[Rd] pt not monotonic with large noncentrality (PR#14069)

From: <Jerry.Lewis_at_biogenidec.com>
Date: Tue, 17 Nov 2009 05:05:10 +0100 (CET)


Full_Name: Jerry W. Lewis
Version: 2.10.0
OS: Windows XP Professional
Submission from: (NULL) (96.237.55.233)

pt(0,3,200) # correctly returns 0
pt(-1000,3,200) # erroniously returns 0.003116595

Since pt(0,df,nc) = pnorm(-nc), there is an easily computed upper bound for pt(-t,df,nc) where t>0 and nc>0.



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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Wed 18 Nov 2009 - 12:10:49 GMT

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