# quanor: Quantile Function of the Normal Distribution

### Description

This function computes the quantiles of the Normal distribution given parameters (μ and σ) computed by `parnor`. The quantile function has no explicit form (see `cdfnor` and `qnorm`). The parameters have the following interpretations: μ is the arithmetic mean and σ is the standard deviation. The R function `qnorm` is used.

### Usage

 `1` ```quanor(f, para, paracheck=TRUE) ```

### Arguments

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

`cdfnor`, `pdfnor`, `lmomnor`, `parnor`

### Examples

 ```1 2``` ``` lmr <- lmoms(c(123,34,4,654,37,78)) quanor(0.5,parnor(lmr)) ```

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