magicfun: A helper function for approximating normal tail probabilities

Description Usage Arguments Value References

View source: R/trunc_distr.R

Description

For Z ~ N(0, 1), we have the approximation P(Z ≥ z) \approx magicfun(z)*exp(-z^2/2).

Usage

1

Arguments

z,

the number where the function is evaluated.

Value

This function returns the value of the function evaluated at z.

References

Bryc, Wlodzimierz. "A uniform approximation to the right normal tail integral." Applied mathematics and computation 127.2 (2002): 365-374.


shuxiaoc/outference documentation built on Dec. 5, 2017, 3:48 a.m.