[Rd] Noncentral problems in pf() (PR#8251)
kkiii@indiana.edu
kkiii at indiana.edu
Tue Oct 25 15:54:57 CEST 2005
Full_Name: Ken Kelley
Version: 2.2
OS: Windows XP
Submission from: (NULL) (156.56.3.241)
It seems that the pf() function when used with noncentral parameters can
behave badly at times. I've included some examples below, but what is
happening is that with some combinations of df and ncp parameters,
regardless of how large the quantile gets, the same probability value is
returned. Upon first glance noncentral values greater than 200 may seem
large, but they are in some contexts not large at all. The problems with
pf() can thus have serious implications (for example, in the context of
sample size planning).
I noticed that in in 1999 and 2000 issues with large degrees of freedom
came about (PR#138), but I couldn't find the present issue reported
anywhere.
# <Begin example code>
X <- seq(10, 600, 10)
# Gets stuck at .99135
############################
round(pf(X, 10, 1000, 225), 5)
round(pf(X, 10, 200, 225), 5)
round(pf(X, 5, 1000, 225), 5)
round(pf(X, 5, 200, 225), 5)
round(pf(X, 1, 1000, 225), 5)
round(pf(X, 1, 200, 225), 5)
# Gets stuck at .97035
############################
round(pf(X, 10, 1000, 250), 5)
round(pf(X, 10, 200, 250), 5)
round(pf(X, 5, 1000, 250), 5)
round(pf(X, 5, 200, 250), 5)
round(pf(X, 1, 1000, 250), 5)
round(pf(X, 1, 200, 250), 5)
# Gets stuck at .93539
############################
round(pf(X, 10, 1000, 275), 5)
round(pf(X, 10, 200, 275), 5)
round(pf(X, 5, 1000, 275), 5)
round(pf(X, 5, 200, 275), 5)
round(pf(X, 1, 1000, 275), 5)
round(pf(X, 1, 200, 275), 5)
# <end example code>
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