R/qCExpNB.R

In ComRiskModel: Fitting of Complementary Risk Models

#' @export
qCExpNB<-function(p,alpha,s,lambda,log.p = FALSE, lower.tail = TRUE){
	if (log.p == TRUE)
        p <- exp(p)
    if (lower.tail == FALSE)
        p <- 1 - p
	qf <- rep(NaN, length(p))
	t=1/lambda*(1-(((p[p >= 0 & p <= 1]*(((1-lambda)^(-s))-1))+1)^(-1/s)))

	qf[p >= 0 & p <= 1] <- -1/alpha*log(1-t)
    return(qf)
	}