Description Usage Arguments Details Value Author(s) References See Also Examples
This function gives the quantiles of the heavy-headed distribution.
1 | qhh(p, a = 0, b = 1, alpha = 0.1)
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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. |
See the references.
It returns the quantiles of the CDF at p.
Runlong Tang
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
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