Displaying 20 results from an estimated 20000 matches similar to: "qnorm?"
2004 Aug 06
3
Bug in qnorm or pnorm?
I found the following strange behavior using qnorm() and pnorm():
> x<-8.21;x-qnorm(pnorm(x))
[1] 0.0004638484
> x<-8.22;x-qnorm(pnorm(x))
[1] 0.01046385
> x<-8.23;x-qnorm(pnorm(x))
[1] 0.02046385
> x<-8.24;x-qnorm(pnorm(x))
[1] 0.03046385
> x<-8.25;x-qnorm(pnorm(x))
[1] 0.04046385
> x<-8.26;x-qnorm(pnorm(x))
[1] 0.05046385
> x<-8.27;x-qnorm(pnorm(x))
2011 Mar 29
2
normal distribution and floating point traps (?): unexpected behavior
dear all,
here's a couple of questions that puzzled me in these last hours:
##### issue 1 qnorm(1-10e-100)!=qnorm(10e-100)
qnorm(1-1e-10) == -qnorm(1e-10)
# turns on to be FALSE. Ok I'm not a computer scientist but,
# but I had a look at the R inferno so I write:
all.equal(qnorm(1-1e-10) , -qnorm(1e-10))
# which turns TRUE, as one would expect, but
all.equal(qnorm(1-1e-100) ,
2012 Jun 18
3
(1-1e-100)==1 true?
Hi,
This problems has bothered me for the lase couple of hours.
> 1e-100==0
[1] FALSE
> (1-1e-100)==1
[1] TRUE
How can I tell R that 1-1e-100 does not equal to 1, actually, I found out
that
> (1-1e-16)==1
[1] FALSE
> (1-1e-17)==1
[1] TRUE
The reason I care about this is that I was try to use qnorm() in my code,
for example,
> qnorm(1e-100)
[1] -21.27345
and if I want to
2012 Oct 17
1
how R implement qnorm()
how R implement qnorm()
I wonder anyone knows the mathematical process that R calculated the
quantile?
The reason I asked is soly by curiosity. I know the probability of a 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
2019 Jun 24
2
Calculation of e^{z^2/2} for a normal deviate z
>>>>> William Dunlap via R-devel
>>>>> on Sun, 23 Jun 2019 10:34:47 -0700 writes:
>>>>> William Dunlap via R-devel
>>>>> on Sun, 23 Jun 2019 10:34:47 -0700 writes:
> include/Rmath.h declares a set of 'logspace' functions for use at the C
> level. I don't think there are core R functions that call
2017 Apr 16
1
Getting high precision values from qnorm in the tail
Hello All
I am looking for high precision values for the normal distribution in the
tail,(1e-10 and 1 - 1e-10) as the R package that I am using sets any number
which is out of this range to these values and then calls the qnorm and qt
function.
What I have noticed is that the qnorm implementation in R is not symmetric
when looking at the tails. This is quite surprising to me, as it is well
known
2011 May 30
1
Error in minimizing an integrand using optim
Hi,
Am not sure if my code itself is correct. Here's what am trying to do:
Minimize integration of a function of gaussian distributed variable 'x' over
the interval qnorm(0.999) to Inf by changing value of parameter 'mu'. mu is
the shift in mean of 'x'.
Code:
# x follows gaussian distribution
# fx2 to be minimized by changing values of mu
# integration to be done over
2004 Aug 13
0
pnorm, qnorm
Trenkler, Dietrich said:
>
> I found the following strange behavior using qnorm() and pnorm():
>
> > x<-8.21;x-qnorm(pnorm(x))
> [1] 0.0004638484
> > x<-8.28;x-qnorm(pnorm(x))
> [1] 0.07046385
> > x<-8.29;x-qnorm(pnorm(x))
> [1] 0.08046385
> > x<-8.30;x-qnorm(pnorm(x))
> [1] -Inf
>
qnorm(1-.Machine$double.eps)
[1] 8.12589
2010 Nov 12
4
dnorm and qnorm
Hello all,
I have a question about basic statistics. Given a PDF value of 0.328161,
how can I find out the value of -0.625 in R? It is like reversing the dnorm
function but I do not know how to do it in R.
