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dol
2004 Aug 19
1
precision problems in testing with Intel compilers
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Besides being 3 times faster, it's stopping on the following code:
for(df in c(0.1, 0.5, 1.5, 4.7, 10, 20,50,100)) {
cat("df =", formatC(df, wid=3))
xx <- c(10^-(5:1), .9, 1.2, df + c(3,7,20,30,35,38))
pp <- pchisq(xx, df=df, ncp = 1) #print(pp)
dtol <- 1e-12 *(if(2 < df && df <= 50) 64 else if(df > 50) 20000 else
500)
print(all.equal(xx, qchisq(pp, df=df, ncp=1), tol = dtol))# TRUE
##or print(mapply(rErr, xx, qchisq(pp, df=df,ncp=1)), digits = 3)
}
Where dtol used by all.equal is set to be 5e-10,
which the int...