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lmomco (version 0.88)

cdfkap: Cumulative Distribution Function of the Kappa Distribution

Description

This function computes the cumulative probability or nonexceedance probability of the Kappa distribution given parameters ($\xi$, $\alpha$, and $\kappa$, $h$) of the distribution computed by parkap. The cumulative distribution function of the distribution is

$$F(x) = \left(1-h\left(1-\frac{\kappa(x-\xi)}{\alpha}\right)^{1/\kappa}\right)^{1/h} \mbox{,}$$

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

Usage

cdfkap(x, para)

Arguments

x
A real value.
para
The parameters from parkap or similar.

Value

  • Nonexceedance probability ($F$) for $x$.

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

quakap, parkap

Examples

Run this code
lmr <- lmom.ub(c(123,34,4,654,37,78,21,32,231,23))
  cdfkap(50,parkap(lmr))

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