[R] FW: [Fwd: Re: [S] Exact p-values]

[Spencer Graves]

Dear Prof. Ripley:

Thanks for your reply.  You are absolutely correct.  I have only started 
working with R recently, and I have been absolutely awed by what you all 
have done with it.

Thanks again for your very impressive contributions to the profession, 
both in your publications and in R.

Sincerely,
Spencer Graves

ripley at stats.ox.ac.uk wrote:
> On Fri, 14 Feb 2003, Spencer Graves wrote:
> 
> 
>>To understand the correct answer, you need to understand the following:
>>
>> > pbinom(1, 2, .5)
>>[1] 0.75
>>
>>This is the binomial cumulative distribution function.
>>*** pbinom(0, 2, .5) = 0.25
>>*** pbinom(1, 2, .5) = 0.75 = 0.25 + 0.5
>>*** pbinom(2, 2, .5) = 1
>>
>>However, pbinom(1e15, 2e15, .5) is a computational challenge.  Standard 
>>numerical algorithms often fail in situations like this.  The code 
>>should test for such cases and use more numerically stable 
>>"approximations" in place of the "exact" algorithms.
> 
> 
> Another point of view is that people should do the 2e15 trials first, and 
> then worry about what their software will give when they have finished 
> ... that is an awfully large number of trials.
> 
> Of course software `should' be perfect, even free software, but the
> developers are told several times a day on R-help what they `should' do,
> which seems mean-spirited.  The constructive thing to do would be to 
> submit a fully-tested patch.
>