[R] Inverse Error Function

[Sundar Dorai-Raj]

Nathan Dabney wrote:
> Do any of the R libraries have an implementation of the Inverse Error
> Function (Inverse ERF)?
> 
> ref:
> http://mathworld.wolfram.com/InverseErf.html
> http://functions.wolfram.com/GammaBetaErf/InverseErf/
> 
> Thanks,
> Nathan
> 
> 	[[alternative HTML version deleted]]
> 
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Don't know of a built-in function, but you can try this:

## if you want the so-called 'error function'
## from ?pnorm
erf <- function(x) 2 * pnorm(x * sqrt(2)) - 1
erf.inv <- function(x) qnorm((x + 1)/2)/sqrt(2)

erf.inv(1)
erf.inv(0)
erf.inv(-1)
erf.inv(erf(.25))
erf(erf.inv(.25))
erf.inv(.5)

HTH,

--sundar