From: <maechler_at_stat.math.ethz.ch>

Date: Wed 20 Dec 2006 - 07:50:49 GMT

R-devel@r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Thu Dec 21 19:03:57 2006

Date: Wed 20 Dec 2006 - 07:50:49 GMT

>>>>> "goodrich" == goodrich <goodrich@fas.harvard.edu>

>>>>> on Tue, 19 Dec 2006 22:45:33 +0100 (CET) writes:

goodrich> Reproduced on Debian and Windows ...

goodrich> On 2.4.x if you execute

goodrich> set.seed(12345)

goodrich> t.1 <- rt(n = 1000, df = 20)

goodrich> set.seed(12345)

goodrich> t.2 <- rt(n = 1000, df = 20, ncp = 0)

goodrich> all.equal(t.1, t.2) ## Not close to true

goodrich> This appears to be due to the fact that in 2.4.x rt is now

goodrich> rt goodrich> function (n, df, ncp = 0) goodrich> { goodrich> if (missing(ncp)) goodrich> .Internal(rt(n, df)) goodrich> else rnorm(n, ncp)/sqrt(rchisq(n, df)/df) goodrich> } goodrich> <environment: namespace:stats>

goodrich> Whereas in 2.3.1 rt() is verified to work as expected when someone goodrich> (redundantly) types ncp = 0

goodrich> rt goodrich> function (n, df, ncp = 0) goodrich> { goodrich> if (ncp == 0) goodrich> .Internal(rt(n, df)) goodrich> else rnorm(n, ncp)/(rchisq(n, df)/sqrt(df)) goodrich> } goodrich> <environment: namespace:stats>

goodrich> The only interface difference is missing(ncp) vs. ncp == 0 .

Your analysis is correct.

But the question mark in your subject line is too: This is no
bug, but quite on purpose: rt() has been changed to be in line with
qt() and pt().

The idea is that if you specify 'ncp', we give you behavior which is continuous (in the mathematical sense) in 'ncp' for ncp --> 0. Hence, when ncp is specified {aka !missing(.)}, the algorithms for ncp >=0 are applied; if it's not specified, the algorithms of the central t-distributions are used.

However, your report does point to a ``bug'' : We should document the above on the Tdist help page.

So, after all, thank you for the report! Martin Maechler, ETH Zurich

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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Thu Dec 21 19:03:57 2006

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