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lmomco (version 1.7.3)

quakur: Quantile Function of the Kumaraswamy Distribution

Description

This function computes the quantiles $0 < x < 1$ of the Kumaraswamy distribution given parameters ($\alpha$ and $\beta$) of the distribution computed by parkur. The quantile function of the distribution is

$$x(F) = (1 - (1-F)^{1/\beta})^{1/\alpha} \mbox{,}$$

where $x(F)$ is the quantile for nonexceedance probability $F$, $\alpha$ is a shape parameter, and $\beta$ is a shape parameter.

Usage

quakur(f, para, paracheck=TRUE)

Arguments

f
Nonexceedance probability ($0 \le F \le 1$).
para
The parameters from parkur or similar.
paracheck
A logical controlling whether the parameters and checked for validity. Overriding of this check might be extremely important and needed for use of the distribution quantile function in the context of TL-moments with nonzero trimming.

Value

  • Quantile value for nonexceedance probability $F$.

References

Jones, M.C., 2009, Kumaraswamy's distribution---A beta-type distribution with some tractability advantages: Statistical Methodology, v.6, pp. 70--81.

See Also

cdfkur, parkur

Examples

Run this code
lmr <- lmom.ub(c(0.25, 0.4, 0.6, 0.65, 0.67, 0.9))
  quakur(0.5,parkur(lmr))

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