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.