Re: [R] R equivalent of erfcinv in matlab

From: <Bill.Venables_at_csiro.au>
Date: Mon, 14 Apr 2008 11:52:11 +1000

That's not a bad idea. If the wiki comes up again, please do it.

They are so short I wonder that they just can't go in to base R though. It's not particularly matlab terminology, it's engineering and physics terminology pretty widely. See, e.g. Abramowitz and Stegun.

For specifcity, here are the four I would suggest.

erf <- function (x) 2 * pnorm(x * sqrt(2)) - 1 erfc <- function (x) 2 * pnorm(x * sqrt(2), lower = FALSE) erfinv <- function (x) qnorm((1 + x)/2)/sqrt(2) erfcinv <- function (x) qnorm(x/2, lower = FALSE)/sqrt(2)

But I don't feel strongly enough about it to push it on R-devel myself right now.
I always forget the connexion and it seems to come up when you least expect it. I've just added them to my little horde of useful stuff, so I'm OK now!

Bill.

Bill Venables
CSIRO Laboratories
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-----Original Message-----
From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] On Behalf Of Ben Bolker
Sent: Monday, 14 April 2008 11:00 AM
To: r-help_at_stat.math.ethz.ch
Subject: Re: [R] R equivalent of erfcinv in matlab

 <Bill.Venables <at> csiro.au> writes:

>
> At a guess ...
>
> > erfc <- function(x) 2 * pnorm(x * sqrt(2), lower = FALSE)
> > erfcinv <- function(x) qnorm(x/2, lower = FALSE)/sqrt(2)
> > erfc(0.3)
> [1] 0.6713732
> > erfcinv(erfc(0.3))
> [1] 0.3
> >
>
> It may not hurt to include these wrappers in R for matlab refugees.
> They seem to be coming thick and fast these days.
>

  There's a page on the wiki about matlab to R (actually I think it's titled "Octave to R" -- this could go on there whether or not it gets into base R. I would put it on myself, right now, but the wiki appears to be down?

 ping wiki.r-project.org
PING econum.umh.ac.be (193.190.194.5) 56(84) bytes of data.

  Ben Bolker



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