lmomco (version 2.3.1)

quakur: Quantile Function of the Kumaraswamy Distribution

Description

This function computes the quantiles $0<x<1$ of the Kumaraswamy distribution given parameters ($\alpha$ and $\beta$) computed by parkur. The quantile function is $$x(F)=(1-(1-F{)}^{1/\beta }{)}^{1/\alpha }\text{,}$$ 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 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

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, pdfkur, lmomkur, parkur

Examples

# NOT RUN {
  lmr <- lmoms(c(0.25, 0.4, 0.6, 0.65, 0.67, 0.9))
  quakur(0.5,parkur(lmr))
# }