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lmomco (version 2.4.14)

par2cdf2: Equivalent Cumulative Distribution Function of Two Distributions

Description

This function computes the nonexceedance probability of a given quantile from a linear weighted combination of two quantile functions but accomplishes this from the perspective of cumulative distribitution functions (see par2qua2). For the current implementation simply uniroot'ing of a internally declared function and par2qua2 is made. Mathematical details are provided under par2qua2.

Usage

par2cdf2(x, para1, para2, weight=NULL, ...)

Value

Nonexceedance probabilities (\(0 \le F \le 1\)) for x from the two distributions.

Arguments

x

A real value vector.

para1

The first distribution parameters from lmom2par or vec2par.

para2

The second distribution parameters from lmom2par or vec2par.

weight

An optional weighting argument to use in lieu of the F. Consult the documentation for par2qua2 for the implementation details when weight is NULL.

...

The additional arguments are passed to the quantile function.

Author

W.H. Asquith

See Also

par2cdf, lmom2par, par2qua2

Examples

Run this code
lmr <- lmoms(rnorm(20)); left <- parnor(lmr); right <- pargev(lmr)
mixed.median    <- par2qua2(0.5,          left, right)
mixed.nonexceed <- par2cdf2(mixed.median, left, right)

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