mark.chappell
2019-Jan-09 02:10 UTC
[Rd] Bug in dt() function in stats - accuracy only 6 dp.
Hi I believe the dt() function in stats has small areas of inaccuracy. SmallRangeMostDetaileddf150.png shows this occurring in the 10-11th decimal place. MyD4 is computed using Myt_NC(), at the bottom of BugL.R - my function is very slow due to using mpfr, but i believe accurate to the accuracy of genhypergeo() which it uses - 14-15 dp. LargeRangeDiffdf150.png, which is difference between dt() and my function, shows spikes across -1.5 < x < 1.5. I assumed probably only a problem for large df, but SmallRangeCloseZerodf20.png, shows actually more of a problem with df = 20.? Accuracy seems to be only to 6 decimal places. Using R version 3.5.2. Cheers Mark -------------- next part -------------- A non-text attachment was scrubbed... Name: SmallRangeMostDetaileddf150.png Type: image/png Size: 1262560 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-devel/attachments/20190109/20c85cda/attachment-0003.png> -------------- next part -------------- A non-text attachment was scrubbed... Name: LargeRangeDiffdf150.png Type: image/png Size: 1262560 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-devel/attachments/20190109/20c85cda/attachment-0004.png> -------------- next part -------------- A non-text attachment was scrubbed... Name: SmallRangeCloseZerodf20.png Type: image/png Size: 1262560 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-devel/attachments/20190109/20c85cda/attachment-0005.png>
Martin Maechler
2019-Jan-10 10:07 UTC
[Rd] Bug in dt() function in stats - accuracy only 6 dp.
>>>>> mark chappell via R-devel >>>>> on Wed, 9 Jan 2019 13:10:26 +1100 writes:> Hi I believe the dt() function in stats has small areas of > inaccuracy. > SmallRangeMostDetaileddf150.png shows this occurring in > the 10-11th decimal place. > MyD4 is computed using Myt_NC(), at the bottom of BugL.R - > my function is very slow due to using mpfr, but i believe > accurate to the accuracy of genhypergeo() which it uses - > 14-15 dp. > LargeRangeDiffdf150.png, which is difference between dt() > and my function, shows spikes across -1.5 < x < 1.5. > I assumed probably only a problem for large df, but > SmallRangeCloseZerodf20.png, shows actually more of a > problem with > df = 20.? Accuracy seems to be only to 6 decimal places. We did not get a single piece of R code. Maybe you've wanted to attach the 'BugL.R' R script mentioned above, but failed to use 'text/plain' MIME encoding? Note: If this is about using *non*central t-distribution (as the above "NC" suggests), then this is *not* a bug per se, as the help page *does* mention that the acuracy there is reduced. Still, I have created an R bugzilla account for you to report there, i.e., https://bugs.r-project.org/ Best, Martin > Using R version 3.5.2. > Cheers > Mark > [DELETED ATTACHMENT SmallRangeMostDetaileddf150.png, PNG image] > [DELETED ATTACHMENT LargeRangeDiffdf150.png, PNG image] > [DELETED ATTACHMENT SmallRangeCloseZerodf20.png, PNG image]
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