lmomco (version 2.2.5)

quanor: Quantile Function of the Normal Distribution

Description

This function computes the quantiles of the Normal distribution given parameters ($\mu$ and $\sigma$) computed by parnor. The quantile function has no explicit form (see cdfnor and qnorm). The parameters have the following interpretations: $\mu$ is the arithmetic mean and $\sigma$ is the standard deviation. The R function qnorm is used.

Usage

quanor(f, para, paracheck=TRUE)

Arguments

f

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

para

The parameters from parnor 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 $F$.

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

cdfnor, pdfnor, lmomnor, parnor

Examples

  lmr <- lmoms(c(123,34,4,654,37,78))
  quanor(0.5,parnor(lmr))