quagld                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 _L_a_m_b_d_a _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 Lambda
     distribution given parameters (xi, alpha, kappa, and h) of the
     distribution computed by 'vec2par'. The quantile function of the
     distribution is


                      x(F) = x + a*(F^k-(1-F)^h)


     where x(F) is the quantile for nonexceedance probability F, xi is
     a location parameter, alpha is a scale parameter, and kappa, and h
     are shape parameters. Note that in this parameterization the scale
     term is shown in the numerator and not the denominator. This is
     done in this package as  part of the parallel nature between
     distributions. The scale parameter is often shown have same units
     and the location parameter.

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

     quagld(f, gldpara, paracheck)

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

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

 gldpara: The parameters from 'vec2par' or similar.

paracheck: A logical switch as to whether the validity of the
          parameters should be checked. Default is 'paracheck=TRUE'.

_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:

     Karian, Z.A., and Dudewicz, E.J., 2000, Fitting statistical
     distributions-The generalized lambda distribution and generalized
     bootstrap methods:  CRC Press, Boca Raton, FL, 438 p.

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

     'cdfgld', 'pargld', 'lmomgld', 'lmomTLgld', 
      'pargld', 'parTLgld'

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

       para <- vec2par(c(123,34,4,3),type="gld")
       quagld(0.5,para)

