qgeneric: Generic function to find quantiles of a distribution

Description

Generic function to find the quantiles of a distribution, given the equivalent probability distribution function.

Usage

qgeneric(pdist, p, ...)

Arguments

pdist

Probability distribution function, for example, pnorm for the normal distribution, which must be defined in the current workspace. This should accept and return vectorised parameters and value

Vector of probabilities to find the quantiles for.

...

The remaining arguments define parameters of the distribution pdist. These MUST be named explicitly. This may also contain the standard arguments log.p (logical; default FALSE, if TRUE,

Value

Vector of quantiles of the distribution at p.

Details

This function is intended to enable users to define "q" functions for new distributions, in cases where the distribution function pdist is available analytically, but the quantile function is not. It works by finding the root of the equation $h(q) = pdist(q) - p = 0$. Starting from the interval $(-1, 1)$, the interval width is expanded by 50% until $h()$ is of opposite sign at either end. The root is then found using uniroot. This assumes a suitably smooth, continuous distribution. An identical function is provided in the msm package.

Examples

Run this code

qnorm(c(0.025, 0.975), 0, 1)
qgeneric(pnorm, c(0.025, 0.975), mean=0, sd=1) # must name the arguments