quagev {lmomco}R Documentation

Quantile Function of the Generalized Extreme Value Distribution

Description

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.

Usage

quagev(f, para)

Arguments

f Nonexceedance probability (0 <= F <= 1).
para The parameters from pargev or similar.

Value

Quantile value for nonexceedance probability F.

Author(s)

W.H. Asquith

References

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.

See Also

cdfgev, pargev

Examples

  lmr <- lmom.ub(c(123,34,4,654,37,78))
  quagev(0.5,pargev(lmr))

[Package lmomco version 0.96.3 Index]