R help - Jun 2006 - Inverse Error Function

Do any of the R libraries have an implementation of the Inverse Error
Function (Inverse ERF)?

ref:
http://mathworld.wolfram.com/InverseErf.html
http://functions.wolfram.com/GammaBetaErf/InverseErf/

Thanks,
Nathan

	[[alternative HTML version deleted]]

Nathan Dabney wrote:
> Do any of the R libraries have an implementation of the Inverse Error
> Function (Inverse ERF)?
> 
> ref:
> http://mathworld.wolfram.com/InverseErf.html
> http://functions.wolfram.com/GammaBetaErf/InverseErf/
> 
> Thanks,
> Nathan
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html

Don't know of a built-in function, but you can try this:

## if you want the so-called 'error function'
## from ?pnorm
erf <- function(x) 2 * pnorm(x * sqrt(2)) - 1
erf.inv <- function(x) qnorm((x + 1)/2)/sqrt(2)

erf.inv(1)
erf.inv(0)
erf.inv(-1)
erf.inv(erf(.25))
erf(erf.inv(.25))
erf.inv(.5)

HTH,

--sundar

Hi,

You can use the following relation between standard normal probability
distribution (\Phi) and error function:

Erf(z) = 2 * \Phi(\sqrt(2) z) - 1

to evaluate invErf(x) in R as follows:

invErf <-  function(x) {
# argument x must lie between -1 and 1
qnorm((1 + x) /2) / sqrt(2)
}

For example,
> invErf(0.5)
[1] 0.4769362762

Hope this helps,
Ravi.

--------------------------------------------------------------------------
Ravi Varadhan, Ph.D.
Assistant Professor,  The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email:  rvaradhan at jhmi.edu
Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html 
--------------------------------------------------------------------------
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-
> bounces at stat.math.ethz.ch] On Behalf Of Nathan Dabney
> Sent: Monday, June 26, 2006 3:27 PM
> To: R-help at stat.math.ethz.ch
> Subject: [R] Inverse Error Function
> 
> Do any of the R libraries have an implementation of the Inverse Error
> Function (Inverse ERF)?
> 
> ref:
> http://mathworld.wolfram.com/InverseErf.html
> http://functions.wolfram.com/GammaBetaErf/InverseErf/
> 
> Thanks,
> Nathan
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-
> guide.html