search for: itrmax

Displaying 4 results from an estimated 4 matches for "itrmax".

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2005 Nov 07
1
Modifying Internal C Files
Hi All. I want to tweak a few minor things inside of internal C code. I have my Win. XP machine set-up to build packages (including C code), but I'm having problems getting the package to run correctly. In particular, I want to modify a few things inside of pnbeta.c (namely errmax and itrmax), which is what the pbeta() function calls upon when there is a noncentral parameter. I copied the pnbeta.c C code, changed its name [to pnbeta2.c], included the nmath.h, dpq.h files, lgamma.c, and pbeta.c in my src folder (since the .h files were called upon and the .c files were). I then crea...
2008 Apr 25
0
remarks on function pnbeta
...ny, On the computation of the noncentral F and noncentral beta distribution, Statistics and Computing, 2008, in press. Preprint of the paper is available here: http://reliablecomputing.eu/publications.html and the article here http://dx.doi.org/10.1007/s11222-008-9061-3 I suggest increasing the itrmax to (at least) 2000, since practically important values cannot be computed with the current value. For example: pnbeta(0.99992057, 25.0, 0.5, 34012.98, 1, 0); needs 1649 iterations on my machine, and returns 0.0752037 instead of the true value 0.100000. This is not a bug, i got a warning, however...
2008 Apr 25
0
remarks on function pnbeta (PR#11277)
...ny, On the computation of the noncentral F and noncentral beta distribution, Statistics and Computing, 2008, in press. Preprint of the paper is available here: http://reliablecomputing.eu/publications.html and the article here http://dx.doi.org/10.1007/s11222-008-9061-3 I suggest increasing the itrmax to (at least) 2000, since practically important values cannot be computed with the current value. For example: pnbeta(0.99992057, 25.0, 0.5, 34012.98, 1, 0); needs 1649 iterations on my machine, and returns 0.0752037 instead of the true value 0.100000. This is not a bug, i got a warning, however...
2000 Dec 14
2
Accuracy problem in dchisq for non-central chi-squared
Hi, I think I have identified a inaccuracy in dchisq when the non-centrality parameter is non-zero and large. Here's a little test: sys.dchisq.test <- function(N = 100000,mean = 0) { z <- rnorm(N,mean = mean, sd = 1) x <- z^2 xmin <- min(x) xmax <- max(x) br <- seq(xmin,xmax,length = 101) dbr <- br[2]-br[1] hist(x,br) p <- dchisq(br,df = 1,ncp =