qFTG {distTails} | R Documentation |
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))
[Package distTails version 0.1.2 Index]