[Rd] bug in pnorm (PR#699)
Fri, 20 Oct 2000 21:46:19 +0200 (MET DST)
Full_Name: James Michael Rath
Version: all (I think)
OS: doesn't matter
Submission from: (NULL) (22.214.171.124)
The code for pnorm in R was adapted from a Fortran library published in the ACM
TOMS journal. The published version had a typographical error, though, which
pointed out in a second article published three years after the original.
The error was that a macro/variable named SIXTEN had a value of 1.6e0 instead of
correct 1.6e1 (that is, 16 not 1.6). The author of the code for R (Ross
must have worked from an outdated version of SPECFUN and not the corrected one
now appears in CALGO, STATLIB, et cetera.
There is a macro in pnorm.c (in the nmath directory) which looks like:
#define SIXTEN 1.6 /* Magic Cutoff */
It should be something like:
#define SIXTEN 16.0 /* Magic Cutoff */
I know this appears in R version 1.1.1. I know it also appears in older
I do not know if it appears in newer ones.
The relevant references from ACM TOMS are:
Cody, W. D. "Algorithm 715: SPECFUN - A portable FORTRAN package of special
function routines and test drivers," in ACM TOMS 19, 22-32, 1993.
Price, David T. "Remark on algorithm 715," in ACM TOMS 22(2), 258, 1996.
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