You crossed the value ncp = 80: the help page warned you of
cancellation there, and at p = 1 - 1e-12, that is what you got
(badly).
On Sun, 11 Oct 2009, witkov...@savba.sk wrote:
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.
Actually, for probability values near 1, and it does say so in the
documentation. But see
qchisq(1e-12, 1, 81, lower.tail=FALSE)
[1] 1258.412
qchisq(1-1e-12, 1, 81)
[1] 257.1488
which I suggest gives you a workaround -- we'll look into giving a
warning from the code.
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)
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--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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