check.pdf: Check and Potentially Graph Probability Density Functions

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

Check and Potentially Graph Probability Density Functions

Description

This convenience function checks that a given probability density function (pdf) from lmomco appears to numerically be valid. By definition a pdf function must integrate to unity. This function permits some flexibility in the limits of integration and provides a high-level interface from graphical display of the pdf.

Usage

check.pdf(pdf, para, lowerF=0.001, upperF=0.999,
               eps=0.02, verbose=FALSE, plot=FALSE, plotlowerF=0.001,
               plotupperF=0.999, ...)

Arguments

pdf	A probability density function from lmomco.
lowerF	The lower bounds of nonexceedance probability for the numerical integration.
upperF	The upper bounds of nonexceedance probability for the numerical integration.
para	The parameters of the distribution.
eps	An error term expressing allowable error (deviation) of the numerical integration from unity. (If that is the objective of the call to the check.pdf function.)
verbose	Is verbose output desired?
plot	Should a plot (polygon) of the pdf integration be produce?
plotlowerF	Alternative lower limit for the generation of the curve depicting the pdf function.
plotupperF	Alternative upper limit for the generation of the curve depicting the pdf function.
...	Additional arguments that are passed onto the R function integration function.

Value

An R list structure is returned

isunity	Given the eps is F close enough.
F	The numerical integration of pdf from lowerF to upperF.

Author(s)

W.H. Asquith

Examples

lmrg <- vec2lmom(c( 100, 40, 0.1)) # Arbitrary L-moments
lmrw <- vec2lmom(c(-100, 40,-0.1)) # Reversed Arbitrary L-moments
gev  <- pargev(lmrg) # parameters of Generalized Extreme Value distribution
wei  <- parwei(lmrw) # parameters of Weibull distribution

# The Weibull is a reversed GEV and plots in the following examples show this.
# Two examples that should integrate to "unity" given default parameters.
layout(matrix(c(1,2), 2, 2, byrow = TRUE), respect = TRUE)
check.pdf(pdfgev,gev,plot=TRUE)
check.pdf(pdfwei,wei,plot=TRUE)

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