qFTG {distTails}

FTG Quantile function

Description

This function computes the quantiles of the full-tail gamma with the input sample data.

Usage

qFTG(p, threshold, scale, shape, interval)

Arguments

p

Probability.

threshold

Minimum value of the tail.

scale

Scale parameter.

shape

Shape parameter.

interval

a vector containing the end-points of the interval to be searched for the minimum.

Value

Gives the quantiles of the FTG. The length of the result is determined by the length of x.

References

del Castillo, Joan & Daoudi, Jalila & Serra, Isabel. (2012). The full-tails gamma distribution applied to model extreme values. ASTIN Bulletin. <doi:10.1017/asb.2017.9>.

Examples

qFTG(0.5,1,1,1, c(0,10))