Dear Hannah,
If I understand you correctly, you want a solution when rho is 0.5; if so,
> f <- function(x){
+ pnorm(-x)*pnorm((0.5*dnorm(x)/pnorm(x)-x)/sqrt(1-0.5^2)) - 0.05
+ }
> uniroot(f, c(-3, 3))
$root
[1] 0.8031289
$f.root
[1] -1.565857e-06
$iter
[1] 11
$estim.prec
[1] 6.103516e-05
I hope this helps,
John
--------------------------------
John Fox
Senator William McMaster
Professor of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
web: socserv.mcmaster.ca/jfox
> -----Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On
> Behalf Of li li
> Sent: June-12-10 8:31 PM
> To: r-help
> Subject: [R] help with R
>
> Hi all,
> I want to solve the following equation for x with rho <- 0.5
>
> pnorm(-x)*pnorm((rho*dnorm(x)/pnorm(x)-x)/sqrt(1-rho^2))==0.05
>
> Is there a function in R to do this?
>
> Thank you very much!
> Hannah
>
> [[alternative HTML version deleted]]
>
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