[R] less precision, please!

Paul MacManus prm at runbox.us
Tue Sep 27 01:12:38 CEST 2005


> 
>     Duncan> On 9/9/2005 7:41 PM, Paul MacManus wrote:
>     >> I need to run qbeta on a set of 500K different parameter
>     >> pairs (with a fixed quantile). For most pairs qbeta finds
>     >> the solution very quickly but for a substantial minority
>     >> of the cases qbeta is very slow. This occurs when the
>     >> solution is very close to zero. qbeta is getting answers
>     >> to a precision of about 16 decimal places. I don't need
>     >> that accuracy. Is there any way to set the precision of
>     >> R's calculations to, say, 9 decimal places and so speed
>     >> up the whole process?
>     >> 
>     >> I could, of course, avoid this problem by not running
>     >> qbeta when I know the solution is going to be
>     >> sufficiently small but I'm more interested in ways to
>     >> adjust the precision of calculations in R.
> 
>     Duncan> There's no general way to do this.  The function
>     Duncan> that implements qbeta may have some tuning
>     Duncan> parameters (I haven't looked), but they aren't
>     Duncan> usually needed, and aren't exposed in R.
> 
> Yes.
> 
> However, I've had thoughts in the past on possibly providing such
> a possibility from both R and C level.  One problem is that
> ``for symmetry reasons'' you would want to have this ``for all functions'' 
> which would need a lot of work, for something that's really not
> of too high a need.   
> I agree that qbeta() can be particularly "nasty".  I'm open to
> more in-depth discussion on this -- after R 2.2.0 is out
> 
>     Duncan> If you want a quick approximation, I'd suggest doing
>     Duncan> your calculation on a grid of values and using
>     Duncan> approx() to interpolate.
> 
> yes, or approxfun() {which prefer for its UI},
> or even more smoothly  using  spline() or splinefun() {again
> preferably the latter}.
> 
> One problem may be that these are only for 1-D interpolation and
> qbeta() depends on three principal arguments.
> Package 'akima' provides somewhat smooth 2-D interpolation.
> 


Hi again,

      Thank you both for your feedback and my apologies for not replying sooner. 

Tunable parameters would be nice to have but they are probably not really necessary. Workarounds of one type or another, such as the ones you suggested, always seem to be available. 

The qbeta issue, specifically, is more interesting. The surfaces associated with beta and inverse beta functions are notoriously badly behaved and developing functions that deal in a good way with the full range of parameters is very tricky. qbeta() does a very good job in general but it is not surprising that it has trouble at times. The underlying algorithms that qbeta() uses seems to be good. I would be interested in talking more about the qbeta issue  when you have more time.

                  Best, Paul




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