pdfkap: Probability Density Function of the Kappa Distribution
Description
This function computes the probability density of the Kappa distribution given parameters (\(\xi\), \(\alpha\), \(\kappa\), and \(h\)) computed by parkap. The probability density function is
$$f(x) = \alpha^{-1} [1-\kappa(x - \xi)/\alpha]^{1/k-1} \times [F(x)]^{1-h}$$
where \(f(x)\) is the probability density for quantile \(x\), \(F(x)\) is the cumulative distribution function or nonexceedance probability at \(x\), \(\xi\) is a location parameter, \(\alpha\) is a scale parameter, and \(\kappa\) is a shape parameter.
Usage
pdfkap(x, para)
Value
Probability density (\(f\)) for \(x\).
Arguments
x
A real value vector.
para
The parameters from parkap or vec2par.
Author
W.H. Asquith
References
Hosking, J.R.M. and Wallis, J.R., 1997, Regional frequency analysis---An
approach based on L-moments: Cambridge University Press.
Sourced from written communication with Dr. Hosking in October 2007.