| quagev {lmomco} | R Documentation |
This function computes the quantiles of the Generalized Extreme Value
distribution given parameters (xi, α, and kappa) of the
distribution computed by pargev. The quantile function of the
distribution is
x(F) = xi + frac{α}{kappa} ( 1-(-log(F))^kappa ) mbox{ for } kappa ne 0 mbox{ and }
x(F) = xi - α log(-log(F)) mbox{ for } kappa = 0 mbox{,}
where x(F) is the quantile for nonexceedance probability F, xi is a location parameter, α is a scale parameter, and kappa is a shape parameter.
quagev(f, para)
f |
Nonexceedance probability (0 <= F <= 1). |
para |
The parameters from pargev or similar. |
Quantile value for nonexceedance probability F.
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)) quagev(0.5,pargev(lmr))