qig {ig}R Documentation

Quantile function (qf) of the inverse Gaussian type distribution

Description

Quantile function for the IGDT with mean mu, scale parameter lambda and associated kernel g.

Usage

qig(p, mu = 1, lambda = 1, kernel = "normal", parameter.nu = 1, lower.tail = TRUE, log.p = FALSE)

Arguments

p Vector of quantiles.
mu Mean.
lambda Scale parameter.
kernel Kernel of the pdf of the associated symmetrical distribution by means of which the IGTD is obtained. The kernels: "Laplace", "logistic", "normal" and "t" are available.
parameter.nu Additional parameter of the IGTD when the t kernel is used.
lower.tail Logical; if TRUE (default), probabilities are P[X <= x],
otherwise, P[X > x].
log.p Logical; if TRUE, probabilities pr are given as log(pr).

Details

Unfortunately, it is not possible to find the qf of the IGTD in a closed analytical form, so these values must be obtained by numerical methods.

Value

qig() gives the qf of an IGTD.

Author(s)

Víctor Leiva <victor.leiva@uv.cl>, Hugo Hernández <hugo.hernandez@msn.com>, and Antonio Sanhueza <asanhue@ufro.cl>.

References

Sanhueza, A., Leiva, V. and Balakrishnan, N. (2007). A new class of inverse Gaussian type distributions. Metrika (in press).

Examples

## Compute the 50
## of the IGT with mu=1, lambda=1 and kernel="normal"
x <- 0.5
q <- qig(0.5,mu=1.0,lambda=1.0,kernel="normal")
q

[Package ig version 1.0 Index]