Dear All,
Thank you very much for your kind and response.
Actually, S(t) = exp(b* F(t)) represent one of survival models, where F(t) is
known cumulative distribtion function. So, that is why I need to generate the
survival times T based on this model. Then for generating time I have to invert
S(t) as following,
Since, 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).
Now in case F(t) is cdf of Lognormal distribution or Weibull distribution
My Question is how we can get the inverse of 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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