Re: [Rd] Reciprocal Mill's Ratio

From: Simone Giannerini <sgiannerini_at_gmail.com>
Date: Fri, 14 Sep 2007 17:20:56 +0200

Dear Murray,

I think you might have to update R in first instance and provide a reproducible example in second place so that people might help you.

Regards,

Simone

On 13/09/2007, maj_at_stats.waikato.ac.nz <maj_at_stats.waikato.ac.nz> wrote:
>
> I believe that this may be more appropriate here in r-devel than in
> r-help.
>
> The normal hazard function, or reciprocal Mill's Ratio, may be obtained
> in R as dnorm(z)/(1 - pnorm(z)) or, better, as dnorm(z)/pnorm(-z) for
> small values of z. The latter formula breaks dowm numerically for me
> (running R 2.4.1 under Windows XP 5.1 SP 2) for values of z near 37.4
> or greater.
>
> Looking at the pnorm documentation I see that it is based on Cody (1993)
> and thence, going one step further back, on Cody (1969). Consulting
> Cody (1969) I see that the algorithm for pnorm(z) [or actually erf(z)]
> is actually based on rational function approximations for the
> reciprocal Mill's ratio itself, as I rather expected.
>
> I wonder if anyone has dug out a function for the reciprocal Mill's
> ratio out of the pnorm() code? Anticipating the obvious response I don't
> believe that this would be one of the things I might be good at!
>
> Murray Jorgensen
>
> References
>
> Cody, W. D. (1993)
> Algorithm 715: SPECFUN – A portable FORTRAN package of special function
> routines and test drivers.
> ACM Transactions on Mathematical Software 19, 22–32.
>
> Cody, W. D. (1969)
> Rational Chebyshev Approximations for the Error Function
> Mathematics of Computation, Vol. 23, No. 107. (Jul., 1969), pp. 631-637.
>
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>
https://stat.ethz.ch/mailman/listinfo/r-devel
>

-- 
______________________________________________________

Simone Giannerini
Dipartimento di Scienze Statistiche "Paolo Fortunati"
Universita' di Bologna
Via delle belle arti 41 - 40126  Bologna,  ITALY
Tel: +39 051 2098262  Fax: +39 051 232153
http://www2.stat.unibo.it/giannerini/
______________________________________________________

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