[R] pnorm, relative accuracy in the tails

[Jim Lindsey]

> 
> Dear R people
> 
> The function below should be decreasing, convex, and tend to zero when x
> tends to infinity.
> 
> curve((1-pnorm(x))/dnorm(x),from=0, to=9)

This is not a good way to do this in R. Instead use the options log
and tail:

exp(pnorm(x,log=T,lower.tail=F)-dnorm(x,log=T))

This may eliminate your problem. (I hope I got those names right from
memory.) Jim

> 
> >From the plot we see that for x between 8.0 and 8.3 the function is
> fluctuating.
> 
> As far as I understand, this is due to the function pnorm() not being
> sufficiently accurate in the tails. 
> I am using pnorm() in a way that has probably not been intended. 
> So I guess this should not be considered a bug (??)
> 
> The function can also be written as 1/lambda(x) where lambda(x) is the
> hazard rate for the normal distribution. Is there a way to calculate
> lambda(x) without using pnorm() ?
> 
> Any help would be appreciated.
> 
> Cheers
> 
> Ole Christensen
> 
> 
> -- 
> Ole F. Christensen
> Department of Mathematics and Statistics
> Fylde College, Lancaster University 
> Lancaster, LA1 4YF, England
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