quacau {lmomco} | R Documentation |
This function computes the quantiles of the Cauchy distribution given
parameters (xi and α) of the distribution provided by
vec2par
. The quantile function of the distribution is
x(F) = xi + α times tan(π(F-0.5)) mbox{,}
where x(F) is the quantile for nonexceedance probability F,
xi is a location parameter and α is a scale parameter.
R supports the quantile function of the Cauchy distribution through
qcauchy
. This function does not use qcauchy
because
qcauchy
does not return Inf
for F = 1 although it
returns -Inf
for F = 0.
quacau(f, para)
f |
Nonexceedance probability (0 <= F <= 1). |
para |
The parameters from parcau or vec2par . |
Quantile value for for nonexceedance probability F.
W.H. Asquith
Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed L-moments: Computational Statistics and Data Analysis, vol. 43, pp. 299–314.
Gilchirst, W.G., 2000, Statistical modeling with quantile functions: Chapman and Hall/CRC, Boca Raton, FL.
para <- c(12,12) quacau(.5,vec2par(para,type='cau'))