[R] 16 digits and beyond? R64-bit a solution?
Charles C. Berry
cberry at tajo.ucsd.edu
Sat Feb 7 02:09:14 CET 2009
On Fri, 6 Feb 2009, Aldi Kraja wrote:
> I am working with some extremely small p-values and I want to capture the
> corresponding quantiles.
> I see the help file it says:
> 'qnorm' is based on Wichura's algorithm AS 241 which provides
> precise results up to about 16 digits.
> What happen after the 16th digits?
You get some rounding error:
Of course, some of this is possibly in pnorm().
> If I am running R in a server 64-bit, can that improve the chances that
> beyond 16th digits to still have precision?
This is on a 64-bit workstation. This version of R allows use of more
memory, but not extended precision.
So if you need more than a 15 significant digits in your quantiles, you
may need to do a bit more work.
And of course if your p-values are much smaller than 1e-300, you will need
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Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
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