Hello All
I am looking for high precision values for the normal distribution in the
tail,(1e-10 and 1 - 1e-10) as the R package that I am using sets any number
which is out of this range to these values and then calls the qnorm and qt
function.
What I have noticed is that the qnorm implementation
rtfm: help('qnorm') identifies arguments you overlooked. 1-x generates
roundoff error. Try the following:
x <- 10^(-(1:10))
qx <- qnorm(x)
q1x <- qnorm(1-x)
qlx <- qnorm(x, lower=FALSE)
> cbind(x, qx, q1x, qlx, qx.1x=qx+q1x, qx.lx=qx+qlx)
xqx q1x qlx qx.1
