getQuantile: Obtain Quantile from Distribution Function
In LuisBenavides/SNS: Sequential Normal Scores in Statistical Process Management

Get the quantile theta from several distributions with user defined mean and variance.

getQuantile(
  Ftheta,
  mu,
  sigma,
  dist,
  par.location = 0,
  par.scale = 1,
  par.shape = 1,
  dist.par = NULL
)

`Ftheta`	scalar. Quantile of the data distribution. The values that take are between (0,1).
`mu`	scalar. Expected value of the desired distribution.
`sigma`	scalar. Standard deviation of the desired distribution.
`dist`	character string. Select from: "Uniform: Continuous Uniform distribution . "Normal": Normal distribution (default). "Normal2": Squared Normal distribution (also known as Chi-squared). "DoubleExp": Double exponential distribution (also known as Laplace distribution). "DoubleExp2": Double exponential squared distribution from a `DoubleExp(0,1)`. "LogNormal": Lognormal distribution. "Gamma": Gamma distribution. "Weibull": Weibull distribution. "t": Student-t distribution.
`par.location`	scalar. Location parameter of the desired distribution. Default 0**.
`par.scale`	scalar. Scale parameter of the desired distribution. Default 1**.
`par.shape`	scalar. Shape parameter of the desired distribution, Default 1.
`dist.par`	vector. Overwrite `par.location`, `par.scale`, `par.shape`. Depends on the distribution (default `NULL`): "Uniform: no matter how is defined always gives numbers between 0 and 1. "Normal": c(location, scale). "Normal2": c(location, scale). "DoubleExp": c(location, scale). "DoubleExp2": c(location, scale). "LogNormal": c(location, scale). "Gamma": c(scale, shape). "Weibull": c(shape, scale). "t": c(degrees of freedom).