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
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