qLambertW {LambertW} | R Documentation |
Computes the quantiles given a probability level p.
qLambertW(p, theta, distname = "normal")
p |
vector of probability levels |
theta |
parameter vector |
distname |
input distribution |
Value(s) of quantile(s) that result(s) in probability level(s) p.
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished
p.v=c(0.1, 0.5, 0.9, 0.95,0.99) qnorm(p.v) sapply(p.v, qLambertW, theta=c(0,0,1)) # should give the same as above # positively skewed data -> quantiles are lower qLambertW(p.v, theta=c(0.1,0,1)) qLambertW(p.v, theta=c(0.3,0,1))