[R] R equivalent of erfcinv in matlab

[Bill.Venables at csiro.au]

At a guess ...

> erfc <- function(x) 2 * pnorm(x * sqrt(2), lower = FALSE)
> erfcinv <- function(x) qnorm(x/2, lower = FALSE)/sqrt(2)
> erfc(0.3)
[1] 0.6713732
> erfcinv(erfc(0.3))
[1] 0.3
> 

It may not hurt to include these wrappers in R for matlab refugees.
They seem to be coming thick and fast these days.


Bill Venables
CSIRO Laboratories
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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of sun
Sent: Monday, 14 April 2008 8:50 AM
To: r-help at stat.math.ethz.ch
Subject: Re: [R] R equivalent of erfcinv in matlab

Peter Dalgaard wrote:
> sun wrote:
>> I am converting some matlab code into R that use inverse of the 
>> complementary error function, erfcinv and did not find an equivalent
in 
>> R, is there such a function in some contributed modules?
>>
>>   
> Basically, it is qnorm() with suitable scaling. The help page for
Normal 
> has the construction for erfc() from pnorm()  so just solve erfc(x) =
y 
> for x.
> 
Thanks for your quick answer and useful information!
But please forgive my ignorance, I do not really know how to solve this 
inverse function actually.
for example,

 >erfc <- function(x) 2 * pnorm(x * sqrt(2), lower = FALSE)
 > erfc(0.3)
[1] 0.6713732

How do I find 0.3  given 0.6713732?

Thanks!

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