Nothing
#############################################################################
# inverse of gamma CDF - inverse of F(x|alpha, delta) with respect to x #
#############################################################################
inxncgamma <- function(p, alpha, delta)
{
errortol <- 1e-12
maxitr <- 50000
d <- delta
k <- ceiling(d / 2)
a <- alpha + k
z <- qnorm(p)
x0 <- ((a+4*d)*(z+((a+2*d)^2/(a+4*d)-1)^0.5)^2)/(a+2*d)
xn <- x0
it <- 1
convnewton <- FALSE
while (!convnewton)
{
x <- xn
gamac <- pgamma(x,a)
gamad <- gamac
gxd <- exp(a*log(x)-x-lgamma(a+1))
gxc <- gxd * a / x
hxc <- gxd * a / x
hxd <- hxc
ppoic <- dpois(k, d / 2)
ppoid <- ppoic
remain <- 1 - ppoic
cdf <- ppoic * gamac
g <- ppoic * hxc
i <- 1
convergiu <- FALSE
while (!convergiu)
{
gxc <- gxc * x / (a + i - 1)
gamac <- gamac - gxc
hxc <- hxc * x / (a + i - 1)
ppoic <- ppoic * (d / 2) / (k + i)
cdf <- cdf + ppoic * gamac
g <- g + ppoic * hxc
error <- remain * gamac
remain <- remain - ppoic
if (i > k)
{
if ((error <= errortol) | (i > maxitr)) convergiu <- TRUE
i <- i + 1
} else
{
gxd <- gxd * (a + 1 - i) / x
gamad <- gamad + gxd
hxd <- hxd * (a - i) / x
ppoid <- ppoid * (k - i + 1) / (d / 2)
cdf <- cdf + ppoid * gamad
g <- g + ppoid * hxd
remain <- remain - ppoid
if ((remain <= errortol) | (i > maxitr)) convergiu <- TRUE
i <- i + 1
}
} # achieved convergence
if (x - (cdf - p) / g <= 0)
{
xn <- x / 2
}else
{
xn <- x - (cdf - p) / g
}
if ((abs(xn - x) <= x * errortol) | (it > maxitr)) convnewton <- TRUE
it <- it + 1
} # end while convnewton
return(xn)
}
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