On Thu, Feb 02, 2012 at 01:18:42PM -0800, justin jarvis wrote: > Hello all, > I was wondering if there is an R function to do the following: > > [*] log(pnorm(x)-pnorm(y)), where x>y. > > I don't want all the area under the natural log of the normal pdf less than > x, I only want the area between y and x. > > I am aware of the ability to specify log.p=TRUE, which gives me the log of > the probability that X<=x. This does not help me, because the following > code: > pnorm(x, log.p=TRUE)-pnorm(y,log.p=TRUE) is not the same as [*] > mathematically. > > I cannot use [*] because some of my x's are far less than the mean, more > than 10 sd. This causes me to take the log(0) which is an error. Thus, I > need to stay in the log scale, since, for z less than 10 sd below the mean,
Hello: Try the following. x <- -20 y <- -19.9 xplog <- pnorm(x, log.p=TRUE) yplog <- pnorm(y,log.p=TRUE) logdiff <- yplog + log1p( - exp(xplog - yplog)) logdiff [1] -202.0626 In an exact arithmetic, we have exp(logdiff) = exp(yplog + log1p( - exp(xplog - yplog))) = exp(yplog + log(1 - exp(xplog - yplog))) = exp(yplog) * (1 - exp(xplog - yplog)) = exp(yplog) - exp(xplog) So, we have exp(logdiff) = exp(yplog) - exp(xplog) logdiff = log(exp(yplog) - exp(xplog)) as required. Hope this helps. Petr Savicky. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
