[R] Quantile of a function

[Uwe Ligges]

José Fernando Silva wrote:

> I have a simple doubt:
> I have a function, say:
>  
> test <- function (theta) {
> return (theta^2) }
>  
> I can use:
> integrate (test,0,1)
> to obtain the area under de function.
> Can I do the opposite? I`d like to give the lower limit and the area I need as arguments, in order to get the upper limit. In other words, I`d like to obtain the quantile of the function (the lower limit could be 0, for example).
> Thank you in advance.
>  

If you really want to do it numerically (assuming your function is much 
more complex and the exmaple one), try e.g.


solveit <- function (quant, foo, lw, area) {
    (integrate(foo, lw, quant)$value - area)^2
}
optimize(solveit, c(0, 100),
     foo = function(theta) theta^2, lw = 0, area = 0.95)


Uwe Ligges




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