search for: welinder

Full_Name: M Welinder Version: 1.4 OS: (src) Submission from: (NULL) (192.5.35.38) It seems to me that pweibull can be improved in the lower_tail=TRUE and log_p=FALSE case by using expm1. Something like -expm1(-pow(x / scale, shape)), I think. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-....

Full_Name: Morten Welinder Version: 1.6.1 OS: Solaris/sparc Submission from: (NULL) (65.213.85.144) qbeta(0.1, 1e-8, 0.5, TRUE, FALSE) seems to hang for me.

Full_Name: M. Welinder Version: 1.8.1 OS: Solaris Submission from: (NULL) (65.213.85.227) Currently R has... #define R_D_Lval(p) (lower_tail ? (p) : (1 - (p))) /* p */ #define R_D_val(x) (log_p ? log(x) : (x)) /* x in pF(x,..) */ #define R_DT_val(x) R_D_val(R_D_Lval(x)) /* x in pF */ ...which is sub-optimal i...

Full_Name: Morten Welinder Version: snapshot OS: Submission from: (NULL) (65.213.85.218) This should fix the remaining two 1-p cancellation issues. double l_rt = log1p (-p) * (x + 1); if (log_p) return R_DT_Clog (l_rt); else return lower_tail ? -expm1 (l_rt) : exp (l_rt);

Full_Name: Morten Welinder Version: 2.1.0 OS: src only Submission from: (NULL) (216.223.241.212) Now that pcauchy has been fixed, it is becoming clear that qcauchy suffers from the same problems. qcauchy(pcauchy(1e100,0,1,FALSE,TRUE),0,1,FALSE,TRUE) should yield 1e100 back, but I get 1.633178e+16. The code below doe...

Full_Name: M Welinder Version: 1.4 OS: (src) Submission from: (NULL) (192.5.35.38) It seems to me that pexp can be improved in the lower_tail=TRUE and log_p=FALSE case by using expm1. Something like -expm1 (-x / scale); I think. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-dev...

Full_Name: Morten Welinder Version: 1.5.1 OS: Solaris/Linux Submission from: (NULL) (192.5.35.38) The line return log(1 - p) * (x + 1); looks like it has problems for p near 1. I would suggest rewriting it to return log1p (-p) * (x + 1); -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-....

...ously require additional effort to make it consistent with the rest of R. Should you be interested, I would be willing to help or sit back and leave you to it. Ian Smith Message-id: <200309221347.h8MDlUJH021443@pubhealth.ku.dk> >Date: Fri, 2 May 2003 10:03:23 -0400 (EDT) From: Morten Welinder <welinder@rentec.com <mailto:welinder@rentec.com?Subject=Re:%20[Rd]%20PR>> >To: p.dalgaard@biostat.ku.dk <mailto:p.dalgaard@biostat.ku.dk?Subject=Re:%20[Rd]%20PR> >CC: r-devel@stat.math.ethz.ch <mailto:r-devel@stat.math.ethz.ch?Subject=Re:%20[Rd]%20PR>, R-bugs@biosta...

Full_Name: Morten Welinder Version: snapshot OS: Submission from: (NULL) (65.213.85.129) Two things are wrong. 1. There is nan test outside IEEE_754. 2. The meat part of the function should really be something like... if (!lower_tail) x = -x; if (fabs (x) > 1) { double temp = atan (1 / x) / M_PI;...

Full_Name: Morten Welinder Version: snapshot OS: Submission from: (NULL) (65.213.85.218) Time to kick phyper's tires... The current version has very serious cancellation issues. For example, if you ask for a small right-tail you are likely to get total cancellation. For example phyper(59, 150, 150, 60, FALSE, FALSE...

>Date: Fri, 2 May 2003 10:03:23 -0400 (EDT) From: Morten Welinder <welinder@rentec.com> >To: p.dalgaard@biostat.ku.dk >CC: r-devel@stat.math.ethz.ch, R-bugs@biostat.ku.dk >Subject: Re: [Rd] qbeta hang (PR#2894) > >Ok, I can confirm that it does not, in fact, loop forever. Just a close >approximation. ... >There are lots of other plac...

Hi there, this is just to let you know that the qbeta function, which was copied from R into Gnumeric, has been confirmed to be miscompiled by gcc 2.96 on Linux. (That's Red Hat's compiler.) This shows by qbeta(0.025,4,0.5) ending up taking the wrong branch of "if (alpha <= 0.5)". We compile things in a different context, so this may or may not affect you. The qbeta

Full_Name: Morten Welinder Version: 2 OS: Solaris/space/gcc2.95.2 Submission from: (NULL) (65.213.85.217) I changed src/nmath/standalone/test.c to read: --------------------------------------------------------------------------------- #define MATHLIB_STANDALONE 1 #include <Rmath.h> #include <stdio.h> int main(...

Full_Name: Morten Welinder Version: 1.5.1 OS: Solaris Submission from: (NULL) (65.213.85.136) I was having problems with qgamma's precision in the sense that pgamma(qpgamma(x)) was not as close to the identity function as I would like. I was seeing relative errors with random input of about 1e-8. This fits nicely wit...

Full_Name: Anja von Heydebreck Version: 1.9.1 OS: Linux Submission from: (NULL) (155.250.128.25) I obtained a negative p-value from the fisher.test() function: > fisher.test(matrix(c(14576,3023,89,68),2), alternative="g")$p.value [1] -8.426593e-13 With R 1.8.1, I got a p-value of -6.239231e-12 for this example. Anja von Heydebreck

The real problem is that pbeta can take forever. That's bug #7153 and a fix is within reach. Morten

Hi all, A hopefully quick query. I was reading a posting over at gnomedesktop.org on the latest release of Gnumeric 1.4: http://gnomedesktop.org/node/2090 There is a mention there: Improved accuracy: While Gnumeric 1.2 was already the best available source for accuracy in statistical calculations, Gnumeric 1.4 is even better. We are cooperating with The R Project to

...ix this by reverting where needed to a normal approximation, but that leaves the problem that we have no proof of the validity or accuracy of the rest of the algorithm (if indeed it is accurate). ?pgamma says As from R 2.1.0 'pgamma()' uses a new algorithm (mainly by Morten Welinder) which should be uniformly as accurate as AS 239. Well, it 'should be' but it is not, and we should not be making statements like that. Those in the email quoted in pgamma.c exhibit hubris. There are also at least two examples of sloppy coding that lead to numeric overflow and complete...

...thorough in finding and removing "srcref" and the other source references from parsed R language chunks, fixing PR#18638 thanks to Andrew Simmons. * dgeom() is more accurate now, notably when its result is very small, fixing PR#18642 thanks to the proposal of Morten Welinder, also improving other instances where C level binom_raw(x, n, ..) has x == 0 or x== n. * warning() with options(warn = 1) has improved output for multi-line messages. * axis.Date() and axis.POSIXct() now respect the par("lab") setting for the number of pr...

...thorough in finding and removing "srcref" and the other source references from parsed R language chunks, fixing PR#18638 thanks to Andrew Simmons. * dgeom() is more accurate now, notably when its result is very small, fixing PR#18642 thanks to the proposal of Morten Welinder, also improving other instances where C level binom_raw(x, n, ..) has x == 0 or x== n. * warning() with options(warn = 1) has improved output for multi-line messages. * axis.Date() and axis.POSIXct() now respect the par("lab") setting for the number of pr...