From: <tlumley_at_u.washington.edu>

Date: Fri, 18 Dec 2009 17:30:09 +0100 (CET)

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Fri 18 Dec 2009 - 16:35:22 GMT

Date: Fri, 18 Dec 2009 17:30:09 +0100 (CET)

I've fixed this by adding 0.5/mn to q. The problem (at least in principle) with multiplying them all up is integer overflow.

By the time 0.5/mn underflows to zero, missing one value in the distribution won't matter.

-thomas

On Fri, 18 Dec 2009, David John Allwright wrote:

> Dear Thomas, Right, thank you. Yes, I haven't looked at the source code

*> (because I don't know C) but something like what you mention could well cause
**> the kind of problems I am seeing: a loop being exectued one too few or one
**> too many times. And yes, I think those quantities should be multiplied up by
**> m*n to all become integers so we escape rounding error problems. David.
**> ------------------------------------------------------------------------------
**> On Wed, 16 Dec 2009, tlumley_at_u.washington.edu wrote:
**>
**>> On Tue, 15 Dec 2009, allwrigh_at_maths.ox.ac.uk wrote; (in part)
**>>
**>>>
**>>> x<-1:5
**>>> y<-c(2.5,4.5)
**>>> ks.test(x,y)
**>>>
**>>> The value of the D_2,5 statistic is calculated as 0.4 correctly, but the
**>>> p-value is stated by R as 1, though in fact it should be 20/21=0.9524
**>>
**>>
**>> What we seem to have here is a rounding error problem.
**>>
**>> In ks.c:psmirnov2x, there is a double loop including
**>> if(fabs(i / md - j / nd) > q)
**>> u[j] = 0;
**>>
**>> where md=2, nd=5, and q=3/10.
**>>
**>> Now, to full precision abs(1/2 - 4/5) > 3/10 is false, but at least on my
**>> MacBook it is true in C double precision.
**>>
**>> I'm not sure why the loop is working with doubles, since multiplying by m*n
**>> should make everything an integer.
**>>
**>> -thomas
**>>
**>> Thomas Lumley Assoc. Professor, Biostatistics
**>> tlumley_at_u.washington.edu University of Washington, Seattle
**>>
**>>
**>>
**>
*

Thomas Lumley Assoc. Professor, Biostatistics tlumley_at_u.washington.edu University of Washington, Seattle ______________________________________________R-devel_at_r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Fri 18 Dec 2009 - 16:35:22 GMT

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