> pdf.xb <- dnorm(-0.625)
> pdf.xb
[1] 0.328161
> qnorm(pdf.xb)
[1] -0.444997
> pnorm(pdf.xb)
[1] 0.628605
Many thanks,
Edwin
--
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2004 Mar 05
6
qnorm(2) ends with segmentation fault (PR#6648)
Full_Name: Xiong Guanglei
Version: 1.8.1
OS: Linux
Submission from: (NULL) (202.38.103.50)
qnorm(x)
when x>1.0
2019 Jun 21
4
Calculation of e^{z^2/2} for a normal deviate z
You may want to look into using the log option to qnorm
e.g., in round figures:
> log(1e-300)
[1] -690.7755
> qnorm(-691, log=TRUE)
[1] -37.05315
> exp(37^2/2)
[1] 1.881797e+297
> exp(-37^2/2)
[1] 5.314068e-298
Notice that floating point representation cuts out at 1e+/-308 or so. If you want to go outside that range, you may need explicit manipulation of the log values. qnorm()
2019 Jun 21
4
Calculation of e^{z^2/2} for a normal deviate z
Hello,
Well, try it:
p <- .Machine$double.eps^seq(0.5, 1, by = 0.05)
z <- qnorm(p/2)
pnorm(z)
# [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
# [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
#[11] 1.110223e-16
p/2
# [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
# [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15
2000 Jan 12
1
Usage of p/d/qnorm
Hello,
could You please help: I am looking for a way to formulate test accuracy
measures such as test sensitivity, specificity, predictive values, and
correct classification rate using p/d/qnorm. The tests' primary values
follow a bimodal distribution, which is modelled by a mixture of two normal
distributions:
p * dnorm ((x - u1) / s1) / s1 +
(1 - p) * dnorm ((x - u2) / s2) / s2)
2013 May 20
4
Código del algoritmo de qnorm
Cordial saludo para cada uno.
De manera amable les pido ayuda para acceder al código R usado para el
algoritmo de la función qnorm.
Gracias por su ayuda.
César Escalante C.
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2012 May 25
1
difference between qnorm and qqnorm
dear all,
it will just take you a minute to tell me the difference
between qnorm and qqnorm. are they same or is there any
difference between them??
regards
2008 Apr 17
2
pnbinom.c qnorm.c
Dear R users,
I was wondering from where I could get the C source code to compute
pnbinom() and qnorm() ?
(I would use R in batch mode but I find the startup time prohibitive, unless
there is a way to speed it up)
I searched the Web and it clearly is part of the R distribution, I just
don't know how to extract them.
Thanking you !
Markus Loecher
Princeton, NJ
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2008 Sep 11
2
Plot qnorm
Hi,
I have this problem:
X is hazardous variable N(mean 2, sd=3)
>>question 1) Find the c value, so that P(X>c)=0.10. using R
>>question 2) Graph the function N(2,3) and with this graph, explain what
you do in question number 1.
I just found question number one but not the second one. So, I'd like to
make a plot form this distribution N (2,3) using the functions plot and
2019 Jun 23
2
Calculation of e^{z^2/2} for a normal deviate z
I agree with many the sentiments about the wisdom of computing very
small p-values (although the example below may win some kind of a prize:
I've seen people talking about p-values of the order of 10^(-2000), but
never 10^(-(10^8)) !). That said, there are a several tricks for
getting more reasonable sums of very small probabilities. The first is
to scale the p-values by dividing the
2010 Nov 30
2
Adding noise
Hello,
I have some discrete pvalues and I would like to sort them. Then add random
noise so that they are ordered the same way as the original pvalues. Off
course I don't want any pvalues less than 0 or greater than 1. Any ideas on
how to do this in R?
--
Thanks,
Jim.
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2012 Apr 07
1
Uniroot error
Dear All
I am trying to find a uniroot of a function within another function (see
example) but I am getting an error message (f()values at end points not of
opposite sign). I was wondering if you would be able to advise how redefine
my function so that I can find the solution. In short my first function
calculates the intergrale which is function of "t" , I need to find the
uniroot of