Hello, No it's not correct, you are computing a what seems to be a two-tailed probabiity, so the inverse should account for it. Look closely: you take the absolute value, then the upper tail probability, then multiply 2 into it. Reverse these steps to get the correct value.
# Helper function equal <- function(x, y, tol=.Machine$double.eps^0.5) all(abs(x - y) < tol) m <- rnorm(5) p <- 2*pnorm(abs(m), lower.tail=FALSE) m2 <- qnorm(p/2, lower.tail=FALSE)*sign(m) equal(m, m2) (The helper function is just to test floating point values computed differently for equality.) Hope this helps, Rui Barradas Em 20-07-2012 12:36, carol white escreveu: > Thanks for your reply. > > So to derive it from a given data set, is the following correct to do? > > my_data.p =2*pnorm(abs(my_data),lower.tail=FALSE) > > my_data.q = qnorm(my_data.p) > > Cheers, > > > ________________________________ > From: Duncan Murdoch <murdoch.dun...@gmail.com> > > Cc: "r-h...@stat.math.ethz.ch" <r-h...@stat.math.ethz.ch> > Sent: Friday, July 20, 2012 1:23 PM > Subject: Re: [R] function for inverse normal transformation > > On 12-07-20 6:21 AM, carol white wrote: >> Hi, >> What is the function for inverse normal transformation? > qnorm > > Duncan Murdoch > >> Thanks, >> >> Carol >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > [[alternative HTML version deleted]] > > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
