R help - Mar 2012 - Numerical Inversion of Cumulative Distribution Function

Dear R users, 

Given a user-defined cumulative distribution function F, I want to compute
F^{-1}(x). How is that possible with R?

Best Regards, 

-- 

Gildas Mazo 
PhD student 
MISTIS team at INRIA 
Grenoble, France 


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Check function uniroot().

I hope it helps.

Best,
Dimitris



On 3/6/2012 7:47 PM, Gildas Mazo wrote:
> Dear R users,
>
> Given a user-defined cumulative distribution function F, I want to compute
F^{-1}(x). How is that possible with R?
>
> Best Regards,
>
-- 
Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
Tel: +31/(0)10/7043478
Fax: +31/(0)10/7043014
Web: http://www.erasmusmc.nl/biostatistiek/

On Mar 6, 2012, at 1:47 PM, Gildas Mazo wrote:
> Dear R users,
>
> Given a user-defined cumulative distribution function F, I want to  
> compute F^{-1}(x).
Isn't this quantile()?  (But pay attention to the type ....  some say  
to use type=1.)

Alternatively: If  q = CDF(x) then generate a matrix of independently  
random (q,x) pairs  on a large sample. Wouldn't the matrix of (x,q)  
pairs then be something to work with?

(This has been asked several many times on R-help, so you could  
practice your use of the search facilities. Here's a MarkMail link:

http://markmail.org/search/?q=list%3Aorg.r-project.r-help+inverse+cumulative+distribution

-- 

David Winsemius, MD
West Hartford, CT