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. The function returns 0 or 1 if the x
argument is at or beyond the limits of the distribution as specified by the parameters.
cdfgld(x, gldpara, paracheck)
x |
A real value. |
gldpara |
The parameters from pargld or similar. |
paracheck |
A logical switch as to whether the validity of the parameters should be checked. Default is paracheck=TRUE . This switch is made so that the root solution needed for cdfgld exhibits an extreme speed increase because of the repeated calls to quagld . |
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)