Full_Name: Viktor Witkovsky Version: 2.9.2 OS: Windows XP Submission from: (NULL) (78.98.89.227)
Hello, I have found strange behavior of the function qchisq (the non-central qchisq is based on inversion of pchisq, which is further based on pgamma). The function gives wrong results without any warning. For example: qchisq(1e-12,1,8.94^2,lower.tail=FALSE) gives 255.1840972465858 (notice that here the correct value should be 255.1841334848075), but qchisq(1e-12,1,8.95^2,lower.tail=FALSE) gives 1249.681320136836 Here, the correct value should be 255.5037231613135. So, it seems that qchisq is inaccurate for small probability values and larger non/centrality parameter. I am using the precompiled binary version of R, under Windows XP. _ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 2 minor 9.2 year 2009 month 08 day 24 svn rev 49384 language R version.string R version 2.9.2 (2009-08-24) ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel