I need to find the inverse of the gamma cumulative distribution. I know there is GAMMA.INV(probability,alpha,beta)
function just to do that in excel. How can I achieve this in R language?
In R, for most probability distributions,
there are four functions, called d, p, q, r,
(e.g., dnorm
, pnorm
, qnorm
, rnorm
)
giving you the density (d), cumulative distribution function (p, since the result is a probability), its inverse (q, since the result is a quantile), and r to sample from the distribution.
For the Gamma distribution, the inverse of the cumulative distribution function is therefore qgamma
.