Skew-normal quantile

Inverse of the skew-normal CDF via Newton iteration on sn_cdf() with a Brent-style bracket fallback when Newton fails to converge.

Usage

sn_quantile(p, sn, tol = 1e-10, max_iter = 60L)

Arguments

p

Numeric vector of probabilities in \([0, 1]\).

sn

Skew-normal parameter list from sn_match().

tol

Absolute tolerance on the CDF residual (default 1e-10).

max_iter

Maximum Newton iterations (default 60).

Value

Numeric vector of quantiles, same length as p.