quast3: Quantile Function of the 3-Parameter Student t Distribution

In lmomco: L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Many Distributions

Quantile Function of the 3-Parameter Student t Distribution

Description

This function computes the quantiles of the 3-parameter Student t distribution given parameters (\xi, \alpha, \nu) computed by parst3. There is no explicit solution for the quantile function for nonexceedance probability F but built-in R functions can be used. For \nu \ge 1000, one can use qnorm(F, mean=U, sd=A) and for U = \xi and A = \alpha for 1.000001 \le \nu \le 1000, one can use U + A*qt(F, N) for N = \nu and where the R function qnorm is the Normal distribution and R function qt is the 1-parameter Student t distribution.

Usage

quast3(f, para, paracheck=TRUE)

Arguments

f	Nonexceedance probability (0 \le F \le 1).
para	The parameters from parst3 or vec2par.
paracheck	A logical on 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

Asquith, W.H., 2011, Distributional analysis with L-moment statistics using the R environment for statistical computing: Createspace Independent Publishing Platform, ISBN 978–146350841–8.

See Also

cdfst3, pdfst3, lmomst3, parst3

Examples

lmr <- lmoms(c(123,34,4,654,37,78))
quast3(0.75,parst3(lmr))

lmomco documentation built on Aug. 30, 2023, 5:10 p.m.