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