quagam {lmomco}R Documentation

Quantile Function of the Gamma Distribution

Description

This function computes the quantiles of the Gamma distribution given parameters (α and β) of the distribution computed by pargam. The quantile function has no explicit form. See the qgamma function and cdfgam. The parameters have the following interpretations: α is a shape parameter and β is a scale parameter in the R syntax.

Usage

quagam(f, para)

Arguments

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

cdfgam, pargam

Examples

  lmr <- lmom.ub(c(123,34,4,654,37,78))
  g <- pargam(lmr)
  quagam(0.5,g)
 
  # generate 50 random samples from this fitted parent
  Qsim <- rlmomco(5000,g)
  # compute the apparent gamma parameter for this parent
  gsim <- pargam(lmoms(Qsim))

[Package lmomco version 0.96.3 Index]