Re:Not Even Scientists Can Easily Explain P-values
by jsprogrammer on Thursday November 26, 2015 @01:27PM
(#10634113)
You might also want to take a look at the source of the function you are relying on:
* DESCRIPTION
*
* The main computation evaluates near-minimax approximations derived
* from those in "Rational Chebyshev approximations for the error
* function" by W. J. Cody, Math. Comp., 1969, 631-637. This
* transportable program uses rational functions that theoretically
* approximate the normal distribution function to at least 18
* significant decimal digits. The accuracy achieved depends on the
* arithmetic system, the compiler, the intrinsic functions, and
* proper selection of the machine-dependent constants.
*
So...yeah. I hope the constants the R authors picked work for your machine!
Edit: Ah, a drive-by downmodder. How nice.