[R] approximation to ln \Phi(x)

Morey, Richard D (UMC-Student) moreyr at missouri.edu
Tue Jan 31 23:48:29 CET 2006


I am using pnorm() with the log.p=T argument to get approximations to ln \Phi(x) and qnorm with the log.p=T argument to get estimates of \Phi^{-1}(exp(x)). What approximations are used in these two functions (I noticed in the source pnorm.c it doesn't look like Abramowitz and Stegen) and where can I find the citation?

Thanks,
Richard Morey




More information about the R-help mailing list