Re: [R] Quantile function for the generalized beta distribution of the 2nd kind

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Mon 12 Dec 2005 - 19:29:26 EST

Don't you want to use uniroot() to find quantiles? It is the usual way.

Note that if you use integrate(), the result is not guaranteed to be smooth function of the parameters. I may well help to decrease the tolerances.

> but it doesn't work

Please see the posting guide, and tell us useful information about what precisely happened.

On Sun, 11 Dec 2005, Florent Bresson wrote:

> I have succeded in defining the cdf of the generalized
> beta of the second kind, eg.
>
> pgbeta2 <- function(quint,b,a,p1,p2) {
> integrate(function(x)
> {exp(log(a)+(a*p1-1)*log(x)-(a*p1)*log(b)-log(beta(p1,p2))-(p1+p2)*log(1+(x/b)^a))},0,quint)$value
> }
>
> but I'm facing problems with the quantile function. I
> tried something like
>

> qgbeta2 <- function(proba,b,a,p1,p2) {
> optimize(function(z)
> {(proba-pgbeta2(z,b,a,p1,p2))^2},lower=0,
> upper=10^200) }
>
> but it doesn't work. I tried with other non linear
> optimization command like optim but it is apparently
> not the solution.
> Any idea ?
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Received on Mon Dec 12 19:41:44 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:41:35 EST