CdfInv: Quantile function

In CopulaInference: Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

Quantile function

Description

This function computes the inverse of the cdf of a finite distribution for a vector of probabilities.

Usage

CdfInv(u, y, Fn)

Arguments

u	Vector of probabilities
y	Ordered values
Fn	Cdf

Value

x	Vector of quantiles

Examples

y=c(0,1,2)
Fn = c(0.5,0.85,1)
out=CdfInv(c(1:9)/10,y,Fn)

CopulaInference documentation built on April 21, 2023, 9:07 a.m.