cdfgld {lmomco} | R Documentation |
This function computes the cumulative probability or nonexceedance probability of the Generalized Lambda distribution given parameters (xi, α, kappa, and h) of the distribution computed by pargld
or similar. The cumulative distribution function of the distribution has no explicit form. The R function uniroot
is used to root the quantile function quagld
to compute the nonexceedance probability.
cdfgld(x, gldpara)
x |
A real value. |
gldpara |
The parameters from pargld or similar. |
Nonexceedance probability (F) for x.
W.H. Asquith
Karian, Z.A., and Dudewicz, E.J., 2000, Fitting statistical distributions—The generalized lambda distribution and generalized bootstrap methods: CRC Press, Boca Raton, FL, 438 p.
P <- vec2par(c(123,340,0.4,0.654),type='gld') cdfgld(300,P)