s.gld.quantile

This function calculates the quantiles of a Generalized Lambda Distribution (FKML).

Methods and tools for model selection and multi-model inference (Burnham and Anderson (2002) <doi:10.1007/b97636>, among others).
'SUR' (for parameter estimation), 'logit'/'probit' (for binary classification), and 'VARMA' (for time-series forecasting) are implemented.
Evaluations are both in-sample and out-of-sample.
It is designed to be efficient in terms of CPU usage and memory consumption.

Ramin Mojab

Automated Uncertainty Analysis

Stephen Becker

s.gld.quantile function

<dl><dt>probs</dt>
<dd>A numeric vector of probabilities.</dd>
<dt>p1</dt>
<dd>Numeric value representing the first parameter of the distribution (location of the distribution).</dd>
<dt>p2</dt>
<dd>Numeric value representing the second parameter of the distribution (scale of the distribution).</dd>
<dt>p3</dt>
<dd>Numeric value representing the third parameter of the distribution (skewness of the distribution).</dd>
<dt>p4</dt>
<dd>Numeric value representing the fourth parameter of the distribution (kurtosis of the distribution).</dd></dl>

Arguments

GLD Quantile Function — s.gld.quantile

<dl>

<dt>probs</dt>
<dd>A numeric vector of probabilities.</dd>


<dt>p1</dt>
<dd>Numeric value representing the first parameter of the distribution (location of the distribution).</dd>


<dt>p2</dt>
<dd>Numeric value representing the second parameter of the distribution (scale of the distribution).</dd>


<dt>p3</dt>
<dd>Numeric value representing the third parameter of the distribution (skewness of the distribution).</dd>


<dt>p4</dt>
<dd>Numeric value representing the fourth parameter of the distribution (kurtosis of the distribution).</dd>

</dl>

s.gld.quantile: GLD Quantile Function

Description

Usage

Value

Arguments

Details

See Also

Examples