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[R] exact values for p-values

David Duffy

2005-07-13

Replies:

> 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 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)                           ,-_|\
| email: davidD@(protected) /   *
| Epidemiology Unit, Queensland Institute of Medical Research  \_,-._/
| 300 Herston Rd, Brisbane, Queensland 4029, Australia GPG 4D0B994A v

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