Re: [Rd] unstable corner of parameter space for qbeta?

2020-03-26 Thread Ben Bolker
On 2020-03-26 4:02 a.m., Martin Maechler wrote: >> Ben Bolker >> on Wed, 25 Mar 2020 21:09:16 -0400 writes: > > > I've discovered an infelicity (I guess) in qbeta(): it's not a bug, > > since there's a clear warning about lack of convergence of the numerical > >

Re: [Rd] unstable corner of parameter space for qbeta?

2020-03-26 Thread Martin Maechler
___ > From: R-devel on behalf of J C Nash > Sent: Thursday, March 26, 2020 10:40:05 AM > To: Martin Maechler > Cc: r-devel@r-project.org > Subject: Re: [Rd] unstable corner of parameter space for qbeta? > Despite the need to focus on pbeta, I'm still willi

Re: [Rd] unstable corner of parameter space for qbeta?

2020-03-26 Thread Ravi Varadhan
: r-devel@r-project.org Subject: Re: [Rd] unstable corner of parameter space for qbeta? Despite the need to focus on pbeta, I'm still willing to put in some effort. But I find it really helps to have 2-3 others involved, since the questions back and forth keep matters moving forward. Volunte

Re: [Rd] unstable corner of parameter space for qbeta?

2020-03-26 Thread J C Nash
Despite the need to focus on pbeta, I'm still willing to put in some effort. But I find it really helps to have 2-3 others involved, since the questions back and forth keep matters moving forward. Volunteers? Thanks to Martin for detailed comments. JN On 2020-03-26 10:34 a.m., Martin Maechler

Re: [Rd] unstable corner of parameter space for qbeta?

2020-03-26 Thread Martin Maechler
> J C Nash > on Thu, 26 Mar 2020 09:29:53 -0400 writes: > Given that a number of us are housebound, it might be a good time to try to > improve the approximation. It's not an area where I have much expertise, but in > looking at the qbeta.c code I see a lot of

Re: [Rd] unstable corner of parameter space for qbeta?

2020-03-26 Thread J C Nash
Given that a number of us are housebound, it might be a good time to try to improve the approximation. It's not an area where I have much expertise, but in looking at the qbeta.c code I see a lot of root-finding, where I do have some background. However, I'm very reluctant to work alone on this,

Re: [Rd] unstable corner of parameter space for qbeta?

2020-03-26 Thread peter dalgaard
It's a pretty extreme case, try e.g. curve(pbeta(x, shape1, shape2), n=10001), and (probably -- I can't be bothered to work out the relation between beta shapes and F df parameters this morning...) outside what is normally encountered in statistical analyses. Notice though, that you have

Re: [Rd] unstable corner of parameter space for qbeta?

2020-03-26 Thread Martin Maechler
> Ben Bolker > on Wed, 25 Mar 2020 21:09:16 -0400 writes: > I've discovered an infelicity (I guess) in qbeta(): it's not a bug, > since there's a clear warning about lack of convergence of the numerical > algorithm ("full precision may not have been achieved"). I can

[Rd] unstable corner of parameter space for qbeta?

2020-03-25 Thread Ben Bolker
I've discovered an infelicity (I guess) in qbeta(): it's not a bug, since there's a clear warning about lack of convergence of the numerical algorithm ("full precision may not have been achieved"). I can work around this, but I'm curious why it happens and whether there's a better workaround