[Rd] pnorm

[Prof Brian Ripley]

On Thu, 7 Feb 2008, jing hua zhao wrote:

>
> Dear R list,
>
> I calculated a two-sided p values according to 2*(1-pnorm(8.104474)), 
> which gives 4.440892e-16. However, it appears to be 5.30E-16 by a 
> colleague and 5.2974E-16 from SAS. I tried to get around with mvtnorm 
> package but it turns out to be using pnorm for univariate case. I should 
> have missed some earlier discussions, but for the moment is there any 
> short answer for a higher precision? Somehow these days, statistical 
> geneticists are infatuated with such tiny p values!

2*pnorm(8.104474, lower=FALSE)

You can't find a small number accurately by subtraction: pnorm(8.104474) 
is being returned as the number the second smaller than one in IEC60559 
arithmetic.

>
> Many thanks in advance,
>
>
> Jing Hua
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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