cdfst3: Cumulative Distribution Function of the 3-Parameter Student t Distribution
Description
This function computes the cumulative probability or nonexceedance probability of the 3-parameter Student t distribution given parameters (\(\xi\), \(\alpha\), \(\nu\)) computed by parst3. There is no explicit solution for the cumulative distribution function for value X but built-in R functions can be used. For U = \(\xi\) and A = \(\alpha\) and for \(1.001 \le \nu \le 10^5.5\), one can use pt((X-U)/A, N) for N = \(\nu\). The R function pt is used for the 1-parameter Student t cumulative distribution function. The limits for \(\nu\) stem from study of ability for theoretical integration of the quantile function to produce viable \(\tau_4\) and \(\tau_6\) (see inst/doc/t4t6/studyST3.R).
Usage
cdfst3(x, para, paracheck=TRUE)
Value
Nonexceedance probability (\(F\)) for \(x\).
Arguments
x
A real value vector.
para
The parameters from parst3 or vec2par.
paracheck
A logical on whether the parameter should be check for validity.
Author
W.H. Asquith
References
Asquith, W.H., 2011, Distributional analysis with L-moment statistics using the R environment for statistical computing: Createspace Independent Publishing Platform, ISBN 978--146350841--8.