In the help file for the non-central t, the following appears: ncp: non-centrality parameter delta; currently `ncp <= 37.62'. I assume that this means the ncp cannot exceed 37.62. Is this still the case and is there any plans to increase this restriction? Thanks! Jeff Jeff Morris Design Support Clinical Chemistry R&D Ortho-Clinical Diagnostics email: jmorris6 at ocdus.jnj.com Phone: 716-453-5794 -------------- next part -------------- An HTML attachment was scrubbed... URL: https://stat.ethz.ch/pipermail/r-help/attachments/20010518/c68c653d/attachment.html
Non-Central t
2 messages · Morris, Jeffrey [OCDUS], Peter Dalgaard
"Morris, Jeffrey [OCDUS]" <JMORRIS6 at OCDUS.JNJ.COM> writes:
In the help file for the non-central t, the following appears: ncp: non-centrality parameter delta; currently `ncp <= 37.62'. I assume that this means the ncp cannot exceed 37.62. Is this still the case and is there any plans to increase this restriction? Thanks!
Judging from the comments in the code, the problem is still there. Eventually, we want to get rid of these restrictions, and I recently did so for the noncentral chisquare density, but it requires nontrivial changes to the algorithms and can be tricky to get right (as witnessed by the subsequent bugfix to dnchisq.c...). A typical problem is that the noncentral distributions involve infinite sums where the terms satisfy a multiplicative recurrence relation, but where extreme arguments cause the recurrence to start from zero due to floating point underflow.
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*sigh*
O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._