quasla: Quantile Function of the Slash Distribution

quaslaR Documentation

Quantile Function of the Slash Distribution

Description

This function computes the quantiles of the Slash distribution given parameters (\xi and \alpha) provided by parsla. The quantile function x(F; \xi, \alpha) for nonexceedance probability F and where \xi is a location parameter and \alpha is a scale parameter is complex and requires numerical optimization of the cumulative distribution function (cdfsla).

Usage

quasla(f, para, paracheck=TRUE)

Arguments

f

Nonexceedance probability (0 \le F \le 1).

para

The parameters from parsla 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

Rogers, W.H., and Tukey, J.W., 1972, Understanding some long-tailed symmetrical distributions: Statistica Neerlandica, v. 26, no. 3, pp. 211–226.

See Also

cdfsla, pdfsla, lmomsla, parsla

Examples

para <- c(12,1.2)
quasla(0.55,vec2par(para,type='sla'))

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