From murdoch at stats.uwo.ca  Fri Dec  1 12:21:42 2006
From: murdoch at stats.uwo.ca (Duncan Murdoch)
Date: Fri, 01 Dec 2006 06:21:42 -0500
Subject: [Rd] Non central chi squared bug (PR#9406)
In-Reply-To: <20061201104434.3B2B9572A4@slim.kubism.ku.dk>
References: <20061201104434.3B2B9572A4@slim.kubism.ku.dk>
Message-ID: <45701046.2050703@stats.uwo.ca>

On 12/1/2006 5:44 AM, alan.bain at gmail.com wrote:
> Full_Name: Alan Bain 
> Version: 2.4.0
> OS: XP
> Submission from: (NULL) (155.140.122.227)
> 
> 
> 
> Code for pnchisq contains following
> 
> if (tSml) {
> 
> if (x> f+ theta+ 5*sqrt(2*(f+2*theta) ))){
>      return 1.; /* better than 0 --- but definately FIXME */
> }
> 
> }
> 
> This needs to check which tail has been requested; it is only correct if the
> default lower_tail=1 has been requested; for upper tail should return 0 if more
> than 5 std devs away from mean under these circumstances.

Could you post a test case to demonstrate this?  I don't see it:

 > pchisq(1000, 2, 1, FALSE)
[1] 1.720202e-205
 > pchisq(10000, 2, 1, FALSE)
[1] 0
 > pchisq(100000, 2, 1, FALSE)
[1] 0
 > pchisq(1000000, 2, 1, FALSE)
[1] 0


Duncan Murdoch



[Rd] Non central chi squared bug (PR#9406)
Duncan Murdoch