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lmomco (version 2.4.14)

quakur: Quantile Function of the Kumaraswamy Distribution

Description

This function computes the quantiles \(0 < x < 1\) of the Kumaraswamy distribution given parameters (\(\alpha\) and \(\beta\)) computed by parkur. The quantile function is $$x(F) = (1 - (1-F)^{1/\beta})^{1/\alpha} \mbox{,}$$ where \(x(F)\) is the quantile for nonexceedance probability \(F\), \(\alpha\) is a shape parameter, and \(\beta\) is a shape parameter.

Usage

quakur(f, para, paracheck=TRUE)

Value

Quantile value for nonexceedance probability \(F\).

Arguments

f

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

para

The parameters from parkur or vec2par.

paracheck

A logical controlling whether the parameters are checked for validity. Overriding of this check might be extremely important and needed for use of the quantile function in the context of TL-moments with nonzero trimming.

Author

W.H. Asquith

References

Jones, M.C., 2009, Kumaraswamy's distribution---A beta-type distribution with some tractability advantages: Statistical Methodology, v. 6, pp. 70--81.

See Also

cdfkur, pdfkur, lmomkur, parkur

Examples

Run this code
  lmr <- lmoms(c(0.25, 0.4, 0.6, 0.65, 0.67, 0.9))
  quakur(0.5,parkur(lmr))

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