On Fri, 6 Feb 2009, Aldi Kraja wrote:
Hi,
I am working with some extremely small p-values and I want to capture the
corresponding quantiles.
I see the help file it says:
'qnorm' is based on Wichura's algorithm AS 241 which provides
precise results up to about 16 digits.
What happen after the 16th digits?
You get some rounding error:
print(pnorm(qnorm(1e-300)),digits=20)
[1] 9.9999999999995261e-301
pnorm(qnorm(log(1e-300),log.p=T),log=T)/log(1e-300)-1
[1] 2.220446e-16
Of course, some of this is possibly in pnorm().
If I am running R in a server 64-bit, can that improve the chances that
beyond 16th digits to still have precision?
This is on a 64-bit workstation. This version of R allows use of more
memory, but not extended precision.
So if you need more than a 15 significant digits in your quantiles, you
may need to do a bit more work.
And of course if your p-values are much smaller than 1e-300, you will need
this anyway.
HTH,
Chuck
Thanks,
Aldi
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