[R] Inverse Error Function

[Ravi Varadhan]

Hi,

You can use the following relation between standard normal probability
distribution (\Phi) and error function:

Erf(z) = 2 * \Phi(\sqrt(2) z) - 1

to evaluate invErf(x) in R as follows:

invErf <-  function(x) {
# argument x must lie between -1 and 1
qnorm((1 + x) /2) / sqrt(2)
}

For example,
> invErf(0.5)
[1] 0.4769362762

Hope this helps,
Ravi.

--------------------------------------------------------------------------
Ravi Varadhan, Ph.D.
Assistant Professor,  The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email:  rvaradhan at jhmi.edu
Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html 
--------------------------------------------------------------------------

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-
> bounces at stat.math.ethz.ch] On Behalf Of Nathan Dabney
> Sent: Monday, June 26, 2006 3:27 PM
> To: R-help at stat.math.ethz.ch
> Subject: [R] Inverse Error Function
> 
> 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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