[Rd] error in qbeta (PR#1201)
Ziheng Yang
z.yang@ucl.ac.uk
Mon, 17 Dec 2001 10:03:34 +0000
Thanks for the update. I set the value to half the cdf (alpha) myself, and
it worked for that particular case, but I suppose the initial approximation
should not generate values out of range and so one should do better than
that. I'll do some checking and let you know if I notice anything strange.
Would you mind sending me a copy of the source qbeta.c?
Best wishes,
Ziheng
At 16:50 13/12/01 +0100, Peter Dalgaard BSA wrote:
>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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