Here's a contribution from Ian Smith that got bounced from the list.
-------- Original Message --------
Subject: Re: [Rd] pt inaccurate when x is close to 0 (PR#9945)
Date: Thu, 11 Oct 2007 06:02:43 -0400
From: [EMAIL PROTECTED]
To: [EMAIL PROTECTED]
Duncan,
I tried sending the rest of this to R-devel but it was rejected as spam,
hence the personal e-mail.
R calculates the pt value from
nx = 1 + (x/n)*x;
val = pbeta(1./nx, n / 2., 0.5, /*lower_tail*/1, log_p);
whereas Gnumeric calculates the value as
val =? (n > x * x)
? pbeta (x * x / (n + x * x), 0.5, n / 2, /*lower_tail*/0, log_p)
: pbeta (n / (n + x * x), n / 2.0, 0.5, /*lower_tail*/1, log_p);
thus avoiding the loss of accuracy in the pbeta routine when 1-1./nx
is calculated.
It also makes the
if (n > 4e5) { /*-- Fixme(?): test should depend on `n' AND `x' ! */
??? /* Approx. from? Abramowitz & Stegun 26.7.8 (p.949) */
??? val = 1./(4.*n);
??? return pnorm(x*(1. - val)/sqrt(1. + x*x*2.*val), 0.0, 1.0,
???????? lower_tail, log_p);
}
code unneccessary.
Ian Smith
Personally, I think the code should also guard against the possible
overflow of the x * x expressions.
________________________________________________________________________
Get a FREE AOL Email account with unlimited storage. Plus, share and
store photos and experience exclusively recorded live music Sessions
from your favourite artists. Find out more at
http://info.aol.co.uk/joinnow/?ncid=548.
______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
