quast3 {lmomco} | R Documentation |
Quantile Function of the 3-Parameter Student t Distribution
Description
This function computes the quantiles of the 3-parameter Student t distribution given parameters (,
,
) computed by
parst3
. There is no explicit solution for the quantile function for nonexceedance probability F
but built-in R functions can be used. The implementation is U
= and
A
= for
, one can use
U + A*qt(F, N)
where qt
is the 1-parameter Student t quantile function. The numerically accessible range of implementation here and consistency to the and
is
. 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
quast3(f, para, paracheck=TRUE)
Arguments
f |
Nonexceedance probability ( |
para |
|
paracheck |
A logical on 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 .
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
cdfst3
, pdfst3
, lmomst3
, parst3
Examples
lmr <- lmoms(c(123, 34, 4, 654, 37, 78))
quast3(0.75, parst3(lmr))