cdfcau {lmomco} | R Documentation |
This function computes the cumulative probability or nonexceedance probability
of the Cauchy distribution given parameters (xi and α) of the
distribution provided by parcau
or vec2par
. The cumulative distribution
function of the distribution is
F(x) = frac{arctan(frac{x - xi}{α})}{π}+0.5 mbox{,}
where F(x) is the nonexceedance probability for quantile x, xi is a location parameter and α is a scale parameter.
cdfcau(x, para)
x |
A real value. |
para |
The parameters from parcau or vec2par . |
Nonexceedance probability (F) for x.
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.
Gilchrist, W.G., 2000, Statistical modeling with quantile functions: Chapman and Hall/CRC, Boca Raton, FL.
para <- c(12,12) cdfcau(50,vec2par(para,type='cau'))