Displaying 4 results from an estimated 4 matches for "allwrigh".
2009 Dec 15
2
apparently incorrect p-values from 2-sided Kolmogorov-Smirnov test (PR#14145)
...lculated as 0.4 correctly, but the
p-value is stated by R as 1, though in fact it should be 20/21=0.9524
As I say this is just one example of quite a lot of errors of this kind
that I am finding.
If you want more examples I can try to be more systematic about tracking
them down.
Thank you,
David Allwright.
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Dr DJ Allwright E-mail : allwrigh at maths.ox.ac.uk
OCIAM(Oxford Centre for Industrial and Applied Mathematics)
Mathematical Institute Telephone : [+44](0)1865-280604
24-29 St.Giles'...
2009 Dec 18
0
apparently incorrect p-values from 2-sided Kolmogorov-Smirnov (PR#14158)
I've fixed this by adding 0.5/mn to q. The problem (at least in principle) with multiplying them all up is integer overflow.
By the time 0.5/mn underflows to zero, missing one value in the distribution won't matter.
-thomas
On Fri, 18 Dec 2009, David John Allwright wrote:
> Dear Thomas, Right, thank you. Yes, I haven't looked at the source code
> (because I don't know C) but something like what you mention could well cause
> the kind of problems I am seeing: a loop being exectued one too few or one
> too many times. And yes, I think t...
2009 Dec 18
0
apparently incorrect p-values from 2-sided Kolmogorov-Smirnov (PR#14157)
...s. And yes, I think those quantities should be
multiplied up by m*n to all become integers so we escape rounding error
problems. David.
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On Wed, 16 Dec 2009, tlumley at u.washington.edu wrote:
> On Tue, 15 Dec 2009, allwrigh at maths.ox.ac.uk wrote; (in part)
>
>>
>> x<-1:5
>> y<-c(2.5,4.5)
>> ks.test(x,y)
>>
>> The value of the D_2,5 statistic is calculated as 0.4 correctly, but the
>> p-value is stated by R as 1, though in fact it should be 20/21=0.9524
>
>
&...
2010 Jan 05
0
apparently incorrect p-values from 2-sided Kolmogorov-Smirnov (PR#14178)
...his by adding 0.5/mn to q. The problem (at least in principle)
> with multiplying them all up is integer overflow.
>
> By the time 0.5/mn underflows to zero, missing one value in the distribution
> won't matter.
>
> -thomas
>
>
> On Fri, 18 Dec 2009, David John Allwright wrote:
>
>> Dear Thomas, Right, thank you. Yes, I haven't looked at the source code
>> (because I don't know C) but something like what you mention could well
>> cause the kind of problems I am seeing: a loop being exectued one too few
>> or one too many times...