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2011 May 19
2
recursive function
...it). below is the code I came up with. cdf<-function(x) { erf<-function(x) { # approximation to the error function (erf) of the # normal cumulative distribution function # from Winitzki (2008) a <- 0.147 partc <- 1+a*x^2 partb <- 4/pi+a*x^2 parta <- -x^2*(partb/partc) erf <- sqrt(1-exp(parta)) erf } # cumulative density function cdf<- 1/2*(1+erf(x/sqrt(2))) cdf } Th...