This function computes the quantiles of the Generalized Normal (Log-Normal3) distribution given parameters (ξ, α, and κ) computed by
pargno. The quantile function has no explicit form. The parameters have the following interpretations: ξ is a location parameter, α is a scale parameter, and κ is a shape parameter.
Nonexceedance probability (0 ≤ F ≤ 1).
The parameters from
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.
Quantile value for nonexceedance probability F.
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.
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.