rrmvarlmomco: Reversed Variance Residual Quantile Function of the...

rrmvarlmomcoR Documentation

Reversed Variance Residual Quantile Function of the Distributions


This function computes the Reversed Variance Residual Quantile Function for a quantile function x{F} (par2qua, qlmomco). The variance is defined by Nair et al. (2013, p. 58) as

D(u) = \frac{1}{u} \int_0^u R(u)^2\; \mathrm{d}p\mbox{,}

where D(u) is the variance of R(u) (the reversed mean residual quantile function, rrmlmomco) for nonexceedance probability u. The variance of M(u) is provided in rmvarlmomco.


rrmvarlmomco(f, para)



Nonexceedance probability (0 ≤ F ≤ 1).


The parameters from lmom2par or vec2par.


Reversed residual variance value for F.


W.H. Asquith


Nair, N.U., Sankaran, P.G., and Balakrishnan, N., 2013, Quantile-based reliability analysis: Springer, New York.

See Also

qlmomco, rrmlmomco


# It is easiest to think about residual life as starting at the origin, units in days.
A <- vec2par(c(0.0, 264, 1.6), type="gov") # so set lower bounds = 0.0
rrmvarlmomco(0.5, A) # variance at the median reversed mean residual life
## Not run: 
A <- vec2par(c(-100, 264, 1.6), type="gov")
F <- nonexceeds(f01=TRUE)
plot(F, rmvarlmomco(F,A), type="l")
lines(F, rrmvarlmomco(F,A), col=2)

## End(Not run)

lmomco documentation built on Aug. 27, 2022, 1:06 a.m.