CODEWITHSUNDEEP
rchi-squaredexcel
Decula
Decula

Reputation: 508

R function equal to excel CHIINV

I'm looking for a function which do the same thing as excel's CHIINV. From Microsoft documentation, the definition of CHIINV is Returns the inverse of the right-tailed probability of the chi-squared distribution

For example =CHIINV(0.2,2) return 3.21

The closest function I can found in R is geoR's dinvchisq However,

dinvchisq(0.2,2) return 1.026062

Please help!

Upvotes: 2

Views: 2080

Answers (1)

gung - Reinstate Monica
gung - Reinstate Monica

Reputation: 11903

What you want is ?qchisq. This takes a probability and a degrees of freedom, and outputs the associated quantile. Consider: 

> qchisq(p=0.2, df=2, lower.tail=FALSE)
[1] 3.218876

Furthermore, according the the documentation, dinvchisq() is the density function (the height of the pdf at a given quantile) of the inverse of the chi-squared distribution. That is, 1/dchisq(). You need the quantile function, not the density function, and you don't want the inverse of the chi-squared distribution (although the confusion seems natural coming from Excel's function).

Upvotes: 4

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