cdfst3 {lmomco} | R Documentation |
Cumulative Distribution Function of the 3-Parameter Student t Distribution
Description
This function computes the cumulative probability or nonexceedance probability of the 3-parameter Student t distribution given parameters (,
,
) computed by
parst3
. There is no explicit solution for the cumulative distribution function for value X
but built-in R functions can be used. For U
= and
A
= and for
, one can use
pt((X-U)/A, N)
for N
= . The R function
pt
is used for the 1-parameter Student t cumulative distribution function. The limits for stem from study of ability for theoretical integration of the quantile function to produce viable
and
(see
inst/doc/t4t6/studyST3.R
).
Usage
cdfst3(x, para, paracheck=TRUE)
Arguments
x |
A real value vector. |
para |
|
paracheck |
A logical on whether the parameter should be check for validity. |
Value
Nonexceedance probability () for
.
Author(s)
W.H. Asquith
References
Asquith, W.H., 2011, Distributional analysis with L-moment statistics using the R environment for statistical computing: Createspace Independent Publishing Platform, ISBN 978–146350841–8.
See Also
pdfst3
, quast3
, lmomst3
, parst3
Examples
lmr <- lmoms(c(123, 34, 4, 654, 37, 78))
cdfst3(191.5143, parst3(lmr)) # 75th percentile