qhh: Quantiels of Of The Heavy-Headed Distribution

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

This function gives the quantiles of the heavy-headed distribution.

Usage

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qhh(p, a = 0, b = 1, alpha = 0.1)

Arguments

p

p is a vector of probabilities, at which the quantiles of the CDF will be calculated.

a,b

The interval (a,b) is the support of the distribution. The default values for a and b are 0 and 1, respectively.

alpha

It is a positive parameter of the distribution. Its default value is set to be 0.1. When alpha = 1, the distribution is uniform. When alpha > 1, the density at a is zero.

Details

See the references.

Value

It returns the quantiles of the CDF at p.

Author(s)

Runlong Tang

References

Runlong Tang (2018) A Note On Finite Moments, Rediscovery Of The Pareto Distribution and Distributions With Heavy Tails and Heads (v1) https://sites.google.com/site/tangrunlong/notes-on-finance

See Also

dhh phh rhh

Examples

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qhh(0.9)

qhh(0.9, a=0, b=1, alpha=0.1)

qhh(0.9, a=0, b=10, alpha=0.1)

qhh((1:9)/10)

curve(qhh, from = 0.1, to = 0.9)

curve(qhh(x, 0, 1, 0.1), from = 0.1, to = 0.9)
curve(qhh(x, a=10, b=100, alpha = 0.1), from = 0.1, to = 0.9)

dhh documentation built on May 2, 2019, 4:03 p.m.