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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
2017 Dec 28
0
Numerical stability in chisq.test
>>>>> Jan Motl writes: > The chisq.test on line 57 contains following code: > STATISTIC <- sum(sort((x - E)^2/E, decreasing = TRUE)) The preceding 2 lines seem relevant: ## Sorting before summing may look strange, but seems to be ## a sensible way to deal with rounding issues (PR#3486): STATISTIC <- sum(sort((x - E) ^ 2 / E,
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
2017 Dec 28
1
Numerical stability in chisq.test
> On 28 Dec 2017, at 13:08 , Kurt Hornik <Kurt.Hornik at wu.ac.at> wrote: > >>>>>> Jan Motl writes: > >> The chisq.test on line 57 contains following code: >> STATISTIC <- sum(sort((x - E)^2/E, decreasing = TRUE)) > > The preceding 2 lines seem relevant: > > ## Sorting before summing may look strange, but seems to be >