Description Usage Arguments Value Author(s) References See Also Examples
This function computes the quantiles of the Gumbel distribution given parameters (ξ and α) computed by pargum
. The quantile function is
x(F) = ξ - α\log(-\log(F)) \mbox{,}
where x(F) is the quantile for nonexceedance probability F, ξ is a location parameter, and α is a scale parameter.
1 |
f |
Nonexceedance probability (0 ≤ F ≤ 1). |
para |
The parameters from |
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. |
Quantile value for nonexceedance probability F.
W.H. Asquith
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, p. 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.
cdfgum
, pdfgum
, lmomgum
, pargum
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