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Re: Exact p-values

To: 'Spencer Graves' <spencer.graves@PDF.COM>, Jose María Fedriani Laffitte <fedriani@ebd.csic.es>
Subject: Re: Exact p-values
From: "Rau, Roland" <Rau@demogr.mpg.de>
Date: Thu, 13 Feb 2003 18:31:38 +0100
Cc: s-news@lists.biostat.wustl.edu
Dear all,

in relation to your question, the following working paper of Leo Knuesel,
University of Munich, might be of interest:
"On the Accuracy of Statistical Distributions in S-Plus for Windows (1999)"
You can download the paper from (pdf-Format, 45k):
http://www.stat.uni-muenchen.de/~knuesel/elv/accuracy.html

Best,
Roland

> -----Original Message-----
> From: Spencer Graves [SMTP:spencer.graves@PDF.COM]
> Sent: Thursday, February 13, 2003 6:12 PM
> To:   Jose María Fedriani Laffitte
> Cc:   s-news@lists.biostat.wustl.edu
> Subject:      Re: [S] Exact p-values
> 
> 
> Try ( 1-pchisq(29.8, df=1)):  With S-Plus 6.1, I got  4.78992e-008.  
> 
>          By the way, the distribtion functions in R have more arguments. 
>  For example,  pchisq(29.8, df=1, lower.tail=F) produces the same 
> answer, and pchisq(29.8, df=1, lower.tail=F, log=T) produces its natural 
> logarithm.  Also, pchisq, dchisq, qchisq, and rchisq in R all have an 
> "ncp" noncentrality parameter argument;  only pchisq has such in S-Plus 
> 6.1.  Similarly, none of the Student's t functions in S-Plus have a 
> non-centralitity parameter;  in R, pt has an argument ncp, and from this 
> one can easily program ncp for dt, qt and rt.  Also, the distribution 
> functions in the current release of S-Plus are known to have problems. 
>  For example, pt(-1, Inf) = 0.5 in S-Plus 6.1, but 0.159 in R;  clearly, 
> S-Plus gives a wrong answer without warning.  
> 
> Best Wishes,
> Spencer Graves
> 
> Jose María Fedriani Laffitte wrote:
> 
> >Dear all,
> >
> >    I want to get the exact p-values, on 1 degree of freedom, for an
> array
> >of chi-square values.  When my chi-square values are equal or lower than
> >29.7, I get the exact associated p-values.  Thus, for instance:
> >
> >  
> >
> >>pchisq(29.7, df=1)
> >>    
> >>
> >[1] 0.9999999
> >
> >However, when my chi-square values are greater or equal to 29.8 what I
> get
> >is:
> >
> >  
> >
> >>pchisq(29.8, df=1)
> >>    
> >>
> >[1] 1
> >
> >
> >    Could anyone tell me how to fix this trivial issue?  Very grateful,
> Jose
> >M. Fedriani
> >
> >****************************************
> >Jose Mª Fedriani Laffitte
> >Estacion Biologica de Donana (CSIC)
> >Avda. Mª Luisa s/n
> >41013-Sevilla
> >Spain
> >Tel. +34-954232340
> >Fax +34-954621125
> >http://ebd.csic.es
> >
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