Dear Murray, I think you might have to update R in first instance and provide a reproducible example in second place so that people might help you.
Regards, Simone On 13/09/2007, [EMAIL PROTECTED] <[EMAIL PROTECTED]> wrote: > > I believe that this may be more appropriate here in r-devel than in > r-help. > > The normal hazard function, or reciprocal Mill's Ratio, may be obtained > in R as dnorm(z)/(1 - pnorm(z)) or, better, as dnorm(z)/pnorm(-z) for > small values of z. The latter formula breaks dowm numerically for me > (running R 2.4.1 under Windows XP 5.1 SP 2) for values of z near 37.4 > or greater. > > Looking at the pnorm documentation I see that it is based on Cody (1993) > and thence, going one step further back, on Cody (1969). Consulting > Cody (1969) I see that the algorithm for pnorm(z) [or actually erf(z)] > is actually based on rational function approximations for the > reciprocal Mill's ratio itself, as I rather expected. > > I wonder if anyone has dug out a function for the reciprocal Mill's > ratio out of the pnorm() code? Anticipating the obvious response I don't > believe that this would be one of the things I might be good at! > > Murray Jorgensen > > References > > Cody, W. D. (1993) > Algorithm 715: SPECFUN A portable FORTRAN package of special function > routines and test drivers. > ACM Transactions on Mathematical Software 19, 2232. > > Cody, W. D. (1969) > Rational Chebyshev Approximations for the Error Function > Mathematics of Computation, Vol. 23, No. 107. (Jul., 1969), pp. 631-637. > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > -- ______________________________________________________ Simone Giannerini Dipartimento di Scienze Statistiche "Paolo Fortunati" Universita' di Bologna Via delle belle arti 41 - 40126 Bologna, ITALY Tel: +39 051 2098262 Fax: +39 051 232153 http://www2.stat.unibo.it/giannerini/ ______________________________________________________ [[alternative HTML version deleted]]
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