[R] Special Functions calculations

[Prof Brian D Ripley]

On Thu, 22 Mar 2001, Stephen Arthur wrote:

> Hello r-help,
>
> I notice that r includes distribution, and quantile values for the
> Chi-Square, F, t, and normal functions.  Could someone give me some good
> reference(s) for how these probabilities and quantiles are calculated.
> I have already calculated the normal probability values using  a Taylor
> expansion (http://www.sisweb.com/math/tables.htm).

References are in the source code, which of course gives the exact
algorithms used.  Look in directory src/nmath.

> I realize these calculations must be very difficult, but I think it is
> insulting to our intelligence by mathematicians to hide the solutions to
> the CDFs from us like this.

Nothing is hidden in R.  That's what Open Source means.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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