[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
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