inverse: Inverse CDF Function

In GoFKernel: Testing Goodness-of-Fit with the Kernel Density Estimator

Description

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

Usage

inverse(f, lower = -Inf, upper = Inf)

Arguments

f	a cdf function for which we want to obtain its inverse.
lower	the lower limit of f domain (support of the random variable), default -Inf.
upper	the upper limit of f domain (support of the random variable), default Inf.

Details

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

Value

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

Note

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

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

Author(s)

Jose M. Pavia

References

See the references in optim and uniroot.

See Also

dgeometric.test, integrate, optim, random.function, support.facto and uniroot.

Examples

f <- function(x) pbeta(x, shape1=2, shape2=3)
f.inv <- inverse(f,lower=0,upper=1)
f.inv(.2)

Example output

Loading required package: KernSmooth
KernSmooth 2.23 loaded
Copyright M. P. Wand 1997-2009
[1] 0.2123161

GoFKernel documentation built on May 2, 2019, 11:41 a.m.