cdfnor {lmomco} | R Documentation |
This function computes the cumulative probability or nonexceedance probability
of the Normal distribution given parameters of the distribution computed
by parnor
. The cumulative distribution function of the distribution is
F(x) = Phi(x-μ/σ) mbox{,}
where F(x) is the nonexceedance probability for quantile x,
μ is the arithmetic mean, and σ is the standard deviation, and
Phi is the cumulative distribution function of the standard normal
distribution. The R-function pnorm
is used.
cdfnor(x, para)
x |
A real value. |
para |
The parameters from parnor or similar. |
Nonexceedance probability (F) for x.
W.H. Asquith
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.
lmr <- lmom.ub(c(123,34,4,654,37,78)) cdfnor(50,parnor(lmr))