QUANTILE: Quantile function

In GenHMM1d: Goodness-of-Fit for Univariate Hidden Markov Models

Description

This function computes the quantile function of a univariate distribution

Usage

QUANTILE(family, p, param, size = 0)

Arguments

family	distribution name; run the function distributions() for help
p	values at which the quantile needs to be computed; between 0 and 1; (e.g 0.01, 0.05)
param	parameters of the distribution; (1 x p)
size	additional parameter for some discrete distributions; run the command distributions() for help

Value

q	quantile/VAR

Examples

family = "gaussian"

Q = 1 ; theta = matrix(c(-1.5, 1.7),1,2) ;
quantile = QUANTILE(family, (0.01), theta)
print('Quantile : ')
print(quantile)

GenHMM1d documentation built on Jan. 21, 2021, 9:07 a.m.