qBM {flood} | R Documentation |
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 |
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))
[Package flood version 0.1.1 Index]