Displaying 4 results from an estimated 4 matches for "itrmax".
Did you mean:
itermax
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 =