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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. ----------------------------------------------------------------------------- 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 th...
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....