Description Usage Arguments Details Value See Also Examples
Computes the equicoordinate quantile function of the multivariate normal
distribution for arbitrary correlation matrices
based on inversion of pmvnorm
.
1 2 3 4 |
p |
probability. |
interval |
optional, a vector containing the end-points of the interval to be searched. Does not need to contain the true quantile, just used as starting values by the root-finder. If equal to NULL a guess is used. |
tail |
specifies which quantiles should be computed.
|
mean |
the mean vector of length n. |
corr |
the correlation matrix of dimension n. |
sigma |
the covariance matrix of dimension n. Either |
algorithm |
an object of class |
ptol, maxiter, trace |
Parameters passed to the stochastic root-finding
algorithm. Iteration stops when the 95% confidence interval
for the predicted quantile is inside [p-ptol, p+ptol]. |
... |
additional parameters to be passed to
|
Only equicoordinate quantiles are computed, i.e., the quantiles in each dimension coincide. The result is seed dependend.
A list with two components: quantile
and f.quantile
give the location of the quantile and the difference between the distribution
function evaluated at the quantile and p
.
1 |
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