qt_mixture: Quantile function

In sp2019-antibiotics/Team-Student: T-Mixture

Description

Quantile function of a mixture of t distributions

Usage

qt.mixture(p, pi, mu, s, df, tol=10*.Machine$double.eps)

Arguments

p	Value at which the Quantile function shall be evaluated (numeric scalar within (0, 1))
pi	Mixture proportions (numeric vector of length K > 0; sum(pi) = 1, entries non-negative)
mu	Component medians (numeric vector of lentgh K)
s	Component sigma's (numeric vector of lentgh K; entries positive)
df	Component degrees of freedom (numeric vector of lentgh K; entries positive)
tol	Numerical tolerance of result (numeric scalar, positive, "small")

Value

Q(y)

Result

Author(s)

Lisa Allmesberger Fabian Bergs Stefan Immler Michael Kässmann

See Also

pt.mixture, bisection.method, weighted.quantile

sp2019-antibiotics/Team-Student documentation built on Nov. 5, 2019, 9:13 a.m.