Quantile function gamma revisited

Modeling
1

A few years ago (december 2016), the Gamma quantile function was discussed. I can’t find out which RSTAN code there currently is (2 years later) for this?

I need to use formule 4 in
https://onlinelibrary.wiley.com/doi/epdf/10.1002/sim.2836
for new methodology

I have been thinking to call R from within RSTAN in order to ask R to compute the quantiles, however, how can I call R from inside RSTAN?

2

Hi, the article is paywalled, can you post the relevant equation?

3

You can’t. Use the algebraic solver to compute quantile functions numerically.

4

Formule: Γ^-1(p; λ^-2), with mu 0 and sigma 1 and p the percentage you want to compute the time for and lambda sometimes expressed as Q (third parameter generalized gamma)
I hope this helps.

5

I have started one month ago with RSTAN. I don’t know how to use the “algebraic solver” to solve this, neither what the algebraic solver is. Would you be so kind to help me a little bit further?

6

Chapter 20 of the Stan User Manual

7

I have been trying to answer the same question as Mario (without noticing this thread):

I feel like I am almost there, but am having a variable type mismatch in the solver. Do you have any suggestions?Apologies for cross-posting - I only just saw this thread.