qualap {lmomco}

Quantile Function of the Laplace Distribution

Description

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

x(F) = \xi + \alpha\times\log(2F)\mbox{,}

for F \le 0.5, and

x(F) = \xi - \alpha\times\log(2(1-F))\mbox{,}

for F > 0.5, where x(F) is the quantile for nonexceedance probability F, \xi is a location parameter, and \alpha is a scale parameter.

Usage

qualap(f, para, paracheck=TRUE)

Arguments

f

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

para

The parameters from parlap 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 for nonexceedance probability F.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., 1986, The theory of probability weighted moments: IBM Research Report RC12210, T.J. Watson Research Center, Yorktown Heights, New York.

See Also

cdflap, pdflap, lmomlap, parlap

Examples

  lmr <- lmoms(c(123,34,4,654,37,78))
  qualap(0.5,parlap(lmr))