Description Usage Arguments Details Value Examples
Calculates quantiles of a block maxima distribution.
1 | qBM(p, b, param)
|
p |
vector of probabilities. |
b |
block length (in general |
param |
three-dimensional vector with location (mu), scale (sigma) and shape (xi) parameter. |
Formular of a block maxima distribution function:
F_j(x)=F_j^(b)(x)=[2 T_{1/xi}({1+xi (x-mu_j)/(sigma_j)} T_{1/xi}^{-1}(1-1/(2b)))-1]^b,
where T_nu denote the t-distribution function with nu degrees of freedom.
Quantile of a block maxima distribution.
1 |
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