function for inverse normal transformation

Thanks Rui.
I changed my scripts to the followings and I think that it still is not correct.
You haven't told us clearly what you are trying to achieve, and you 
don't tell us what is wrong with what you have.  How do you expect 
anyone to help?

Duncan Murdoch
See also the attached file.

Thanks for your help,

  tmp
  [1]  2.502519  1.828576  3.755778 17.415000  3.779296  2.956850  2.379663
  [8]  1.103559  8.920316  2.744500  2.938480  7.522174 10.629200  8.552259
[15]  5.425938  4.388906  0.000000  0.723887 11.337860  3.763786

  tmp.p =2*pnorm(abs(scale(tmp)),lower.tail=FALSE)
 tmp.qnorm = qnorm(tmp.p/2,lower.tail=FALSE)
 tmp.qnorm = qnorm(tmp.p/2,lower.tail=FALSE)*sign(tmp)
equal(tmp, tmp.qnorm)
[1] FALSE
par(mfrow = c(1,3))
hist(tmp)
hist(tmp.p)
hist(tmp.qnorm)

________________________________
  From: Rui Barradas <ruipbarradas at sapo.pt>
To: carol white <wht_crl at yahoo.com>
Cc: r-help <r-help at r-project.org>
Sent: Friday, July 20, 2012 2:02 PM
Subject: Re: [R] function for inverse normal transformation

Hello,

No it's not correct, you are computing a what seems to be a
     two-tailed probabiity, so the inverse should account for it. Look
     closely: you take the absolute value, then the upper tail
     probability, then multiply 2 into it. Reverse these steps to get the
     correct value.

# Helper function
equal <- function(x, y, tol=.Machine$double.eps^0.5) all(abs(x -
     y)  < tol)

m <- rnorm(5)
p <- 2*pnorm(abs(m), lower.tail=FALSE)
m2 <- qnorm(p/2, lower.tail=FALSE)*sign(m)

equal(m, m2)

(The helper function is just to test floating point values computed
     differently for equality.)

Hope this helps,

Rui Barradas

Em 20-07-2012 12:36, carol white escreveu:

Thanks for your reply. So to derive it from a given data set, is the following correct to do? my_data.p =2*pnorm(abs(my_data),lower.tail=FALSE) my_data.q = qnorm(my_data.p) Cheers, ________________________________ From: Duncan Murdoch <murdoch.duncan at gmail.com> Cc: "r-help at stat.math.ethz.ch" <r-help at stat.math.ethz.ch> Sent: Friday, July 20, 2012 1:23 PM
Subject: Re: [R] function for inverse normal transformation On 12-07-20 6:21 AM, carol white wrote:
Hi,
What is the function for inverse normal transformation?
qnorm Duncan Murdoch
Thanks, Carol     [[alternative HTML version deleted]] ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[[alternative HTML version deleted]]

______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

function for inverse normal transformation

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