qBM {flood}

Block maxima distribution

Description

Calculates quantiles of a block maxima distribution.

Usage

qBM(p, b, param)

Arguments

p

vector of probabilities.

b

block length (in general b \ge 2).

param

three-dimensional vector with location (mu), scale (sigma) and shape (xi) parameter.

Details

Formular of a block maxima distribution function:

F_j(x)=F_j^{(b)}(x)=\left[2\cdot T_{1/\xi}\left(\left\{1+\xi\frac{x-\mu_j}{\sigma_j}\right\}\cdot T_{1/\xi}^{-1}\left(1-\frac{1}{2b}\right)\right)-1\right]^b,

where T_{\nu} denote the t-distribution function with \nu degrees of freedom.

Value

Quantile of a block maxima distribution.

Examples

qBM(p=c(0.75, 0.99), b=12, param=c(2,1,0.2))