[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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> S> ______________________________________________
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