Returns the inverse cumulative distribution, aka quantile, function for a distribution evaluated at a given point between 0 and 1.
# S3 method for Distribution
quantile(x, p, ..., lower.tail = TRUE,
log.p = FALSE, simplify = TRUE)
Distribution.
vector of probabilities to evaluate function at.
additional arguments.
logical; if TRUE, probabilities p are given as log(p).
logical; if TRUE then \(q_X(exp(p))\) is returned.
if TRUE (default) returns results in simplest form (vector or data.table) otherwise as data.table.
Inverse cumulative distribution funciton evaluated at given points as either a numeric if simplify
is TRUE
or as a data.table.
$quantile(p, ..., lower.tail = TRUE, log.p = FALSE, simplify = TRUE)
The quantile function, \(q_X\), is the inverse cdf, i.e. $$q_X(p) = F^{-1}_X(p) = \inf\{x \in R: F_X(x) \ge p\}$$
If lower.tail
is FALSE then \(q_X(1-p)\) is returned.
If available a quantile will be returned without warning using an analytic expression. Otherwise,
if the distribution has not been decorated with FunctionImputation
, NULL
is returned.
To impute the quantile, use decorate(distribution, FunctionImputation)
, this will provide a numeric
calculation for the quantile with warning.
Additional named arguments can be passed, which are required for composite distributions such as
ProductDistribution
and ArrayDistribution
.
pdf
, cdf
, rand
for other statistical functions.
FunctionImputation
, decorate
for imputing missing functions.