function qt can fails if ndf < 1 (PR#13364)
You have missed the following item in NEWS for R-patched.
NEW FEATURES
o qt() now works for 0 < df < 1.
Please review what the FAQ has to say about checkiong your facts and not
reporting things which are already fixed.
Fortunately this example had some use: it showed someone had replaced a
working method in R-devel by one that infinite-looped, and I've reverted
it.
On Wed, 3 Dec 2008, gerard at mail.generacio.com wrote:
Full_Name: Gerard Torrent Version: R version 2.8.0 (2008-10-20) OS: Linux 2.6.27.5-41.fc9.x86_64 #1 SMP Submission from: (NULL) (85.52.227.233) In some cases qt complains about NaNs and don't gives the correct result:
qt(0.1,, 0.1)
That gives a syntax error ....
[1] NaN Warning message: In qt(p, df, lower.tail, log.p) : NaNs produced But the result can be found:
pt(-1.60443e+06, 0.1)
[1] 0.09999997
It actually was documented so in 2.8.0
df: degrees of freedom (> 0, maybe non-integer). 'df = Inf' is
allowed. For 'qt' only values of at least one are currently
supported unless 'ncp' is supplied.
!
If I replace the current method by bisection method in file file src/nmath/qt.c
the result is computed fine.
int cont=0;
do {
cont++;
nx = lx + (ux - lx)/2.0;
if ((pp = pt(nx, ndf, TRUE, FALSE)) > p) {
ux = nx; pu = pp;
} else {
lx = nx; pl = pp;
}
}
while ((ux - lx) / fabs(nx) > accu && cont < 100);
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Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595