qkend function

Quantiles of Kendall stable distribution

qkend(m_alpha)

Arguments

• m_alpha: function giving moments of order alpha of step dist.

Returns

function function returning quantiles of given orders

Examples

qKend <- qkend(function(x) 1)
# Step distribution: delta_{1}
qKendall <- qKend(c(0.1, 0.9), 0.5)
# Quantiles of order 0.1 and 0.9 for alpha = 0.5