On Sat, Sep 29, 2012 at 6:23 PM, Salma Wafi <salmawaf...@yahoo.com> wrote: > 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?.
If F is a standard distribution, the q*** functions are what you are likely looking for. If F is an empirical fit, you'll have to roll your own but it's not hard. Take a look at the ?ecdf function for some inspiration. Michael > > Thanks in advance. > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
