qcomplnorm: Composite lognormal quantile

In CompLognormal: Functions for actuarial scientists

Description

Computes the quantile function of the composite lognormal distribution

Usage

qcomplnorm(p, spec, sigma = 1, theta = 1, log.p=FALSE, lower.tail=TRUE, ...)

Arguments

p	scale or vector of probabilities at which the quantile function needs to be computed
sigma	the value of sigma parameter of the lognormal distribution, must be positive
theta	the value of theta parameter, the cutoff point, must be positive
spec	the specific distribution with which the lognormal distribution should be composited with
log.p	if TRUE then quantiles are returned for exp(p)
lower.tail	if TRUE then quantiles are returned for p else quantiles are returned for 1-p
...	other parameters

Value

An object of the same length as p, giving the quantile values computed at p

Author(s)

Saralees Nadarajah

References

S. Nadarajah, S. A. A. Bakar, CompLognormal: An R Package for Composite Lognormal Distributions, submitted

Examples

p=runif(10,min=0,max=1)
y=qcomplnorm(p,"exp",rate=1)

CompLognormal documentation built on May 2, 2019, 9:27 a.m.