[R] exact values for p-values

S.O. Nyangoma S.O.Nyangoma at amc.uva.nl
Fri Jul 15 11:23:56 CEST 2005



> there is no such thing as an "R lib".  
> Do you mean "R package"?

Yes. I usually refer to them R packages as as libraries, hence the use 
of lib.

Regards. Stephen.


> In any case, not it is not (yet).
> As David clearly says (a few lines below), it is a 'f90'
> library; which means it's "fortran 90" source code that you can
> compile and then use.
> 
> I've tried with gfortran (the latest avaiable on debian amd64
> sid) and it quickly ended in a compiler (!) error.
> 
>    S> if so which version? How/where can I  download it?
> 
> Netlib has all the TOMS (= Transactions Of Mathematical Software)
> algorithms.  Look for '814'.
> 
> Regards,
> Martin
> 
>    S> ----- Original Message -----
>    S> From: David Duffy <David.Duffy at qimr.edu.au>
>    S> Date: Wednesday, July 13, 2005 9:46 am
>    S> Subject: [R]  exact values for p-values
> 
>    >> > This is obtained from F =39540 with df1 = 1, df2 = 7025.
>    >> > Suppose am interested in exact value such as
>    >> >
>    >> 
>    >> If it were really necessary, you would have to move to multiple
>    >> precision.  The gmp R package doesn't seem to yet cover 
> this, but 
>    >> FMLIB(TOMS814, DM Smith) is a multiple precision f90 
> library that 
>    S> does
>    >> include the incomplete beta -- it allows one to say for 
>    >> F(1,7025)=39540,P=6.31E-2886 (evaluated using 200 sign. 
> digit 
>    >> arithmetic).  Results from
>    >> R's pf() agree quite closely with the FMLIB results for 
> less 
>    >> extreme values
>    >> eg
>    >> > print(pf(1500,1,7025,lower=FALSE), digits=20)
>    >> [1] 1.3702710894887480597e-297
>    >> 
>    >> cf   
> 1.37027108948832580215549799419452388134616261215463681945E-297
>    >> 
>    >> 
>    >> | David Duffy (MBBS PhD)                                    
>     ,-
>    S> _|\
>    >> | email: davidD at qimr.edu.au  ph: INT+61+7+3362-0217 fax: -
> 0101  /  
>    >> *
>    >> | Epidemiology Unit, Queensland Institute of Medical 
> Research   
>    >> \_,-._/
>    >> | 300 Herston Rd, Brisbane, Queensland 4029, Australia  GPG 
>    >> 4D0B994A v
>    >> 
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