[R] pnorm, relative accuracy in the tails

Ben Bolker ben at zoo.ufl.edu
Wed Feb 13 17:00:26 CET 2002


  Use pnorm(x,lower.tail=FALSE) instead of 1-pnorm(x).  The help page
describes lower.tail, but it doesn't say explicitly that it's for this
kind of situation.

  Ben Bolker

On Wed, 13 Feb 2002, Ole Christensen wrote:

> Dear R people
>
> The function below should be decreasing, convex, and tend to zero when x
> tends to infinity.
>
> curve((1-pnorm(x))/dnorm(x),from=0, to=9)
>
> From the plot we see that for x between 8.0 and 8.3 the function is
> fluctuating.
>
> As far as I understand, this is due to the function pnorm() not being
> sufficiently accurate in the tails.
> I am using pnorm() in a way that has probably not been intended.
> So I guess this should not be considered a bug (??)
>
> The function can also be written as 1/lambda(x) where lambda(x) is the
> hazard rate for the normal distribution. Is there a way to calculate
> lambda(x) without using pnorm() ?
>
> Any help would be appreciated.
>
> Cheers
>
> Ole Christensen
>
>
>

-- 
318 Carr Hall                                bolker at zoo.ufl.edu
Zoology Department, University of Florida    http://www.zoo.ufl.edu/bolker
Box 118525                                   (ph)  352-392-5697
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