[R] exact values for p-values

From: David Duffy <David.Duffy_at_qimr.edu.au>
Date: Wed 13 Jul 2005 - 17:46:38 EST

> This is obtained from F =39540 with df1 = 1, df2 = 7025.
> Suppose am interested in exact value such as

If it were really necessary, you would have to move to multiple precision. The gmp R package doesn't seem to yet cover this, but FMLIB (TOMS814, DM Smith) is a multiple precision f90 library that does include the incomplete beta -- it allows one to say for F(1,7025)=39540, P=6.31E-2886 (evaluated using 200 sign. digit arithmetic). Results from R's pf() agree quite closely with the FMLIB results for less extreme values eg
> print(pf(1500,1,7025,lower=FALSE), digits=20)

 [1] 1.3702710894887480597e-297

cf 1.37027108948832580215549799419452388134616261215463681945E-297

| David Duffy (MBBS PhD)                                         ,-_|\
| email: davidD@qimr.edu.au  ph: INT+61+7+3362-0217 fax: -0101  /     *
| Epidemiology Unit, Queensland Institute of Medical Research \_,-._/ | 300 Herston Rd, Brisbane, Queensland 4029, Australia GPG 4D0B994A v

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