quantile()
is the inverse of cdf()
.
Usage
# S3 method for class 'FisherF'
quantile(x, probs, drop = TRUE, elementwise = NULL, ...)
Arguments
- x
A
FisherF
object created by a call toFisherF()
.- probs
A vector of probabilities.
- drop
logical. Should the result be simplified to a vector if possible?
- elementwise
logical. Should each distribution in
x
be evaluated at all elements ofprobs
(elementwise = FALSE
, yielding a matrix)? Or, ifx
andprobs
have the same length, should the evaluation be done element by element (elementwise = TRUE
, yielding a vector)? The default ofNULL
means thatelementwise = TRUE
is used if the lengths match and otherwiseelementwise = FALSE
is used.- ...
Arguments to be passed to
qf
. Unevaluated arguments will generate a warning to catch mispellings or other possible errors.
Value
In case of a single distribution object, either a numeric
vector of length probs
(if drop = TRUE
, default) or a matrix
with
length(probs)
columns (if drop = FALSE
). In case of a vectorized
distribution object, a matrix with length(probs)
columns containing all
possible combinations.
Examples
set.seed(27)
X <- FisherF(5, 10, 0.2)
X
#> [1] "FisherF(df1 = 5, df2 = 10, lambda = 0.2)"
random(X, 10)
#> [1] 3.1450634 0.2781146 0.5846266 0.8103721 0.6263227 2.4989529 0.6281965
#> [8] 0.3110039 0.5357005 0.4882204
pdf(X, 2)
#> [1] 0.1699603
log_pdf(X, 2)
#> [1] -1.77219
cdf(X, 4)
#> [1] 0.9667464
quantile(X, 0.7)
#> [1] 1.467954
cdf(X, quantile(X, 0.7))
#> [1] 0.7
quantile(X, cdf(X, 7))
#> [1] 7