cdfglo: Cumulative Distribution Function of the Generalized Logistic...

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

Cumulative Distribution Function of the Generalized Logistic Distribution

Description

This function computes the cumulative probability or nonexceedance probability of the Generalized Logistic distribution given parameters (\xi, \alpha, and \kappa) computed by parglo. The cumulative distribution function is

F(x) = 1/(1+\mathrm{exp}(-Y)) \mbox{,}

where Y is

Y = -\kappa^{-1} \log\left(1 - \frac{\kappa(x-\xi)}{\alpha}\right)\mbox{,}

for \kappa \ne 0 and

Y = (x-\xi)/\alpha\mbox{,}

for \kappa = 0, where F(x) is the nonexceedance probability for quantile x, \xi is a location parameter, \alpha is a scale parameter, and \kappa is a shape parameter.

Usage

cdfglo(x, para)

Arguments

x	A real value vector.
para	The parameters from parglo or vec2par.

Value

Nonexceedance probability (F) for x.

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

pdfglo, quaglo, lmomglo, parglo

Examples

  lmr <- lmoms(c(123,34,4,654,37,78))
  cdfglo(50,parglo(lmr))

wasquith/lmomco documentation built on April 20, 2024, 7:20 p.m.