From witkovsky at savba.sk  Sun Oct 11 13:45:10 2009
From: witkovsky at savba.sk (witkovsky at savba.sk)
Date: Sun, 11 Oct 2009 13:45:10 +0200 (CEST)
Subject: [Rd] Accuracy (PR#13999)
Message-ID: <20091011114510.165AF282EF29@mail.pubhealth.ku.dk>

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.


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)



[Rd] Accuracy (PR#13999)
witkovsky at savba.sk