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
major2
minor2.0
year 2005
month10
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
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Thomas Lumley Assoc. Professor, Biostatistics
[EMAIL PROTECTED] University of Washington, Seattle
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