[Rd] qt for df < 1

[Peter Dalgaard]

roger koenker <rkoenker at uiuc.edu> writes:

> I was experimenting yesterday with a binomial make.link option
> for estimating student t binary response models, tentatively
> called gossit, and I noticed eventually that the R qt function doesn't
> like df < 1.  Vaguely recalling that Splus didn't seem to mind such
> weirdness,  I checked on our soon to be defunct Splus6.2 and
> sure enough, it produced plausible answers instead of R's NA's.
> Of course, I have no way of judging the quality of these answers,
> but I'm curious about whether someone has already looked into
> this can of worms.

Well the help page has:

For 'qt' only values of at least one are currently supported.

and someone must have written that...

R does have pt for df < 1, so a temporary fix using uniroot() seems
doable.

-- 
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