check.pdf {lmomco} | R Documentation |
This convenience function checks that a given probability density function from lmomco appears to workout as mathematically valid. Basically a pdf function must integrate to unity. The check.fs
function permits some flexibility in the limits of integration and provides a high-level interface from graphical display of the pdf.
check.pdf(pdfunc, para, lowerF=0.001, upperF=0.999, eps=0.02, verbose=FALSE, plot=FALSE, plotlowerF=0.001, plotupperF=0.999, ...)
pdfunc |
A probability density function from lmomco. |
lowerF |
The lower bounds of nonexceedance probability for the numerical integration. |
upperF |
The upper bounds of nonexceedance probability for the numerical integration. |
para |
The parameters of the distribution. |
eps |
An error term expressing allowable error (deviation) of the numerical integration from unity. (If that is the objective of the call to the check.pdf function.) |
verbose |
Is verbose output desired? |
plot |
Should a plot (polygon) of the pdf integration be produce? |
plotlowerF |
Alternative lower limit for the generation of the curve depicting the pdf function. |
plotupperF |
Alternative upper limit for the generation of the curve depicting the pdf function. |
... |
Additional arguments that are passed onto the integration function. |
An R list structure is returned
isunity |
Given the eps is F close enough. |
F |
The numerical integration of the probability density function from lowerF to upperF . |
W.H. Asquith
lmr <- vec2lmom(c(100,40,0.1)) # Arbitrary L-moments gev <- pargev(lmr) # parameters of Generalized Extreme Value distribution wei <- parwei(lmr) # parameters of Weibull distribution # The Weibull is effectively a reversed GEV and the plots in the # following examples should demonstrate this. # Two examples that should integrate to "unity" given default parameters. check.pdf(pdfgev,gev,plot=TRUE) check.pdf(pdfwei,wei,plot=TRUE) # Two examples that will not, but the integrated value on the return list # should be very close to the median (F=0.5) and the resulting plots # should affirm what this convenience function is actually doing. check.pdf(pdfgev,upperF=0.5,gev,plot=TRUE) check.pdf(pdfwei,upperF=0.5,wei,plot=TRUE)