Runuran (version 0.7.1)

uqhinv: Quantile function using UNU.RAN method HINV

Description

Evaluates quantile of distribution approximately using UNU.RAN method HINV.

Usage

uqhinv(unur, U)

Arguments

unur

a "unuran" object using method HINV.

U

vector of probabilities.

Details

This routine evaluates the quantiles (inverser CDF) for a given (vector of) probabilities approximately. It requires a "unuran" object that uses method HINV and thus contains the information about the target distribution.

References

W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg.

See Also

unuran.

Examples

## Compute quantiles of normal distribution
unr <- unuran.new("normal()","hinv")
uqhinv(unr,0.975)
uqhinv(unr,c(0.025,0.975))

## Compute quantiles of user-defined distribution
cdf <- function (x) { 1.-exp(-x) }
pdf <- function (x) { exp(-x) }
dist <- new("unuran.cont", cdf=cdf, pdf=pdf, lb=0, islog=FALSE)
unr <- unuran.new(dist, "hinv; u_resolution=1.e-12")
uqhinv(unr,seq(0,1,0.05))