Displaying 4 results from an estimated 4 matches for "20numerical".
2017 Dec 27
2
Numerical stability in chisq.test
The chisq.test on line 57 contains following code:
STATISTIC <- sum(sort((x - E)^2/E, decreasing = TRUE))
However, based on book "Accuracy and stability of numerical algorithms" available from:
http://ftp.demec.ufpr.br/CFD/bibliografia/Higham_2002_Accuracy%20and%20Stability%20of%20Numerical%20Algorithms.pdf
Table 4.1 on page 89, it is better to sort the data in increasing order than in decreasing order, when the data are non-negative.
An example:
x = matrix(c(rep(1.1, 10000)), 10^16, nrow = 10001, ncol = 1) # We have a vector with 10000*1.1 and 1*10^16
c(sum(sort(x, decreasing =...
2017 Dec 28
0
Numerical stability in chisq.test
...ounding issues (PR#3486):
STATISTIC <- sum(sort((x - E) ^ 2 / E, decreasing = TRUE))
-k
> However, based on book "Accuracy and stability of numerical algorithms" available from:
> http://ftp.demec.ufpr.br/CFD/bibliografia/Higham_2002_Accuracy%20and%20Stability%20of%20Numerical%20Algorithms.pdf
> Table 4.1 on page 89, it is better to sort the data in increasing order than in decreasing order, when the data are non-negative.
> An example:
> x = matrix(c(rep(1.1, 10000)), 10^16, nrow = 10001, ncol = 1) # We have a vector with 10000*1.1 and 1*10^16
> c(sum(...
2017 Dec 27
0
Numerical stability in chisq.test
The chisq.test contains following code:
STATISTIC <- sum(sort((x - E)^2/E, decreasing = TRUE))
However, based on book Accuracy and stability of numerical algorithms <http://ftp.demec.ufpr.br/CFD/bibliografia/Higham_2002_Accuracy%20and%20Stability%20of%20Numerical%20Algorithms.pdf> Table 4.1 on page 89, it is better to sort the data in increasing order than in decreasing order, when the data are non-negative.
A demonstrative example:
x = matrix(c(rep(1.1, 10000)), 10^16, nrow = 10001, ncol = 1) # We have a vector with 10000*1.1 and 1*10^16
c(sum(sort(...
2017 Dec 28
1
Numerical stability in chisq.test
...efore unfix PR#3486; at the very least some care is required if this is modified.
-pd
>
>> However, based on book "Accuracy and stability of numerical algorithms" available from:
>> http://ftp.demec.ufpr.br/CFD/bibliografia/Higham_2002_Accuracy%20and%20Stability%20of%20Numerical%20Algorithms.pdf
>> Table 4.1 on page 89, it is better to sort the data in increasing order than in decreasing order, when the data are non-negative.
>
>> An example:
>> x = matrix(c(rep(1.1, 10000)), 10^16, nrow = 10001, ncol = 1) # We have a vector with 10000*1.1 and 1*1...