qLambertW {LambertW}R Documentation

Quantile function

Description

Computes the quantiles given a probability level p.

Usage

qLambertW(p, theta, distname = "normal")

Arguments

p vector of probability levels
theta parameter vector
distname input distribution

Value

Value(s) of quantile(s) that result(s) in probability level(s) p.

Author(s)

Georg M. Goerg

References

Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished

Examples


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))

[Package LambertW version 0.1.6 Index]