[R] solving a complicated equation

[Andreas Hary]

Try something like this:

> g <- function(x) return(p-a*exp(-x^2/2)+b*pnorm(x,0,1,lower.tail=F))
> p <- -0.5
> a <- 1
> b <- 1

> uniroot(g,c(-100,10))
$root
[1] -1.336607

$f.root
[1] 4.738e-06

$iter
[1] 11

$estim.prec
[1] 6.103516e-05


Regards,

Andreas






----- Original Message ----- 
From: "Cunningham Kerry" <kerryrekky at yahoo.com>
To: <r-help at stat.math.ethz.ch>
Sent: Sunday, November 06, 2005 10:47 PM
Subject: [R] solving a complicated equation


>I want to solve the following equation for x
>
> p=a*exp(-x^2/2)+b*P(Z>x)
>
> where p,a,b are known, Z is a standard normal
> variable. Clearly there is no analytic form for
> P(Z>x).
>
> I am wondering if any expert could direct one easy way
> on this. Thank you.
>
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