Quantile Function of the Normal Distribution

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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

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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.

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, 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.

See Also

cdfnor, pdfnor, lmomnor, parnor

Examples

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

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