quakap: Quantile Function of the Kappa Distribution

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

Quantile Function of the Kappa Distribution

Description

This function computes the quantiles of the Kappa distribution given parameters (\xi, \alpha, \kappa, and h) computed by parkap. The quantile function is

x(F) = \xi + \frac{\alpha}{\kappa}\left(1-{\left(\frac{1-F^h}{h}\right)}^\kappa\right) \mbox{,}

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

Usage

quakap(f, para, paracheck=TRUE)

Arguments

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

Hosking, J.R.M., 1994, The four-parameter kappa distribution: IBM Journal of Reserach and Development, v. 38, no. 3, pp. 251–258.

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

See Also

cdfkap, pdfkap, lmomkap, parkap

Examples

  lmr <- lmoms(c(123,34,4,654,37,78,21,32,231,23))
  quakap(0.5,parkap(lmr))

wasquith/lmomco documentation built on April 10, 2024, 4:20 a.m.