Evaluate the quantile function (CDF^-1) of the skew stable distribution with parameters pars = c(alpha, beta, sigma, mu) at the points given in p. parametrization argument specifies the parametrization used for the distribution as described by JP Nolan (1997). The default value is parametrization = 0. tol sets the relative error tolerance (precission) to tol. The default value is tol = 1e-12.
stable_q(p, pars, parametrization = 0L, tol = 1e-12)
Vector of points where the quantile function will be evaluated, with 0 < p[i] < 1.0
Vector with an initial estimation of the parameters. pars_init = c(alpha, beta, sigma, mu)
, where
alpha: shape / stability parameter, with 0 < alpha <= 2.
beta: skewness parameter, with -1 <= beta <= 1.
sigma: scale parameter, with 0 < sigma.
mu: location parameter, with mu real.
Parametrization used for the skew stable distribution, as defined by JP Nolan (1997). By default, parametrization = 0.
Relative error tolerance (precission) of the calculated values. By default, tol = 1e-12.
A numeric vector.