Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: xplore
See also: quantile

Quantlet: cdf2quant
Description: approximates the quantile from a cumulative distribution function (CDF) that is given on a grid.

Usage: q = cdf2quant(a,l)
Input:
a scalar, representing the probability level
l a list containing: x - the grid in x y - the values of the CDF on the grid x
Output:
q scalar, the approximated quantile

Note:

Example:
library("VaR")
library("xplore")
theta = 0
delta = #(1)
lambda = #(0)
par = list(theta,delta,lambda)
r = VaRcdfDG(par,512,512,0.1)
cdf2quant(0.95,r)
qfn(0.95)

Result:
Approximates a standard normal quantile and compares it
with the built-in function:

Contents of q
[1,]   1.6477

Contents of qfn
[1,]   1.6449



Author: S. Jaschke, 20011026 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006