Hi,

I created a function for obtaining the normal cumulative distribution (I
know all this already exists in R, I just wanted to verify my
understanding of it).  below is the code I came up with.

cdf<-function(x) {      
        erf<-function(x) {
           # approximation to the error function (erf) of the 
           # normal cumulative distribution function
           # from Winitzki (2008)
              a       <- 0.147   
              partc   <- 1+a*x^2
              partb   <- 4/pi+a*x^2
              parta   <- -x^2*(partb/partc)
              erf <- sqrt(1-exp(parta))                 
              erf 
                 }
    #  cumulative density function
      cdf<- 1/2*(1+erf(x/sqrt(2)))      
      cdf 
    }

The erf(x) produces positive values whatever the sign of x.  Instead of
obtaining the expected sigmoid shape of the erf() I end up with a
positive values V shape.  erf(x) should be negative for negative values
of x.  I figure I need some form of conditional statement in the above
code but all my attempts at using "if" and "for" failed miserably.
Clearly, I don't understand how to use them properly in R.  If anyone
could point me in the right direction as on how to code conditional
events in R that would be much appreciated.

many thanks in advance

Pierre-Olivier 


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