From ripley at stats.ox.ac.uk  Tue Dec  8 17:20:26 2009
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Tue, 8 Dec 2009 16:20:26 +0000 (GMT)
Subject: [Rd] lower.tail option in pnorm
In-Reply-To: <20091208163621.f60fi66mhw0co44o@imp.inserm.fr>
References: <20091208163621.f60fi66mhw0co44o@imp.inserm.fr>
Message-ID: <alpine.LFD.2.00.0912081617220.30643@gannet.stats.ox.ac.uk>

>From the help page:

      pnorm(q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)

      x,q: vector of quantiles.

lower.tail: logical; if TRUE (default), probabilities are P[X <= x],
           otherwise, P[X > x].

Note that lower.tail is not said to be a vector, and the first value 
is taken (what it is is random in your example).


On Tue, 8 Dec 2009, Ken Knoblauch wrote:

> Hi,
>
> I would have thought that these two constructions would
> produce the same result but they do not.
>
> Resp <- rbinom(10, 1, 0.5)
> Stim <- rep(0:1, 5)
> mm <- model.matrix(~ Stim)
> Xb <- mm %*% c(0, 1)
> ifelse(Resp, log(pnorm(Xb)), log(1 - pnorm(Xb)))
> pnorm(as.vector(Xb), lower.tail = Resp, log.p = TRUE)
>
>> ifelse(Resp, log(pnorm(Xb)), log(1 - pnorm(Xb)))
> [1] -0.6931472 -1.8410216 -0.6931472 -0.1727538 -0.6931472
> [6] -0.1727538 -0.6931472 -1.8410216 -0.6931472 -1.8410216
>> pnorm(as.vector(Xb), lower.tail = Resp, log.p = TRUE)
> [1] -0.6931472 -1.8410216 -0.6931472 -1.8410216 -0.6931472
> [6] -1.8410216 -0.6931472 -1.8410216 -0.6931472 -1.8410216
>
> If I have missed something obvious, I would be grateful
> to have it pointed out.
>
>> sessionInfo()
> R version 2.10.1 beta (2009-12-04 r50668)
> i386-apple-darwin9.8.0
>
> locale:
> [1] en_US.UTF-8/en_US.UTF-8/C/C/en_US.UTF-8/en_US.UTF-8
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods
> [7] base
>
> loaded via a namespace (and not attached):
> [1] tools_2.10.1
>
> Thanks for any enlightenment.
>
> best,
>
> Ken
>
> -- 
> Ken Knoblauch
> Inserm U846
> Stem-cell and Brain Research Institute
> Department of Integrative Neurosciences
> 18 avenue du Doyen L?pine
> 69500 Bron
> France
> tel: +33 (0)4 72 91 34 77
> fax: +33 (0)4 72 91 34 61
> portable: +33 (0)6 84 10 64 10
> http://www.sbri.fr/members/kenneth-knoblauch.html
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595


[Rd] lower.tail option in pnorm
Prof Brian Ripley