[R] exact values for p-values

Martin Maechler maechler at stat.math.ethz.ch
Fri Jul 15 10:20:38 CEST 2005

>>>>> "S" == S O Nyangoma <S.O.Nyangoma at amc.uva.nl>
>>>>>     on Wed, 13 Jul 2005 11:06:05 +0200 writes:

    S> Hi David, Since I am looking at very extreme values, it appears I will 
    S> need FMLIB. Is it an R lib? 

there is no such thing as an "R lib".  
Do you mean "R package"?

In any case, not it is not (yet).
As David clearly says (a few lines below), it is a 'f90'
library; which means it's "fortran 90" source code that you can
compile and then use.

I've tried with gfortran (the latest avaiable on debian amd64
sid) and it quickly ended in a compiler (!) error.

    S> if so which version? How/where can I  download it?

Netlib has all the TOMS (= Transactions Of Mathematical Software)
algorithms.  Look for '814'.


    S> ----- Original Message -----
    S> From: David Duffy <David.Duffy at qimr.edu.au>
    S> Date: Wednesday, July 13, 2005 9:46 am
    S> Subject: [R]  exact values for p-values

    >> > This is obtained from F =39540 with df1 = 1, df2 = 7025.
    >> > Suppose am interested in exact value such as
    >> >
    >> If it were really necessary, you would have to move to multiple
    >> precision.  The gmp R package doesn't seem to yet cover this, but 
    >> FMLIB(TOMS814, DM Smith) is a multiple precision f90 library that 
    S> does
    >> include the incomplete beta -- it allows one to say for 
    >> F(1,7025)=39540,P=6.31E-2886 (evaluated using 200 sign. digit 
    >> arithmetic).  Results from
    >> R's pf() agree quite closely with the FMLIB results for less 
    >> extreme values
    >> eg
    >> > print(pf(1500,1,7025,lower=FALSE), digits=20)
    >> [1] 1.3702710894887480597e-297
    >> cf   1.37027108948832580215549799419452388134616261215463681945E-297
    >> | David Duffy (MBBS PhD)                                         ,-
    S> _|\
    >> | email: davidD at qimr.edu.au  ph: INT+61+7+3362-0217 fax: -0101  /  
    >> *
    >> | Epidemiology Unit, Queensland Institute of Medical Research   
    >> \_,-._/
    >> | 300 Herston Rd, Brisbane, Queensland 4029, Australia  GPG 
    >> 4D0B994A v
    >> ______________________________________________
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