getQuantile {SNSchart}

Obtain Quantile from Distribution Function

Description

Get the quantile theta from several distributions with user defined mean and variance.

Usage

getQuantile(
  Ftheta,
  mu,
  sigma,
  dist,
  par.location = 0,
  par.scale = 1,
  par.shape = 1,
  dist.par = NULL
)

Arguments

Ftheta

scalar. Quantile of the data distribution. The values that take are between (0,1).

mu

scalar. Expected value of the desired distribution.

sigma

scalar. Standard deviation of the desired distribution.

dist

character string. Select from:

• "Uniform: Continuous Uniform distribution .

• "Normal": Normal distribution (default).

• "Normal2": Squared Normal distribution (also known as Chi-squared).

• "DoubleExp": Double exponential distribution (also known as Laplace distribution).

• "DoubleExp2": Double exponential squared distribution from a DoubleExp(0,1).

• "LogNormal": Lognormal distribution.

• "Gamma": Gamma distribution.

• "Weibull": Weibull distribution.

• "t": Student-t distribution.

par.location

scalar. Location parameter of the desired distribution. Default 0**.

par.scale

scalar. Scale parameter of the desired distribution. Default 1**.

par.shape

scalar. Shape parameter of the desired distribution, Default 1.

dist.par

vector. Overwrite par.location, par.scale, par.shape. Depends on the distribution (default NULL):

• "Uniform: no matter how is defined always gives numbers between 0 and 1.

• "Normal": c(location, scale).

• "Normal2": c(location, scale).

• "DoubleExp": c(location, scale).

• "DoubleExp2": c(location, scale).

• "LogNormal": c(location, scale).

• "Gamma": c(scale, shape).

• "Weibull": c(shape, scale).

• "t": c(degrees of freedom).

Value

A quantile theta of the selected Ftheta distribution with its parameters.

Examples

getQuantile(0.5, 0, 1, "Normal")