[R] Calculation of ratio distribution properties
Mike Lawrence
Mike.Lawrence at DAL.CA
Fri May 25 19:24:04 CEST 2007
I came across this reference:
http://www.informaworld.com/smpp/content?
content=10.1080/03610920600683689
The authors sent me code (attached with permission) in MathCad to
perform the calculations in which I'm interested. However, I do not
have MathCad nor experience with its syntax, so I thought I'd send
the code to the list to see if anyone with more experience with R and
MathCad would be interested in making this code into a function or
package of some sort
Mike
Begin forwarded message:
> From: "Noyan Turkkan" <noyan.turkkan at umoncton.ca>
> Date: May 25, 2007 11:09:02 AM ADT
> To: "Mike Lawrence" <Mike.Lawrence at DAL.CA>
> Subject: Rép. : R code for 'Density of the Ratio of Two Normal
> Random Variables'?
>
> Hi Mike
> I do not know if anyone coded my approach in R. However if you have
> acces to MathCad, I am including a MathCad file (also in PDF)
> which computes the density of the ratio of 2 dependent normal
> variables, its mean & variance. If you do not have acces to
> MathCad, you will see that all the computations can be easily
> programmed in R, as I replaced Hypergeometric function by the Erf
> function. I am not very familiar with R but the erf function may be
> programmed as : (erf <- function(x) 2*pnorm(x *sqrt(2)) - 1). Good
> luck.
>
> Noyan Turkkan, ing.
> Professeur titulaire & directeur / Professor & Head
> Dépt. de génie civil / Civil Eng. Dept.
> Faculté d'ingénierie / Faculty of Engineering
> Université de Moncton
> Moncton, N.B., Canada, E1A 3E9
>
>
>
> >>> Mike Lawrence <Mike.Lawrence at DAL.CA> 05/25/07 9:20 am >>>
> Hi Dr. Turkkan,
>
> I am working on a problem that necessitates the estimation of the
> mean and variance of the density of two dependent normal random
> variables and in my search for methods to achieve such estimation I
> came across your paper 'Density of the Ratio of Two Normal Random
> Variables' (2006). I'm not a statistics or math expert by any means,
> but I am quite familiar with the R programming language; do you
> happen to know whether anyone has coded your approach for R yet?
>
> Cheers,
>
> Mike
>
> --
> Mike Lawrence
> Graduate Student, Department of Psychology, Dalhousie University
>
> Website: http://myweb.dal.ca/mc973993
> Public calendar: http://icalx.com/public/informavore/Public
>
> "The road to wisdom? Well, it's plain and simple to express:
> Err and err and err again, but less and less and less."
> - Piet Hein
>
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--
Mike Lawrence
Graduate Student, Department of Psychology, Dalhousie University
Website: http://myweb.dal.ca/mc973993
Public calendar: http://icalx.com/public/informavore/Public
"The road to wisdom? Well, it's plain and simple to express:
Err and err and err again, but less and less and less."
- Piet Hein
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