qgkw: Generalized Kumaraswamy Distribution Quantile Function

In gkwreg: Generalized Kumaraswamy Regression Models for Bounded Data

Generalized Kumaraswamy Distribution Quantile Function

Description

Computes the quantile function (inverse CDF) for the five-parameter Generalized Kumaraswamy (GKw) distribution. Finds the value x such that P(X \le x) = p, where X follows the GKw distribution.

Usage

qgkw(p, alpha, beta, gamma, delta, lambda, lower_tail = TRUE, log_p = FALSE)

Arguments

p	Vector of probabilities (values between 0 and 1).
alpha	Shape parameter alpha > 0. Can be a scalar or a vector. Default: 1.0.
beta	Shape parameter beta > 0. Can be a scalar or a vector. Default: 1.0.
gamma	Shape parameter gamma > 0. Can be a scalar or a vector. Default: 1.0.
delta	Shape parameter delta >= 0. Can be a scalar or a vector. Default: 0.0.
lambda	Shape parameter lambda > 0. Can be a scalar or a vector. Default: 1.0.
lower_tail	Logical; if TRUE (default), probabilities are P(X \le x), otherwise, P(X > x).
log_p	Logical; if TRUE, probabilities p are given as \log(p). Default: FALSE.

Details

The quantile function Q(p) is the inverse of the CDF F(x). Given F(x) = I_{y(x)}(\gamma, \delta+1) where y(x) = [1-(1-x^{\alpha})^{\beta}]^{\lambda}, the quantile function is:

Q(p) = x = \left\{ 1 - \left[ 1 - \left( I^{-1}_{p}(\gamma, \delta+1) \right)^{1/\lambda} \right]^{1/\beta} \right\}^{1/\alpha}

where I^{-1}_{p}(a, b) is the inverse of the regularized incomplete beta function, which corresponds to the quantile function of the Beta distribution, qbeta.

The computation proceeds as follows:

1. Calculate y = stats::qbeta(p, shape1 = gamma, shape2 = delta + 1, lower.tail = lower_tail, log.p = log_p).

2. Calculate v = y^{1/\lambda}.

3. Calculate w = (1 - v)^{1/\beta}. Note: Requires v \le 1.

4. Calculate q = (1 - w)^{1/\alpha}. Note: Requires w \le 1.

Numerical stability is maintained by handling boundary cases (p = 0, p = 1) directly and checking intermediate results (e.g., ensuring arguments to powers are non-negative).

Value

A vector of quantiles corresponding to the given probabilities p. The length of the result is determined by the recycling rule applied to the arguments (p, alpha, beta, gamma, delta, lambda). Returns:

• 0 for p = 0 (or p = -Inf if log_p = TRUE).

• 1 for p = 1 (or p = 0 if log_p = TRUE).

• NaN for p < 0 or p > 1 (or corresponding log scale).

• NaN for invalid parameters (e.g., alpha <= 0, beta <= 0, gamma <= 0, delta < 0, lambda <= 0).

Author(s)

Lopes, J. E.

References

Cordeiro, G. M., & de Castro, M. (2011). A new family of generalized distributions. Journal of Statistical Computation and Simulation

Kumaraswamy, P. (1980). A generalized probability density function for double-bounded random processes. Journal of Hydrology, 46(1-2), 79-88.

See Also

dgkw, pgkw, rgkw, qbeta

Examples

# Basic quantile calculation (median)
median_val <- qgkw(0.5, alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1)
print(median_val)

# Computing multiple quantiles
probs <- c(0.01, 0.1, 0.25, 0.5, 0.75, 0.9, 0.99)
quantiles <- qgkw(probs, alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1)
print(quantiles)

# Upper tail quantile (e.g., find x such that P(X > x) = 0.1, which is 90th percentile)
q90 <- qgkw(0.1, alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1,
            lower_tail = FALSE)
print(q90)
# Check: should match quantile for p = 0.9 with lower_tail = TRUE
print(qgkw(0.9, alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1))

# Log probabilities
median_logp <- qgkw(log(0.5), alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1,
                    log_p = TRUE)
print(median_logp) # Should match median_val

# Vectorized parameters
alphas_vec <- c(0.5, 1.0, 2.0)
betas_vec <- c(1.0, 2.0, 3.0)
# Get median for 3 different GKw distributions
medians_vec <- qgkw(0.5, alpha = alphas_vec, beta = betas_vec, gamma = 1, delta = 0, lambda = 1)
print(medians_vec)

# Verify inverse relationship with pgkw
p_val <- 0.75
x_val <- qgkw(p_val, alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1)
p_check <- pgkw(x_val, alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1)
print(paste("Calculated p:", p_check, " (Expected:", p_val, ")"))

gkwreg documentation built on April 16, 2025, 1:10 a.m.