Re: [Rd] Non central chi squared bug (PR#9406)

From: Duncan Murdoch <murdoch_at_stats.uwo.ca>
Date: Fri 01 Dec 2006 - 11:21:42 GMT

On 12/1/2006 5:44 AM, alan.bain@gmail.com wrote:
> Full_Name: Alan Bain
> Version: 2.4.0
> OS: XP
> Submission from: (NULL) (155.140.122.227)
>
>
>
> Code for pnchisq contains following
>
> if (tSml) {
>
> if (x> f+ theta+ 5*sqrt(2*(f+2*theta) ))){
> return 1.; /* better than 0 --- but definately FIXME */
> }
>
> }
>
> This needs to check which tail has been requested; it is only correct if the
> default lower_tail=1 has been requested; for upper tail should return 0 if more
> than 5 std devs away from mean under these circumstances.

Could you post a test case to demonstrate this? I don't see it:

 > pchisq(1000, 2, 1, FALSE)
[1] 1.720202e-205
 > pchisq(10000, 2, 1, FALSE)
[1] 0
 > pchisq(100000, 2, 1, FALSE)
[1] 0
 > pchisq(1000000, 2, 1, FALSE)
[1] 0

Duncan Murdoch



R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel Received on Sat Dec 02 08:00:50 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Sat 02 Dec 2006 - 20:30:58 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-devel. Please read the posting guide before posting to the list.