Quantile function of the Extreme-Value Birnbaum-Saunders distribution

Exact quantile function on the response scale. This is the function needed to compute return levels; the generalized extreme-value return-level formula does not apply to the EVBS response, since the response is a monotone transformation of a GEV variate rather than a GEV variate itself.

Usage

qevbs(p, eta, alpha, gama)

Arguments

p

Vector of probabilities in \((0,1)\).

eta

Location on the log scale, typically \(x^\top \beta\).

alpha

Positive shape (scale) parameter.

gama

Extreme-value shape parameter.

Value

A numeric vector of quantiles.

Examples

# 50-year return level from monthly maxima: p = 1 - 1/(12*50)
qevbs(1 - 1 / 600, eta = 2.58, alpha = 0.19, gama = -0.16)
#> [1] 27.75714