Quantile Function of the Gumbel Distribution

Share:

Description

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.

Usage

1
quagum(f, para, paracheck=TRUE)

Arguments

f

Nonexceedance probability (0 ≤ F ≤ 1).

para

The parameters from pargum 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, 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.

See Also

cdfgum, pdfgum, lmomgum, pargum

Examples

1
2
  lmr <- lmoms(c(123,34,4,654,37,78))
  quagum(0.5,pargum(lmr))

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.