[R] Numerical precision problem

dlakelan dlakelan at street-artists.org
Sat Dec 22 01:48:07 CET 2007


C.Rosa at lse.ac.uk wrote:
> Dear All,
> ....

>> (1-p)==1
> 
> [1] TRUE
> 
> The main problem I have is that I need to evaluate the inverse of the normal Cumulative Distribution Function near 1 (but not exactly 1) and the PC cannot recognize it.

Evaluate it at 1, evaluate the density at 1, and use basic calculus to 
calculate the differential of the cumulative distribution for small 
differentials away from 1.



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