On Tue, 14 Jun 2022 18:00:24 +0200 Martin Maechler <maech...@stat.math.ethz.ch> wrote:
>>>>>> GILLIBERT, Andre >>>>>> on Tue, 14 Jun 2022 13:39:41 +0000 writes: > > > Hello, > >> I asked about the following observations on r-help and it > >> was suggested that they may indicate an algorithmic > >> problem with qt(), so I thought I should report them > >> here. > > Which is fine. > Usually you should *CAREFULLY* read the corresponding reference > documentation before posting. I actually have read the documentation before, though admittedly I didn't reread it carefully before posting, but I vaguely remembered the reservations about the tail accuracy of large values. The main reason I posted was my surprise at getting seemingly good values, then suddenly Inf, then again seemingly good values. I actually ran into this issue when I was graphing various effect sizes with t-distributions and with a large effect suddenly got an error and no graph, but then with an even larger effect got a graph again. [...] > Still, this lack of a better algorithm had bothered me (as R > Core member) in the past quite a bit, and I had implemented other > approximations for cases where the current algorithm is > deficient... but I had not been entirely satisfied, nor had I > finished exploring or finding solutions in all relevant cases. > > In the mean time I had created CRAN package 'DPQ' (Density, > Probability, Quantile computations) which also contains > quite a few functions related to better/alternative computations > of pt(*, ncp=*) which I call pnt(), not the least because R's > implementation of the algorithm is in <Rsrc>/src/nmath/pnt.c > and the C function is called pnt(). > > Till now, I have not found a student or a collaborator to > finally get this project further {{hint, hint!}}. > > In DPQ, (download the *source* package if you are interested), > there's a help page listing the current approaches I have > > https://search.r-project.org/CRAN/refmans/DPQ/html/pnt.html > or > https://rdrr.io/cran/DPQ/man/pnt.html > > Additionally, in the source (man/pnt.Rd) there are comments about a not yet > implemented one, and there are even two R scripts exhibiting > bogous (and already fixed) behavior of the non-central t CDF: > > https://rdrr.io/rforge/DPQ/src/tests/t-nonc-tst.R and > https://rdrr.io/rforge/DPQ/src/tests/pnt-prec.R > > Indeed, this situation *can* be improved, but it needs dedicated work > of people somewhat knowledgable in applied math etc. > > Would you (readers ..) be interested in helping? I'm afraid I don't have enough knowledge or time to be useful for such a project. But what you describe sounds interesting and I'll try to find time to look at it. Thanks for your reply, I really appreciate it. Steve Berman ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel