qualap: Quantile Function of the Laplace Distribution

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

Quantile Function of the Laplace Distribution

Description

This function computes the quantiles of the Laplace distribution given parameters (\xi and \alpha) computed by parlap. The quantile function is

x(F) = \xi + \alpha\times\log(2F)\mbox{,}

for F \le 0.5, and

x(F) = \xi - \alpha\times\log(2(1-F))\mbox{,}

for F > 0.5, where x(F) is the quantile for nonexceedance probability F, \xi is a location parameter, and \alpha is a scale parameter.

Usage

qualap(f, para, paracheck=TRUE)

Arguments

f	Nonexceedance probability (0 \le F \le 1).
para	The parameters from parlap 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 for nonexceedance probability F.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., 1986, The theory of probability weighted moments: IBM Research Report RC12210, T.J. Watson Research Center, Yorktown Heights, New York.

See Also

cdflap, pdflap, lmomlap, parlap

Examples

  lmr <- lmoms(c(123,34,4,654,37,78))
  qualap(0.5,parlap(lmr))

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