Special Functions calculations
On Thu, 22 Mar 2001, Stephen Arthur wrote:
Hello r-help, I notice that r includes distribution, and quantile values for the Chi-Square, F, t, and normal functions. Could someone give me some good reference(s) for how these probabilities and quantiles are calculated. I have already calculated the normal probability values using a Taylor expansion (http://www.sisweb.com/math/tables.htm).
References are in the source code, which of course gives the exact algorithms used. Look in directory src/nmath.
I realize these calculations must be very difficult, but I think it is insulting to our intelligence by mathematicians to hide the solutions to the CDFs from us like this.
Nothing is hidden in R. That's what Open Source means.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._