fbreitwieser/isobar — pull request #10 by alyst (2014-11-19 05:52:29+00:00)
Title: Correct P(X>=Y)

PR changes the way P(X>=Y) is calculated.
Instead of using the joint density `pdf[X](u) pdf[Y](v)` and integrating over 2D plane, it integrates `pdf[X](t) cdf[Y](t)` over (-inf,+inf) using R's built-in `integrate()`. It should be faster and more accurate.
However, the behaviour of `integrate()` is not perfect: for very small P-values the default `rel.tol` results in P-values with high relative error (same order of magnitude, but the digits are incorrect); reducing `rel.tol` helps, but then the method reports `roundoff error` for non-significant cases.