quagev {lmomco} | R Documentation |
This function computes the quantiles of the Generalized Extreme Value
distribution given parameters (xi, α, and kappa) of the
distribution computed by pargev
. The quantile function of the
distribution is
x(F) = xi + frac{α}{kappa} ( 1-(-log(F))^kappa ) mbox{ for } kappa ne 0 mbox{ and }
x(F) = xi - α log(-log(F)) mbox{ for } kappa = 0 mbox{,}
where x(F) is the quantile for nonexceedance probability F, xi is a location parameter, α is a scale parameter, and kappa is a shape parameter.
quagev(f, para)
f |
Nonexceedance probability (0 <= F <= 1). |
para |
The parameters from pargev or similar. |
Quantile value for nonexceedance probability F.
W.H. Asquith
Hosking, J.R.M., 1990, L-moments—Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, vol. 52, p. 105–124.
Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.
Hosking, J.R.M. and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.
lmr <- lmom.ub(c(123,34,4,654,37,78)) quagev(0.5,pargev(lmr))