# quakap: Quantile Function of the Kappa Distribution

### Description

This function computes the quantiles of the Kappa distribution given parameters (ξ, α, κ, and h) computed by parkap. The quantile function is

x(F) = ξ + \frac{α}{κ}≤ft(1-{≤ft(\frac{1-F^h}{h}\right)}^κ\right) \mbox{,}

where x(F) is the quantile for nonexceedance probability F, ξ is a location parameter, α is a scale parameter, κ is a shape parameter, and h is another shape parameter.

### Usage

 1 quakap(f, para, paracheck=TRUE) 

### Arguments

 f Nonexceedance probability (0 ≤ F ≤ 1). para The parameters from parkap 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.

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.

cdfkap, pdfkap, lmomkap, parkap

### Examples

 1 2  lmr <- lmoms(c(123,34,4,654,37,78,21,32,231,23)) quakap(0.5,parkap(lmr)) 

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