Re: [R] Finding solution for non-linear equations

2013-10-16 Thread peter dalgaard
On Oct 15, 2013, at 17:18 , Berend Hasselman wrote: > > On 15-10-2013, at 15:24, Ron Michael wrote: > >> Hi, >> >> I need to solve following simultaneous equations for A, B, Y1, Y2: >> >> B * Phi(Y1 - A) + (1-B) * Phi(Y1 + A) = 0.05 >> B * Phi(Y2 - A) + (1-B) * Phi(Y2 + A) = 0.01 >> >> Y1 <

Re: [R] Finding solution for non-linear equations

2013-10-15 Thread Berend Hasselman
On 15-10-2013, at 15:24, Ron Michael wrote: > Hi, > > I need to solve following simultaneous equations for A, B, Y1, Y2: > > B * Phi(Y1 - A) + (1-B) * Phi(Y1 + A) = 0.05 > B * Phi(Y2 - A) + (1-B) * Phi(Y2 + A) = 0.01 > > Y1 <= -1.65 > Y2 >= -2.33 > > 0 <= B <=1 > > Phi is CDF for standard

Re: [R] Finding solution for non-linear equations

2013-10-15 Thread Bert Gunter
Homework? We don't do homework here. Otherwise, the answer is yes, R can be used to do this. Cheers, Bert On Tue, Oct 15, 2013 at 6:24 AM, Ron Michael wrote: > Hi, > > I need to solve following simultaneous equations for A, B, Y1, Y2: > > B * Phi(Y1 - A) + (1-B) * Phi(Y1 + A) = 0.05 > B * Phi(

[R] Finding solution for non-linear equations

2013-10-15 Thread Ron Michael
Hi, I need to solve following simultaneous equations for A, B, Y1, Y2: B * Phi(Y1 - A) + (1-B) * Phi(Y1 + A) = 0.05 B * Phi(Y2 - A) + (1-B) * Phi(Y2 + A) = 0.01 Y1 <= -1.65 Y2 >= -2.33 0 <= B <=1 Phi is CDF for standard normal If there is no unique solution, then I should be able to get some