[R] Quantile function for the generalized beta distribution of the 2nd kind (Florent Bresson)

[Christian Kleiber]

No need for integrate(), uniroot(), etc

Exploit the structure of the distribution using something like

quantile <- scale * ( 1/qbeta(p, shape1=p, shape2=q) - 1 )^(-1/a)

where the parameterization is as in

C. Kleiber and S. Kotz: Statistical Size Distributions in Economics and 
Actuarial Sciences, Wiley 2003

(you seem to know the book)

or contact me off-list, I have code for this.

Best,
CK

-- 
____________________________________________

Dr. Christian Kleiber
FB Statistik
Universitaet Dortmund
Vogelpothsweg 78
44221 Dortmund
Germany

phone.  ++49-(0)231-755 5419
fax.    ++49-(0)231-755 5284
e-mail: kleiber at statistik.uni-dortmund.de