Non central chi squared bug (PR#9406)
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