cdfwei: Cumulative Distribution Function of the Weibull Distribution

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

Cumulative Distribution Function of the Weibull Distribution

Description

This function computes the cumulative probability or nonexceedance probability of the Weibull distribution given parameters (\zeta, \beta, and \delta) of the distribution computed by parwei. The cumulative distribution function is

F(x) = 1 - \exp(Y^\delta) \mbox{,}

where Y is

Y = -\frac{x+\zeta}{\beta}\mbox{,}

where F(x) is the nonexceedance probability for quantile x, \zeta is a location parameter, \beta is a scale parameter, and \delta is a shape parameter.

The Weibull distribution is a reverse Generalized Extreme Value distribution. As result, the Generalized Extreme Value algorithms are used for implementation of the Weibull in this package. The relations between the Generalized Extreme Value parameters (\xi, \alpha, and \kappa) are

\kappa = 1/\delta \mbox{,}

\alpha = \beta/\delta \mbox{, and}

\xi = \zeta - \beta \mbox{,}

which are taken from Hosking and Wallis (1997).

In R, the cumulative distribution function of the Weibull distribution is pweibull. Given a Weibull parameter object para, the R syntax is pweibull(x+para$para[1], para$para[3],
scale=para$para[2]). For the current implementation for this package, the reversed Generalized Extreme Value distribution is used 1-cdfgev(-x,para).

Usage

cdfwei(x, para)

Arguments

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

Value

Nonexceedance probability (F) for x.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.

See Also

pdfwei, quawei, lmomwei, parwei

Examples

  # Evaluate Weibull deployed here and within R (pweibull)
  lmr <- lmoms(c(123,34,4,654,37,78))
  WEI <- parwei(lmr)
  F1  <- cdfwei(50,WEI)
  F2  <- pweibull(50+WEI$para[1],shape=WEI$para[3],scale=WEI$para[2])
  if(F1 == F2) EQUAL <- TRUE

  # The Weibull is a reversed generalized extreme value
  Q <- sort(rlmomco(34,WEI)) # generate Weibull sample
  lm1 <- lmoms(Q)    # regular L-moments
  lm2 <- lmoms(-Q)   # L-moment of negated (reversed) data
  WEI <- parwei(lm1) # parameters of Weibull
  GEV <- pargev(lm2) # parameters of GEV
  F <- nonexceeds()  # Get a vector of nonexceedance probs
  plot(pp(Q),Q)
  lines(cdfwei(Q,WEI),Q,lwd=5,col=8)
  lines(1-cdfgev(-Q,GEV),Q,col=2) # line overlaps previous

wasquith/lmomco documentation built on Nov. 13, 2024, 4:53 p.m.