qnormp {normalp} | R Documentation |
Quantiles for the normal of order p distribution with location parameter mu
,
scale parameter sigmap
and structure parameter p
.
qnormp(pr, mu=0, sigmap=1, p=2, lower.tail=TRUE, log.pr=FALSE)
pr |
Vector of probabilities. |
mu |
Vector of location parameters. |
sigmap |
Vector of scale parameters. |
p |
Structure parameter. |
lower.tail |
Logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X>x]. |
log.pr |
Logical; if TRUE, probabilities pr are given as log(pr). |
If mu
, sigmap
or p
are not specified they assume the default values 0, 1 and 2,
respectively.
The normal of order p distribution has density function
f(x) = 1/(2 p^(1/p) Gamma(1+1/p) sigmap) exp{-|x - mu|^p/(p sigmap^p)}
where mu is the location parameter, sigmap the scale parameter and p the structure parameter. When p=2 the Normal of Order p Distribution becomes the Normal (Gaussian) Distribution, when p=1 the Normal of Order p Distribution becomes the Laplace Distribution, when p->infinity the Normal of Order p Distribution becomes the Uniform Distribution.
qnormp
gives the quantiles of a normal of order p distribution.
Angelo Mineo
Normal
for the Normal distribution, Uniform
for the Uniform distribution, and Special
for the Gamma function.
## Compute the quantiles for a vector of probabilities x ## with mu=1, sigmap=2 and p=1.5 x <- 0.3 q <- qnormp(x, 1, 2, 1.5) q