search for: logdenom

Displaying 1 result from an estimated 1 matches for "logdenom".

2023 Mar 01
1
Incorrect behavior of ks.test and psmirnov functions with exact=TRUE
...51)), list(range(51, 101)), alternative="greater", method="exact") returns 9.911653021418333e-30. I've tried to dig in a bit and the problem comes down to how the final value is calculated in psmirnov function: if (log.p & !lower.tail) return(log1p(-ret/exp(logdenom))) if (!log.p & !lower.tail) return(1 - ret/exp(logdenom)) There exp(logdenom) is a relatively good (but not perfect) approximation of combination(100, 50) = 1.008913e+29, ret is also a good approximation of combination(100, 50)-1 = 1.008913e+29 but there is not enough double preci...