{"name":"inverse","title":"Inverse CDF Function","pagetitle":"Inverse CDF Function — inverse","aliases":"inverse","author":"\nJose M. Pavia\n","keywords":[" ~kwd1 "," ~kwd2 "],"description":"

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

","usage":"inverse(f, lower = -Inf, upper = Inf)","arguments":[{"name":"f","description":"

a cdf function for which we want to obtain its inverse.

"},{"name":"lower","description":"

the lower limit of f domain (support of the random variable), default -Inf.

"},{"name":"upper","description":"

the upper limit of f domain (support of the random variable), default Inf.

"}],"has_args":true,"examples":"# NOT RUN {\nf <- function(x) pbeta(x, shape1=2, shape2=3)\nf.inv <- inverse(f,lower=0,upper=1)\nf.inv(.2)\n# }\n","sections":[],"details":"

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

","value":"

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

","references":"

See the references in optim and uniroot.

","note":"

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

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

","seealso":"

dgeometric.test, integrate, optim, random.function,\nsupport.facto and uniroot.

","package":{"package":"GoFKernel","version":"2.1-1"}}

Description

Usage

Arguments

Value

Details

References

See Also

Examples