[Rd] qcauchy accuracy (PR#7902)
maechler at stat.math.ethz.ch
maechler at stat.math.ethz.ch
Wed Jun 1 08:57:18 CEST 2005
>>>>> "Morten" == Morten Welinder <mwelinder at gmail.com>
>>>>> on Fri, 27 May 2005 20:24:36 +0200 (CEST) writes:
Morten> Full_Name: Morten Welinder Version: 2.1.0 OS: src
Morten> only Submission from: (NULL) (216.223.241.212)
Morten> Now that pcauchy has been fixed, it is becoming
Morten> clear that qcauchy suffers from the same problems.
Morten>
Morten> qcauchy(pcauchy(1e100,0,1,FALSE,TRUE),0,1,FALSE,TRUE)
Morten> should yield 1e100 back, but I get 1.633178e+16.
Morten> The code below does much better. Notes:
Morten> 1. p need not be finite. -Inf is ok in the log_p
Morten> case and R_Q_P01_check already checks things.
yes
Morten> 2. No need to disallow scale=0 and infinite
Morten> location.
yes
Morten> 3. The code below uses isnan and finite directly.
Morten> It needs to be adapted to the R way of doing that.
I've done this, and started testing the new code; a version will
be put into the next version of R.
Thank you for the suggestions.
>> double
>> qcauchy (double p, double location, double scale, int lower_tail, int log_p)
>> {
>> if (isnan(p) || isnan(location) || isnan(scale))
>> return p + location + scale;
>> R_Q_P01_check(p);
>> if (scale < 0 || !finite(scale)) ML_ERR_return_NAN;
>> if (log_p) {
>> if (p > -1)
>> lower_tail = !lower_tail, p = -expm1 (p);
>> else
>> p = exp (p);
>> }
>> if (lower_tail) scale = -scale;
>> return location + scale / tan(M_PI * p);
>> }
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