quagev                package:lmomco                R Documentation

_Q_u_a_n_t_i_l_e _F_u_n_c_t_i_o_n _o_f _t_h_e _G_e_n_e_r_a_l_i_z_e_d _E_x_t_r_e_m_e _V_a_l_u_e _D_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     This function computes the quantiles of the Generalized Extreme
     Value distribution given parameters (xi, alpha, and kappa) of the
     distribution computed by 'pargev'. The quantile function of the
     distribution is


 x(F) = xi + frac{alpha}{kappa} ( 1-(-log(F))^kappa )  mbox{ for } kappa ne 0 mbox{ and }



     x(F) = xi - alpha log(-log(F)) mbox{ for } kappa = 0 mbox{,}


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

_U_s_a_g_e:

     quagev(f, para)

_A_r_g_u_m_e_n_t_s:

       f: Nonexceedance probability (0 <= F <= 1).

    para: The parameters from 'pargev' or similar.

_V_a_l_u_e:

     Quantile value for nonexceedance probability F.

_A_u_t_h_o_r(_s):

     W.H. Asquith

_R_e_f_e_r_e_n_c_e_s:

     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.

_S_e_e _A_l_s_o:

     'cdfgev', 'pargev'

_E_x_a_m_p_l_e_s:

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

