rrmvarlmomco {lmomco} | R Documentation |
Reversed Variance Residual Quantile Function of the Distributions
Description
This function computes the Reversed Variance Residual Quantile Function for a quantile function (
par2qua
, qlmomco
). The variance is defined by Nair et al. (2013, p. 58) as
where is the variance of
(the reversed mean residual quantile function,
rrmlmomco
) for nonexceedance probability . The variance of
is provided in
rmvarlmomco
.
Usage
rrmvarlmomco(f, para)
Arguments
f |
Nonexceedance probability ( |
para |
Value
Reversed residual variance value for .
Author(s)
W.H. Asquith
References
Nair, N.U., Sankaran, P.G., and Balakrishnan, N., 2013, Quantile-based reliability analysis: Springer, New York.
See Also
Examples
# It is easiest to think about residual life as starting at the origin, units in days.
A <- vec2par(c(0.0, 264, 1.6), type="gov") # so set lower bounds = 0.0
rrmvarlmomco(0.5, A) # variance at the median reversed mean residual life
## Not run:
A <- vec2par(c(-100, 264, 1.6), type="gov")
F <- nonexceeds(f01=TRUE)
plot(F, rmvarlmomco(F,A), type="l")
lines(F, rrmvarlmomco(F,A), col=2)
## End(Not run)
[Package lmomco version 2.5.1 Index]