qgeneric {msm} | R Documentation |
Generic function to find quantiles of a distribution
Description
Generic function to find the quantiles of a distribution, given the equivalent probability distribution function.
Usage
qgeneric(pdist, p, special = NULL, ...)
Arguments
pdist |
Probability distribution function, for example,
|
p |
Vector of probabilities to find the quantiles for. |
special |
Vector of character strings naming arguments of the
distribution function that should not be vectorised over. Used, for example,
for the |
... |
The remaining arguments define parameters of the distribution
This may also contain the standard arguments If the distribution is bounded above or below, then this should contain
arguments |
Details
This function is intended to enable users to define "q"
functions for
new distributions, in cases where the distribution function pdist
is
available analytically, but the quantile function is not.
It works by finding the root of the equation h(q) = pdist(q) - p = 0
.
Starting from the interval (-1, 1)
, the interval width is expanded by
50% until h()
is of opposite sign at either end. The root is then
found using uniroot
.
This assumes a suitably smooth, continuous distribution.
An identical function is provided in the flexsurv package.
Value
Vector of quantiles of the distribution at p
.
Author(s)
Christopher Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
Examples
qnorm(c(0.025, 0.975), 0, 1)
qgeneric(pnorm, c(0.025, 0.975), mean=0, sd=1) # must name the arguments