[R-SIG-Finance] fPortfolio inverse VaR function

[Henry Ward]

Hi members,

I am using fPortfolio (great package) to do Cornish Fisher VaR calculations.  I'm interested in also using the inverse function.  So instead of calculating the p=95% -> VaR = 2.4% I'd like to assign a VaR threshold of VaR = 2.4% -> p=95%. 

This is the simple qnorm function for gaussian distributions but I want to use Brian's implementation of the Cornish Fisher distribution.  Any help on a simple way I can write or find this function?

Henry