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lmomco (version 2.5.3)

quagdd: Quantile Function of the Gamma Difference Distribution

Description

This function computes the quantiles of the Gamma Difference distribution (Klar, 2015) given parameters (\(\alpha_1 > 0\), \(\beta_1 > 0\), \(\alpha_2 > 0\), \(\beta_2 > 0\)) computed by pargdd. The quantile function requires numerical rooting of the cumulative distribution function cdfgdd.

Usage

quagdd(f, para, paracheck=TRUE, silent=TRUE, ...)

Value

Quantile value for nonexceedance probability \(F\).

Arguments

f

Nonexceedance probability (\(0 \le F \le 1\)).

para

The parameters from pargdd or vec2par.

paracheck

A logical controlling whether the parameters are checked for validity.

silent

The argument of silent for the try() operation wrapped on integrate().

...

Additional arguments to pass.

Author

W.H. Asquith

References

Klar, B., 2015, A note on gamma difference distributions: Journal of Statistical Computation and Simulation v. 85, no. 18, pp. 1--8, tools:::Rd_expr_doi("10.1080/00949655.2014.996566").

See Also

cdfgdd, pdfgdd, lmomgdd, pargdd