_beta} | |
if(!scale) return(c(shape_alpha, rate_beta)) | |
if(scale) return(c(shape_kappa, scale_theta)) | |
} | |
meansd <- function(x) c(mean(x), sd(x)) | |
meanvar <- function(x) c(mean(x), var(x)) | |
# (a<- lnparFromMoments(4,1.5)) | |
# meanvar(exp(rnorm(10000, a[1],a[2]))) | |
# (a<- gammaparFromMoments(160,5, scale = TRUE)) | |
# meanvar(rgamma(10000, shape = a[1], scale = a[2])) | |
scale01 <- function(x) (x-min(x))/diff(range(x)) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment