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
qnorm). The parameters have the following interpretations: μ is the arithmetic mean and σ is the standard deviation. The R function
qnorm is used.
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.