[R] help with R

[Berend Hasselman]

li li-13 wrote:
> 
> Hi all,
>    I want to solve the following equation for x with rho <- 0.5
> 
>    pnorm(-x)*pnorm((rho*dnorm(x)/pnorm(x)-x)/sqrt(1-rho^2))==0.05
> 
>    Is there a function in R to do this?
> 

Or if you wish to try different values of rho

f <- function(x, rho) {
     pnorm(-x)*pnorm((rho*dnorm(x)/pnorm(x)-x)/sqrt(1-rho^2))-0.05 
}

uniroot(f,c(-3,3),rho=.5)
uniroot(f,c(-3,3),rho=.3)

/Berend

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