16 digits and beyond? R64-bit a solution?

Hi,

I am working with some extremely small p-values and I want to capture the 
corresponding quantiles.

I see the help file it says:
    'qnorm' is based on Wichura's algorithm AS 241 which provides
    precise results up to about 16 digits.

What happen after the 16th digits?

You get some rounding error:

 print(pnorm(qnorm(1e-300)),digits=20)

[1] 9.9999999999995261e-301

pnorm(qnorm(log(1e-300),log.p=T),log=T)/log(1e-300)-1

[1] 2.220446e-16

Of course, some of this is possibly in pnorm().

If I am running R in a server 64-bit, can that improve the chances that 
beyond 16th digits to still have precision?

This is on a 64-bit workstation. This version of R allows use of more 
memory, but not extended precision.

So if you need more than a 15 significant digits in your quantiles, you 
may need to do a bit more work.

And of course if your p-values are much smaller than 1e-300, you will need 
this anyway.

HTH,

Chuck

Thanks,

Aldi

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Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
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