quaray: Quantile Function of the Rayleigh Distribution
Description
This function computes the quantiles of the Rayleigh distribution given parameters (\(\xi\) and \(\alpha\)) computed by parray. The quantile function is
$$x(F) = \xi + \sqrt{-2\alpha^2\log(1-F)} \mbox{,}$$
where \(x(F)\) is the quantile for nonexceedance probability \(F\), \(\xi\) is a location parameter, and \(\alpha\) is a scale parameter.
Usage
quaray(f, para, paracheck=TRUE)
Value
Quantile value for nonexceedance probability \(F\).
Arguments
f
Nonexceedance probability (\(0 \le F \le 1\)).
para
The parameters from parray 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:
Research Report RC12210, IBM Research Division, Yorkton Heights, N.Y.