cdfgld {lmomco}R Documentation

Cumulative Distribution Function of the Generalized Lambda Distribution

Description

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.

Usage

cdfgld(x, gldpara)

Arguments

x A real value.
gldpara The parameters from pargld or similar.

Value

Nonexceedance probability (F) for x.

Author(s)

W.H. Asquith

References

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.

See Also

quagld, lmomgld, pargld

Examples

  P <- vec2par(c(123,340,0.4,0.654),type='gld')
  cdfgld(300,P)

[Package lmomco version 0.6 Index]