From: Ken Kelley <KKIII_at_indiana.edu>

Date: Tue 25 Oct 2005 - 03:01:10 EST

round(pf(X, 10, 1000, 225), 5)

round(pf(X, 10, 200, 225), 5)

round(pf(X, 10, 1000, 250), 5)

round(pf(X, 10, 200, 250), 5)

round(pf(X, 10, 1000, 275), 5)

round(pf(X, 10, 200, 275), 5)

system i386, mingw32

status

major 2

minor 2.0

year 2005

month 10

day 06

svn rev 35749

language R

Date: Tue 25 Oct 2005 - 03:01:10 EST

Hello all.

It seems that the pf() function when used with noncentral parameters can behave badly at times. I've included some examples below, but what is happening is that with some combinations of df and ncp parameters, regardless of how large the quantile gets, the same probability value is returned. Upon first glance noncentral values greater than 200 may seem large, but they are in some contexts not large at all. The problems with pf() can thus have serious implications (for example, in the context of sample size planning).

I noticed that in in 1999 and 2000 issues with large degrees of freedom came about (PR#138), but I couldn't find the present issue reported anywhere.

Might there be a way to make the algorithm more stable? I'm not sure how difficult this issue might be to fix, but hopefully it won't be too bad and can be easily done. Any thoughts on a workaround until then?

Thanks,

Ken Kelley

# <Begin example code>

X <- seq(10, 600, 10)

# Gets stuck at .99135

############################

round(pf(X, 10, 1000, 225), 5)

round(pf(X, 10, 200, 225), 5)

round(pf(X, 5, 1000, 225), 5)

round(pf(X, 5, 200, 225), 5)

round(pf(X, 1, 1000, 225), 5)

round(pf(X, 1, 200, 225), 5)

# Gets stuck at .97035

############################

round(pf(X, 10, 1000, 250), 5)

round(pf(X, 10, 200, 250), 5)

round(pf(X, 5, 1000, 250), 5)

round(pf(X, 5, 200, 250), 5)

round(pf(X, 1, 1000, 250), 5)

round(pf(X, 1, 200, 250), 5)

# Gets stuck at .93539

############################

round(pf(X, 10, 1000, 275), 5)

round(pf(X, 10, 200, 275), 5)

round(pf(X, 5, 1000, 275), 5)

round(pf(X, 5, 200, 275), 5)

round(pf(X, 1, 1000, 275), 5)

round(pf(X, 1, 200, 275), 5)

# <end example code>

> version

_

platform i386-pc-mingw32

arch i386 os mingw32

system i386, mingw32

status

major 2

minor 2.0

year 2005

month 10

day 06

svn rev 35749

language R

-- Ken Kelley, Ph.D. Inquiry Methodology Program Indiana University 201 North Rose Avenue, Room 4004 Bloomington, Indiana 47405 http://www.indiana.edu/~kenkel ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.htmlReceived on Tue Oct 25 03:07:33 2005

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