Solving for the inverse of a function in R

crazian picture crazian · Apr 10, 2012 · Viewed 38k times · Source

Is there any way for R to solve for the inverse of a given single variable function? The motivation is for me to later tell R to use a vector of values as inputs of the inverse function so that it can spit out the inverse function values.

For instance, I have the function y(x) = x^2, the inverse is y = sqrt(x). Is there a way R can solve for the inverse function?

I looked up uniroot(), but I am not solving for the zero of a function.

Any suggestions would be helpful.

Thanks!

Answer

Mike Axiak picture Mike Axiak · Apr 10, 2012

What kind of inverse are you finding? If you're looking for a symbolic inverse (e.g., a function y that is identically equal to sqrt(x)) you're going to have to use a symbolic system. Look at ryacas for an R library to connect with a computer algebra system that can likely compute inverses, Yacas.

Now, if you need only to compute point-wise inverses, you can define your function in terms of uniroot as you've written:

> inverse = function (f, lower = -100, upper = 100) {
   function (y) uniroot((function (x) f(x) - y), lower = lower, upper = upper)[1]
}

> square_inverse = inverse(function (x) x^2, 0.1, 100)

> square_inverse(4)
[1] 1.999976

For a given y and f(x), this will compute x such that f(x) = y, also known as the inverse.