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Dataplot Vol 2 Vol 1

MIEPPF

Name:
    MIEPPF (LET)
Type:
    Library Function
Purpose:
    Compute the Mielke's beta-kappa percent point function with shape parameters k and theta.
Description:
    The standard form of Mielke's beta-kappa distribution has the following percent point function:

      G(p;k,theta) = [p**(theta/k)/(1-p**(theta/k))]**(1/theta)
 0 < p < 1; k, theta > 0

    The Mielke's beta-kappa distribution can be generalized with location and scale parameters (u and beta, respectively) using the formula

      G(p;k,theta,loc,scale) = u + beta*G(p;k,theta,0,1)
Syntax:
    LET <y> = MIEPPF(<p>,<k>,<theta>,<u>,<beta>)
                            <SUBSET/EXCEPT/FOR qualification>
    where <p> is a number, parameter, or variable in the range [0,1];
                <k> is a number, parameter, or variable that specifies the first shape parameter;
                <theta> is a number, parameter, or variable that specifies the second shape parameter;
                <u> is a number, parameter, or variable that specifies the location parameter;
                <beta> is a number, parameter, or variable that specifies the scale parameter;
                <y> is a variable or a parameter (depending on what <x> is) where the computed Mielke's beta-kappa ppf value is stored;
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.

    The <u> and <beta> parameters are optional.

Examples:
    LET A = MIEPPF(0.95,0.5,2,0,1.5)
    LET X2 = MIEPPF(P1,K,THETA)
Default:
    None
Synonyms:
    None
Related Commands:
    MIECDF = Compute Miekle's beta-kappa cumulative distribution function.
    MIEPDF = Compute Miekle's beta-kappa probability density function.
    KAPPDF = Compute the Kappa probability density function.
    BETPDF = Compute the beta probability density function.
    FPDF = Compute the F probability density function.
    GAMPDF = Compute the gamma probability density function.
    NCBPDF = Compute the non-central beta probability density function.
    NORPDF = Compute the normal probability density function.
Reference:
    Hosking and Wallis (1997), "Regional Frequency Analysis", Cambridge University Press, Appendix A10.

    Johnson, Kotz, and Balakrishnan (1994), "Continuous Univariate Distributions: Volume 2", 2nd. Ed., John Wiley and Sons, p. 351.

Applications:
    Distributional Modeling
Implementation Date:
    1996/1: Original implementation as KAPPPF
    2008/5: Renamed as MIEPPF (KAPPPF now refers to regular Kappa distribution)
    2008/5: Beta parameter now properly treated as a scale parameter (was previously treated as a shape parameter)
Program:
    LET KP = DATA 0.5  1  1.5  2.0
    LET T1 = 0.5
    LET T2 = 1
    LET T3 = 1.5
    LET T4 = 2
    .
    MULTIPLOT 2 2
    MULTIPLOT CORNER COORDINATES 0 0 95 95
    MULTIPLOT SCALE FACTOR 2
    TITLE CASE ASIS
    TITLE OFFSET 2
    X3LABEL
    LINE COLOR BLACK BLUE RED GREEN
    .
    LOOP FOR LL = 1 1 4
       LET K = KP(LL)
       TITLE K = ^K, Theta = 0.5, 1, 1.5, 2
       PLOT MIEPPF(P,K,T1) FOR P = 0.01  0.01  0.80  AND
       PLOT MIEPPF(P,K,T2) FOR P = 0.01  0.01  0.97  AND
       PLOT MIEPPF(P,K,T3) FOR P = 0.01  0.01  0.99  AND
       PLOT MIEPPF(P,K,T4) FOR P = 0.01  0.01  0.99
    END OF LOOP
    END OF MULTIPLOT
    .
    JUSTIFICATION CENTER
    MOVE 50 97
    TEXT Mielke's Beta-Kappa PPF Functions
        
    plot generated by sample program

Date created: 1/26/2009
Last updated: 1/26/2009
Please email comments on this WWW page to alan.heckert@nist.gov.