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lmomco (version 0.88)

quagno: Quantile Function of the Generalized Normal Distribution

Description

This function computes the quantiles of the Generalized Normal (log-Normal) distribution given parameters ($xi$, $\alpha$, and $\kappa$) of the distribution computed by pargno. The quantile function of the distribution has no explicit form. The parameters have the following interpretations: $\xi$ is a location parameter, $\alpha$ is a scale parameter, and $\kappa$ is a shape parameter.

Usage

quagno(f, para)

Arguments

f
Nonexceedance probability ($0 \le F \le 1$).
para
The parameters from pargno 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

cdfgno, pargno

Examples

Run this code
lmr <- lmom.ub(c(123,34,4,654,37,78))
  quagno(0.5,pargno(lmr))

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