Full_Name: Jerry W. Lewis Version: 2.10.0 OS: Windows XP Professional Submission from: (NULL) (198.180.131.16)
dchisq is inaccurate in the extreme tails. For instance, dchisq(1510,2,952) returns 4.871004e-18 which is almost 15 times smaller than the correct value of 7.053889e-17. A better approach for ncp>0 would be besselI(sxn,d2,TRUE) * (x/ncp)^(d2/2) * exp(sxn-(x+ncp)/2)/2 where logs may prevent over/underflow in extreme calculations. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
