[R] R and excell differences in calculation F distributionfu
(Ted Harding)
ted.harding at nessie.mcc.ac.uk
Tue Aug 7 12:47:54 CEST 2007
On 07-Aug-07 10:27:06, Luis Ridao Cruz wrote:
> R-help,
>
> I'm trying to work out the density function by doing:
>
>> df(5.22245, 3, 22)
> [1] 0.005896862
>
>> df(15.20675, 6, 4)
> [1] 0.001223825
>
>
> In excell the result is :
>
> 0.0071060464 <*> FDIST(5.22245,3,22)
>
> 0.0100001406 <--> FDIST(15.20675,6,4)
>
>
>>From my point of view the differences in the second case
> are substantial.
>
> Can anyone give me a hint on this?
>
> Thanks in advance
It would seem that Excel is giving you the upper tail of the
F-distribution (cumulative distribution, not density), i.e.
what R would calculate as
pf(5.22245,3,22,lower.tail=FALSE)
[1] 0.007106046
pf(15.20675,6,4,lower.tail=FALSE)
[1] 0.01000014
so in effect using "pf" rather than "df". If you want the
density function (corresponding to "df") from Excel, then
that's not something I know how to do (nor want to know ... ).
Best wishes,
Ted.
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Date: 07-Aug-07 Time: 11:47:52
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