From Kurt.Hornik at wu.ac.at  Thu Dec 28 13:08:11 2017
From: Kurt.Hornik at wu.ac.at (Kurt Hornik)
Date: Thu, 28 Dec 2017 13:08:11 +0100
Subject: [Rd] Numerical stability in chisq.test
In-Reply-To: <8DE36064-E2AE-4A5E-847B-278EC246AEC4@volny.cz>
References: <8DE36064-E2AE-4A5E-847B-278EC246AEC4@volny.cz>
Message-ID: <23108.57003.959386.801846@hornik.net>

>>>>> Jan Motl writes:

> The chisq.test on line 57 contains following code:
> 	STATISTIC <- sum(sort((x - E)^2/E, decreasing = TRUE))

The preceding 2 lines seem relevant:

            ## Sorting before summing may look strange, but seems to be
            ## a sensible way to deal with rounding issues (PR#3486):
            STATISTIC <- sum(sort((x - E) ^ 2 / E, decreasing = TRUE))

-k

> However, based on book "Accuracy and stability of numerical algorithms" available from:
> 	http://ftp.demec.ufpr.br/CFD/bibliografia/Higham_2002_Accuracy%20and%20Stability%20of%20Numerical%20Algorithms.pdf
> Table 4.1 on page 89, it is better to sort the data in increasing order than in decreasing order, when the data are non-negative.

> An example:
> 	x = matrix(c(rep(1.1, 10000)), 10^16, nrow = 10001, ncol = 1)    # We have a vector with 10000*1.1 and 1*10^16
> 	c(sum(sort(x, decreasing = TRUE)), sum(sort(x, decreasing = FALSE)))
> The result:
> 	10000000000010996 10000000000011000
> When we sort the data in the increasing order, we get the correct result. If we sort the data in the decreasing order, we get a result that is off by 4.

> Shouldn't the sort be in the increasing order rather than in the decreasing order?

> Best regards,
> Jan Motl


> PS: This post is based on discussion on https://stackoverflow.com/questions/47847295/why-does-chisq-test-sort-data-in-descending-order-before-summation and the response from the post to r-help at r-project.org.
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[Rd] Numerical stability in chisq.test
Kurt Hornik