are.pargam.valid {lmomco} | R Documentation |
The distribution parameter object returned by functions of this package such as by
pargam
are consistent with the corresponding distribution,
otherwise a list would not have been returned. However, other
functions (cdfgam
, quagam
, and
lmomgam
require consistent parameters to return the cumulative
probability (nonexceedance), quantile, and L-moments of the distribution,
respectively. These functions internally use the are.pargam.valid
function. The FORTRAN source code of Hosking provides the basis
for the function. The parameters are restricted to the following conditions.
α > 0 mbox{ and } β > 0mbox{.}
are.pargam.valid(para,nowarn=FALSE)
para |
A distribution parameter list returned by pargam . |
nowarn |
A logical switch on warning surpression. If TRUE then options(warn=-1) is made and restored on return. This switch is to permit calls in which warnings are not desired as the user knows how to handle the returned value—say in an optimization algorithm. |
TRUE |
If the parameters are gam consistent. |
FALSE |
If the parameters are not gam consistent. |
This function calls is.gam
to verify consistency between
the distribution parameter object and the intent of the user.
W.H. Asquith
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.
para <- pargam(lmom.ub(c(123,34,4,654,37,78))) if(are.pargam.valid(para)) Q <- quagam(0.5,para)