[R] Generating by inverting function

[R. Michael Weylandt]

On Sun, Sep 30, 2012 at 10:51 AM, Salma Wafi <salmawafi76 at 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) 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.

Cheers,

Michael

>
> Thanks in advance.
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>
>
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