[R] Inverse Student t-value

[Marc Schwartz]

FWIW, I get:

  4.117456652 in Excel 2011 on OS X

and:

  4.117457 in R 3.1.1 on OS X

There is a KB article on the TINV function here, suggesting that the threshold for the iterative algorithm in Excel has been tightened in recent versions:

  http://support.microsoft.com/kb/828340

Regards,

Marc Schwartz

On Sep 30, 2014, at 1:49 PM, JLucke at ria.buffalo.edu wrote:

> My Excel (2013) returns exactly what R does.   I used both T.INV and 
> T.INV.T2    There is no TINV.  Has Excel been updated?
> 
> 
> 
> 
> 
> Duncan Murdoch <murdoch.duncan at gmail.com> 
> Sent by: r-help-bounces at r-project.org
> 09/30/2014 02:36 PM
> 
> To
> Andre <geomodelers at gmail.com>, 
> cc
> r-help at r-project.org
> Subject
> Re: [R] Inverse Student t-value
> 
> 
> 
> 
> 
> 
> On 30/09/2014 2:26 PM, Andre wrote:
>> Hi Duncan,
>> 
>> Actually, I am trying trace the formula for the "Critical value of Z" 
>> and manual formula is 
>> =(I7-1)/SQRT(I7)*SQRT((TINV(0.05/I7,I7-2))^2/(I7-2+TINV(0.05/I7,I7-2)))
>> 
>> So, I got new problem for TINV formula. I just need a manual equation 
>> for TINV.
> 
> Sorry, can't help.  I'm not sure I understand what you want, but if it's 
> a simple formula for quantiles of the t distribution, it doesn't exist.
> 
> Duncan Murdoch
> 
>> 
>> Hope solve this problem.
>> 
>> Cheers!
>> 
>> 
>> On Wed, Oct 1, 2014 at 1:20 AM, Duncan Murdoch 
>> <murdoch.duncan at gmail.com <mailto:murdoch.duncan at gmail.com>> wrote:
>> 
>>    On 30/09/2014 2:11 PM, Andre wrote:
>> 
>>        Hi Duncan,
>> 
>>        No, that's correct. Actually, I have data set below;
>> 
>> 
>>    Then it seems Excel is worse than I would have expected.  I
>>    confirmed R's value in two other pieces of software,
>>    OpenOffice and some software I wrote a long time ago based on an
>>    algorithm published in 1977 in Applied Statistics. (They are
>>    probably all using the same algorithm.  I wonder what Excel is 
> doing?)
>> 
>>        N= 1223
>>        alpha= 0.05
>> 
>>        Then
>>        probability= 0.05/1223=0.0000408831
>>        degree of freedom= 1223-2= 1221
>> 
>>        So, TINV(0.0000408831,1221) returns 4.0891672
>> 
>> 
>>        Could you show me more detail a manual equation. I really
>>        appreciate it if you may give more detail.
>> 
>> 
>>    I already gave you the expression:  abs(qt(0.0000408831/2,
>>    df=1221)). For more detail, I suppose you could look at the help
>>    page for the qt function, using help("qt").
>> 
>>    Duncan Murdoch
>> 
>> 
>>        Cheers!
>> 
>> 
>>        On Wed, Oct 1, 2014 at 1:01 AM, Duncan Murdoch
>>        <murdoch.duncan at gmail.com <mailto:murdoch.duncan at gmail.com>
>>        <mailto:murdoch.duncan at gmail.com
>>        <mailto:murdoch.duncan at gmail.com>>> wrote:
>> 
>>            On 30/09/2014 1:31 PM, Andre wrote:
>> 
>>                Dear Sir/Madam,
>> 
>>                I am trying to use calculation for two-tailed inverse
>>        of the
>>                student`s
>>                t-distribution function presented by Excel functions 
> like
>>                =TINV(probability, deg_freedom).
>> 
>>                For instance: The Excel function
>>        =TINV(0.0000408831,1221) =         returns
>>                  4.0891672.
>> 
>>                Would you like to show me a manual calculation for this?
>> 
>>                Appreciate your helps in advance.
>> 
>> 
>>            That number looks pretty far off the true value. Have you
>>        got a
>>            typo in your example?
>> 
>>            You can compute the answer to your question as
>>            abs(qt(0.0000408831/2, df=1221)), but you'll get 4.117.
>> 
>>            Duncan Murdoch
>> 
>> 
>> 
>> 
>> 
> 
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