[R] qt with df<1 (repost)
p.dalgaard at biostat.ku.dk
Sun Oct 12 17:09:10 CEST 2008
Prof Brian Ripley wrote:
> Please do RTFM, for the help says
> df: degrees of freedom (> 0, maybe non-integer). 'df = Inf' is
> allowed. For 'qt' only values of at least one are currently
> On Sun, 12 Oct 2008, Enrico Rossi wrote:
>> Sorry about the html-formatted message. Here it is again in plain text.
>> The function qt returns NaN for degrees of freedom <1. For example:
>>  NaN
>> Warning message:
>> In qt(p, df, lower.tail, log.p) : NaNs produced
>> But qt(0.5,0.5) should be 0, since the distribution is symmetric.
>>  0.5
>> It actually fails with any value, as long as df<1.
>> Is this a bug, or is there some fundamental reason why this cannot be
> Neither ....
Well, presumably, it is using an algorithm that only works for df >=1.
However, qf() works fine with df1 < 1, so there's a fairly easy workaround.
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