[R] R question
Kjetil Brinchmann Halvorsen
kjetil at acelerate.com
Sat Sep 4 14:59:13 CEST 2004
house-ball wrote:
>Hi,
>
>Would you help me solve the following question? Thanks.
>
>
>
>Question: If I try to set the probability=0.05 and find the approximate x. (The answer should be somewhere between 2.1782 and 2.1783.)
>
>I write about this R program as follows but I donÂ¡Â¦t know how to get the value of x which is between 2.1782 and 2.1783.
>
>
>
First, you should probably read "An Introduction to R" which comes with
your R-installation.
As posed your question is ambiguous, but assuming you mean to say
"normal distribution", you need
something like
qnorm(0.05)
or if you mean probability in the upper tail
qnorm(0.05, lower.tail=FALSE)
Then read
?qnorm
Kjetil halvorsen
>
>
>library(mvtnorm)
>
>value<-array(1000)
>
>a<-array(1000)
>
>
>
>a<-seq(2,3,by=0.001)
>
>for(i in 1000)
>
>{
>
> x<-a[i]
>
> value[i]<-2*(pmvnorm(lower=-Inf, upper=-x, mean=0, sigma=1)+
>
> pmvnorm(lower=c(-x,-Inf),upper=c(x,-x),mean=0,corr=diag(2)*sqrt(0.5)))
>
> if(value[i]-0.05<0.001)
>
> print(x)
>
>}
>
>
>
>
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--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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