quakur: Quantile Function of the Kumaraswamy Distribution

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

Quantile Function of the Kumaraswamy Distribution

Description

This function computes the quantiles 0 < x < 1 of the Kumaraswamy distribution given parameters (\alpha and \beta) computed by parkur. The quantile function is

x(F) = (1 - (1-F)^{1/\beta})^{1/\alpha} \mbox{,}

where x(F) is the quantile for nonexceedance probability F, \alpha is a shape parameter, and \beta is a shape parameter.

Usage

quakur(f, para, paracheck=TRUE)

Arguments

f	Nonexceedance probability (0 \le F \le 1).
para	The parameters from parkur 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

Jones, M.C., 2009, Kumaraswamy's distribution—A beta-type distribution with some tractability advantages: Statistical Methodology, v. 6, pp. 70–81.

See Also

cdfkur, pdfkur, lmomkur, parkur

Examples

  lmr <- lmoms(c(0.25, 0.4, 0.6, 0.65, 0.67, 0.9))
  quakur(0.5,parkur(lmr))

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