The problem is in src/nmath/pnbeta.c, which has an iteration limit of 100, not enough for these problems. Increasing the iteration limit to 1000 seems to work.
-thomas On Mon, 24 Oct 2005, Ken Kelley wrote: > 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.html > Thomas Lumley Assoc. Professor, Biostatistics [EMAIL PROTECTED] University of Washington, Seattle ______________________________________________ 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.html