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.
quagdd(f, para, paracheck=TRUE, silent=TRUE, ...)Quantile value for nonexceedance probability \(F\).
Nonexceedance probability (\(0 \le F \le 1\)).
The parameters from pargdd or vec2par.
A logical controlling whether the parameters are checked for validity.
The argument of silent for the try() operation wrapped on integrate().
Additional arguments to pass.
W.H. Asquith
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").
cdfgdd, pdfgdd, lmomgdd, pargdd