search for: inverf

...normal distribution is calculated through integrate the Gaussian function, which can be implemented easily (see code), while the calculation of quantile (or Zα) in R is a bit confusing as it requires inverse error function (X = - sqrt(2)* erf-1 (2*P)), while R doesn't have a build in one. The InvErf function most people use is through qnorm( InvErf=function(x) qnorm((1+x)/2)/sqrt(2) ). When you type qnorm in the console, it doesn't show it as it is an internal function, I searched around can't found too much information, my hunch is R might be using some internal library that's in...

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]]