Hello,
I am trying to generate random survival times by inverting the function, S(t)=
exp(b*F(t)), where b is constant and F(t) is some cumulative distribution
function, let say that F(t) is cdf of normal distribution or any others
distributions.
as we know that S(t) has uniform distribution on (0,1) so we can write that
U= exp(b*F(t)), where U is uniform (0,1). Now to generat the time t, we do
log(U)= b* F(t)
(log(U))/ b = F(t) and then t = F((log(U))/b)^(-1).
My Question is how we can get the inverse function for the cumulative
distribution F(t) in R?. Is there any package in R can help to invert some
function especially if this function is pdf or cdf?.
Thanks in advance.
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