quaexp {lmomco}

Quantile Function of the Exponential Distribution

Description

This function computes the quantiles of the Exponential distribution given parameters (\xi and \alpha) computed by parexp. The quantile function is

x(F) = \xi - \alpha \log(1-F) \mbox{,}

where x(F) is the quantile for nonexceedance probability F, \xi is a location parameter, and \alpha is a scale parameter.

Usage

quaexp(f, para, paracheck=TRUE)

Arguments

f

Nonexceedance probability (0 \le F \le 1).

para

The parameters from parexp or vec2par.

paracheck

A logical controlling whether the parameters are checked for validity. Overriding of this check might be extremely important and needed for use of the quantile function in the context of TL-moments with nonzero trimming.

Value

Quantile value for nonexceedance probability F.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., 1990, L-moments—Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105–124.

Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.

Hosking, J.R.M., and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.

See Also

cdfexp, pdfexp, lmomexp, parexp

Examples

  lmr <- lmoms(c(123,34,4,654,37,78))
  quaexp(0.5,parexp(lmr))