On Wed, 16 Jun 2004 14:14:16 -0700 (PDT), Charles Maner <[EMAIL PROTECTED]> wrote:
>Hi all. I may be wrong, (and often am), but in trying >to determine how to calculate the erf function, the >documentation for 'pnorm' states: > >## if you want the so-called 'error function' >erf <- function(x) 2 * pnorm(x * sqrt(2)) - 1 >## and the so-called 'complementary error function' >erfc <- function(x) 2 * pnorm(x * sqrt(2), >lower=FALSE) > >Should, instead, it read: >## if you want the so-called 'error function' >erf <- function(x) 2 * pnorm(x / sqrt(2)) - 1 >## and the so-called 'complementary error function' >erfc <- function(x) 2 * pnorm(x / sqrt(2), >lower=FALSE) > >I've looked at a couple references and they all show >that 'x' should be divided by, not multiplied by, >'sqrt(2)'. The "Mathworld" web page at http://mathworld.wolfram.com/NormalDistributionFunction.html shows pnorm(x) - 1/2 = (1/2)*erf(x/sqrt(2)) (note that their Phi(x) = pnorm(x) - 1/2). This agrees with the pnorm documentation once you rearrange things. Duncan Murdoch ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
