| Library: | distribs |
| See also: | pdfhyp cdfhyp mlhyp rndhyp |
| Quantlet: | qhyp | |
| Description: | generates the p-th quantile of Hyperbolic (HYP) distributed variable in the interval [a,b] |
| Usage: | y = qhyp(p,a,b,alpha,beta,delta,mu) | |
| Input: | ||
| p | scalar, probability of HYP variable | |
| a | scalar, lower bound of the quantile | |
| b | scalar, upper bound of the quantile | |
| alpha | scalar, parameter of HYP variable | |
| beta | scalar, parameter of HYP variable | |
| delta | scalar, parameter of HYP variable | |
| mu | scalar, parameter of HYP variable | |
| Output: | ||
| y | scalar, p-th quantile of the HYP variable | |
library("distribs")
lambda = 1
alpha = 1
beta = 0
delta = 1
mu =0
p = aseq(0.01,5,0.1)
a = matrix(5,1)*(-5)
b = matrix(5,1)*5
y = qhyp(p,a,b,alpha,beta,delta,mu)
y
Contents of y [1,] -4.3242 [2,] -1.838 [3,] -1.1261 [4,] -0.66528 [5,] -0.29884