Quantile function for the generalized beta distribution of the 2nd kind
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 ?
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