quagno: Quantile Function of the Generalized Normal Distribution

quagnoR Documentation

Quantile Function of the Generalized Normal Distribution

Description

This function computes the quantiles of the Generalized Normal (Log-Normal3) distribution given parameters (\xi, \alpha, and \kappa) computed by pargno. The quantile function has no explicit form. The parameters have the following interpretations: \xi is a location parameter, \alpha is a scale parameter, and \kappa is a shape parameter.

Usage

quagno(f, para, paracheck=TRUE)

Arguments

f

Nonexceedance probability (0 \le F \le 1).

para

The parameters from pargno or vec2par.

paracheck

A logical controlling whether the parameters are checked for validity. Overriding of this check might be extremely important and needed for use of the quantile function in the context of TL-moments with nonzero trimming.

Value

Quantile value for nonexceedance probability F.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., 1990, L-moments—Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105–124.

Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.

Hosking, J.R.M., and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.

See Also

cdfgno, pdfgno, lmomgno, pargno, qualn3

Examples

  lmr <- lmoms(c(123,34,4,654,37,78))
  quagno(0.5,pargno(lmr))

lmomco documentation built on May 29, 2024, 10:06 a.m.