lmomco (version 0.88)

quagam: Quantile Function of the Gamma Distribution

Description

This function computes the quantiles of the Gamma distribution given parameters ($\alpha$ and $\beta$) of the distribution computed by pargam. The quantile function has no explicit form. See the qgamma function and cdfgam. The parameters have the following interpretations: $\alpha$ is a shape parameter and $\beta$ is a scale parameter in the R syntax.

Usage

quagam(f, para)

Arguments

f

Nonexceedance probability ($0 \le F \le 1$).

para

The parameters from pargam or similar.

Value

• Quantile value for nonexceedance probability $F$.

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

cdfgam, pargam

Examples

lmr <- lmom.ub(c(123,34,4,654,37,78))
  g <- pargam(lmr)
  quagam(0.5,g)
 
  # generate 50 random samples from this fitted parent
  Qsim <- rlmomco(5000,g)
  # compute the apparent gamma parameter for this parent
  gsim <- pargam(lmoms(Qsim))