[R] R equivalent of erfcinv in matlab

Bill.Venables at csiro.au Bill.Venables at csiro.au
Mon Apr 14 03:52:11 CEST 2008

That's not a bad idea.  If the wiki comes up again, please do it.

They are so short I wonder that they just can't go in to base R though.
It's not particularly matlab terminology, it's engineering and physics
terminology pretty widely.  See, e.g. Abramowitz and Stegun.

For specifcity, here are the four I would suggest.

erf <- function (x) 2 * pnorm(x * sqrt(2)) - 1
erfc <- function (x) 2 * pnorm(x * sqrt(2), lower = FALSE)
erfinv <- function (x) qnorm((1 + x)/2)/sqrt(2)
erfcinv <- function (x) qnorm(x/2, lower = FALSE)/sqrt(2) 

But I don't feel strongly enough about it to push it on R-devel myself
right now.  
I always forget the connexion and it seems to come up when you least
expect it.  I've just added them to my little horde of useful stuff, so
I'm OK now!


Bill Venables
CSIRO Laboratories
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mailto:Bill.Venables at csiro.au

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Ben Bolker
Sent: Monday, 14 April 2008 11:00 AM
To: r-help at stat.math.ethz.ch
Subject: Re: [R] R equivalent of erfcinv in matlab

 <Bill.Venables <at> csiro.au> writes:

> At a guess ...
> > erfc <- function(x) 2 * pnorm(x * sqrt(2), lower = FALSE)
> > erfcinv <- function(x) qnorm(x/2, lower = FALSE)/sqrt(2)
> > erfc(0.3)
> [1] 0.6713732
> > erfcinv(erfc(0.3))
> [1] 0.3
> > 
> It may not hurt to include these wrappers in R for matlab refugees.
> They seem to be coming thick and fast these days.

  There's a page on the wiki about matlab to R (actually
I think it's titled "Octave to R" -- this could go on
there whether or not it gets into base R.
I would put it on myself, right now, but the wiki
appears to be down?

 ping wiki.r-project.org
PING econum.umh.ac.be ( 56(84) bytes of data.

  Ben Bolker

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