# [Rd] error in qbeta (PR#1201)

**Peter Dalgaard BSA
**
p.dalgaard@biostat.ku.dk

*13 Dec 2001 16:50:22 +0100*

Peter Dalgaard BSA <p.dalgaard@biostat.ku.dk> writes:
>* z.yang@ucl.ac.uk writes:
*
>* > I noticed that qbeta is sometimes wrong and the error is not even due to the
*>* > beta parameters being too extreme. I am calculating the quantiles corresponding
*>* > to cdf = 0.05, 0.15, ..., 0.95. The value corresponding to cdf=0.25 is wrong
*>* > while all other values are correct.
*>* >
*>* > qbeta(0.05, 0.143891, 0.05) = 1.040850e-05 correct
*>* > qbeta(0.15, 0.143891, 0.05) = 0.021161 correct
*>* > qbeta(0.25, 0.143891, 0.05) = 3e-308 wrong (correct value is 0.457227)
*>* > qbeta(0.35, 0.143891, 0.05) = 0.945217 correct
*>* >
*>* > I also used your source file qbeta.c to do the same calculation, and it seems
*>* > that something might be wrong in the "initial approximation", before the
*>* > newton-raphson iteration.
*
Thanks for reporting this.
We think we have a better version in the current snapshots for 1.4.0
(available at http://www.stats.uwo.ca/faculty/murdoch/software/r-devel)
It turns out that the initial approximation simply isn't very good in
this case, it becomes negative and the algorithms sets it to a small
number. This is true of the original Fortran code too, but we had
chosen a rather smaller small number and that caused the algorithm to
converge falsely.
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907
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