quagld: Quantile Function of the Generalized Lambda Distribution
Description
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
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.