Inverse CDF Function

Description

Function to calculate the inverse function of a cumulative distribution function.

Usage

inverse(f, lower = -Inf, upper = Inf)

Arguments

Details

inverse is called by random.function and calculates the inverse of a given function f. inverse has been specifically designed to compute the inverse of the cumulative distribution function of an absolutely continuous random variable, therefore it assumes there is only a root for each value in the interval (0,1) between f(lower) and f(upper). It is for internal use in dgeometric.test.

Value

A function, the inverse function of a cumulative distribution function f.

Note

This function uses either optim with default options method="L-BFGS-B" or uniroot to derive the inverse function.

The upper endpoint must be strictly larger than the lower endpoint.

Author(s)

Jose M. Pavia

References

See the references in optim and uniroot.

See Also

dgeometric.test, integrate, optim, random.function, support.facto and uniroot.

Examples

f <- function(x) pbeta(x, shape1=2, shape2=3)
f.inv <- inverse(f,lower=0,upper=1)
f.inv(.2)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(GoFKernel)
Loading required package: KernSmooth
KernSmooth 2.23 loaded
Copyright M. P. Wand 1997-2009
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/GoFKernel/inverse.Rd_%03d_medium.png", width=480, height=480)
> ### Name: inverse
> ### Title: Inverse CDF Function
> ### Aliases: inverse
> ### Keywords: ~kwd1 ~kwd2
> 
> ### ** Examples
> 
> f <- function(x) pbeta(x, shape1=2, shape2=3)
> f.inv <- inverse(f,lower=0,upper=1)
> f.inv(.2)
[1] 0.2123161
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>