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Tolerance classes for SAS parity comparison

Source: R/parity-tolerance.R
parity_tolerance.Rd

Tolerances are derived from what limits agreement for each quantity, not tuned until things pass. Three regimes:

Usage

parity_tolerance(class)

Arguments

class

One of "count", "printed", "loglik", "mle_stored", "mle_printed", "vcov_stored", "curvature".

Value

A list with rtol and atol.

Details

  • Printed references are intervals, not numbers. When SAS prints -239.194, the value that produced it lies in [-239.1945, -239.1935). Half a unit in the last printed place is a floor that is derived.

  • Stored references carry machine precision, so that floor does not apply. What remains is that two implementations run different optimizers on the same likelihood and converge to different points.

  • Counts are exact, or there is a bug.

Examples

parity_tolerance("loglik")
#> $rtol
#> [1] 0
#> 
#> $atol
#> [1] 5e-04
#>