qualap: Quantile Function of the Laplace Distribution
Description
This function computes the quantiles of the Laplace distribution given parameters (\(\xi\) and \(\alpha\)) computed by parlap. The quantile function is
$$x(F) = \xi + \alpha\times\log(2F)\mbox{,}$$
for \(F \le 0.5\), and
$$x(F) = \xi - \alpha\times\log(2(1-F))\mbox{,}$$
for \(F > 0.5\), where \(x(F)\) is the quantile for nonexceedance probability \(F\), \(\xi\) is a location parameter, and \(\alpha\) is a scale parameter.
Usage
qualap(f, para, paracheck=TRUE)
Value
Quantile value for for nonexceedance probability \(F\).
Arguments
f
Nonexceedance probability (\(0 \le F \le 1\)).
para
The parameters from parlap 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
Hosking, J.R.M., 1986, The theory of probability weighted moments: IBM Research Report RC12210, T.J. Watson Research Center, Yorktown Heights, New York.