[Rd] Accuracy (PR#13999)

witkovsky at savba.sk witkovsky at savba.sk
Sun Oct 11 13:45:10 CEST 2009

Full_Name: Viktor Witkovsky
Version: 2.9.2
OS: Windows XP
Submission from: (NULL) (


I have found strange behavior of the function qchisq (the non-central qchisq is
based on inversion of pchisq, which is further based on pgamma). The function
gives wrong results without any warning. For example:

qchisq(1e-12,1,8.94^2,lower.tail=FALSE) gives 255.1840972465858 (notice that
here the correct value should be 255.1841334848075),
qchisq(1e-12,1,8.95^2,lower.tail=FALSE) gives 1249.681320136836
Here, the correct value should be 255.5037231613135.

So, it seems that qchisq is inaccurate for small probability values and larger
non/centrality parameter.

I am using the precompiled binary version of R, under Windows XP.

platform       i386-pc-mingw32             
arch           i386                        
os             mingw32                     
system         i386, mingw32               
major          2                           
minor          9.2                         
year           2009                        
month          08                          
day            24                          
svn rev        49384                       
language       R                           
version.string R version 2.9.2 (2009-08-24)

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