quagum {lmomco}R Documentation

Quantile Function of the Gumbel Distribution

Description

This function computes the quantiles of the Gumbel distribution given parameters (xi and α) of the distribution computed by pargum. The quantile function of the distribution is

x(F) = xi - αlog(-log(F)) mbox{,}

where x(F) is the quantile for nonexceedance probability F, xi is a location parameter, and α is a scale parameter.

Usage

quagum(f, para)

Arguments

f Nonexceedance probability (0 <= F <= 1).
para The parameters from pargum 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

cdfgum, pargum

Examples

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

[Package lmomco version 0.96.3 Index]