On Sep 30, 2012, at 5:34 AM, R. Michael Weylandt wrote: > On Sun, Sep 30, 2012 at 10:51 AM, Salma Wafi <salmawaf...@yahoo.com> wrote: >> 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)
No, it does NOT in general or in any of the scenarios you have painted have a uniform distribution. It does, of course, have a range of [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?. > > I repeat myself: if you have fit F() to a log-normal or Weibull > distribution, just use qlnorm() or qweibull() included in base R. If > you still need to fit those distributions, use MASS::fitdistr. And I repeat myself, too. If you want to simulate one of a) an arbitrary survival vector, or b) a lognormal or c) a Weibull, then the Hmisc package has facilities to do each of those. -- David. > > Cheers, > > Michael > >> -- David Winsemius, MD Alameda, CA, USA ______________________________________________ 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.
