[R] Peculiarity in non-central qchisq for ncp > 294.92 ...

Peter Dalgaard BSA p.dalgaard at biostat.ku.dk
Mon Apr 14 13:12:45 CEST 2003

Martin Maechler <maechler at stat.math.ethz.ch> writes:

> which is not really good either:
>       plot(function(x) pchisq(x, df=1, ncp=295), from=1,to=1e4, log='x')
> shows the pretty bad behavior (a clear bug).

Well... shortcoming, I'd say. The author of those routines didn't
expect people to use them with huge noncentralities. I've had this on
my TODO list for a couple of years by now, ever since fixing the
similar issue with dchisq--see Rnews 1/1. It looks fairly easy to do
something along the same lines, but there is now a double recurrence
relation and it requires a bit of concentration to get the tail bounds
for the termination criterion.

   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907

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