cdf2quantile {dsfa}

R Documentation

Inverse cumulative distribution function

Description

Inverse cumulative distribution function

Usage

cdf2quantile(p, cdf, interval = c(-3, 3), ...)

Arguments

p	numeric vector of probabilities.
cdf	function, cumulative distribution function which to invert.
interval	numeric vector of length 2, determining the lower and upper bound of the uniroot interval
...	other arguments for the cdf, e.g. mu, sigma_v, sigma_u, s...

Details

Code is a clone from the package 'gbutils'.

Value

Numeric vector of p evaluated in the inverse cdf.

Examples

q=5
cdf <- pnorm(q=q, mean=1, sd=2)
q_numeric <- cdf2quantile(p=cdf, cdf=pnorm, mean=1, sd=2)
all.equal(q,q_numeric)

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