[R] approximation to ln \Phi(x)

From: Morey, Richard D (UMC-Student) <moreyr_at_missouri.edu>
Date: Wed 01 Feb 2006 - 09:48:29 EST


I am using pnorm() with the log.p=T argument to get approximations to ln \Phi(x) and qnorm with the log.p=T argument to get estimates of \Phi^{-1}(exp(x)). What approximations are used in these two functions (I noticed in the source pnorm.c it doesn't look like Abramowitz and Stegen) and where can I find the citation?

Thanks,
Richard Morey



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