Finv: Quantile function of margins

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

Quantile function of margins

Description

This function computes the quantile of seven cdf used in Nasri (2022).

Usage

Finv(u, k)

Arguments

u	Vector of probabilities
k	Marginal distribution: [1] Bernoulli(0.8), [2] Poisson(6), [3] Negative binomial with r = 1.5, p = 0.2, [4] Zero-inflated Poisson (10) with w = 0.1 and P(6.67) otherwise, [5] Zero-inflated Gaussian, [6] Discretized Gaussian, [7] Discrete Pareto(1)

Value

x	Vector of quantiles

Author(s)

Bouchra R. Nasri January 2021

References

B.R Nasri (2022). Tests of serial dependence for arbitrary distributions

Examples

x = Finv(runif(40),2)

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