From Kurt.Hornik@ci.tuwien.ac.at  Wed Apr 30 06:52:23 1997
From: Kurt.Hornik@ci.tuwien.ac.at (Kurt Hornik)
Date: Wed, 30 Apr 1997 07:52:23 +0200
Subject: R-alpha: New Incomplete Beta Function
In-Reply-To: <199704300456.QAA07452@stat1.stat.auckland.ac.nz>
References: <199704300456.QAA07452@stat1.stat.auckland.ac.nz>
Message-ID: <199704300552.HAA17098@aragorn.ci.tuwien.ac.at>

>>>>> Ross Ihaka writes:

> Here is a drop-in replacement for the R incomplete beta function.
> 	src/math/pbeta.c

> It is a slightly modified version of the cephes library one from
> Netlib.  In the few cases I tried it seems to give at least 14
> digit agreement with the one in S-PLUS (its hard to get more).

> I'm not sure what performance is like.  I'd like to know if it
> helps with some of the problems which have been reported for the
> t and F code in R.

Indeed, `qt(0.975, 3)' now also works on Debian Linux/GNU/ix86 when
compiled with `-O2 -g'.

Thanks!

(Of course, this is the only example I tried thus far ...)

-k
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R-alpha: New Incomplete Beta Function
Kurt Hornik