CdfInv {CopulaInference}

Quantile function

Description

This function computes the inverse of the cdf of a finite distribution for a vector of probabilities.

Usage

CdfInv(u, y, Fn)

Arguments

u

Vector of probabilities

y

Ordered values

Fn

Cdf

Value

x

Vector of quantiles

Examples

y=c(0,1,2)
Fn = c(0.5,0.85,1)
out=CdfInv(c(1:9)/10,y,Fn)