quast3: Quantile Function of the 3-Parameter Student t Distribution
Description
This function computes the quantiles of the 3-parameter Student t distribution given parameters (\(\xi\), \(\alpha\), \(\nu\)) computed by parst3. There is no explicit solution for the quantile function for nonexceedance probability F but built-in R functions can be used. For \(\nu \ge 1000\), one can use qnorm(F, mean=U,sd=A) and for U = \(\xi\) and A = \(\alpha\) for \(1.000001 \le \nu \le 1000\), one can use U +A*qt(F, N) for N = \(\nu\) and where the R function qnorm is the Normal distribution and R function qt is the 1-parameter Student t distribution.
Usage
quast3(f, para, paracheck=TRUE)
Value
Quantile value for nonexceedance probability \(F\).
Arguments
f
Nonexceedance probability (\(0 \le F \le 1\)).
para
The parameters from parst3 or vec2par.
paracheck
A logical on 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
Asquith, W.H., 2011, Distributional analysis with L-moment statistics using the R environment for statistical computing: Createspace Independent Publishing Platform, ISBN 978--146350841--8.