[Rd] An extreme quantile of the geometric distribution

peter dalgaard pdalgd at gmail.com
Fri Jun 29 14:21:50 CEST 2012

On Jun 28, 2012, at 22:49 , <michael.baudin at contrib.scilab.org> <michael.baudin at contrib.scilab.org> wrote:

> Hi,
> With R version 2.10.0 (2009-10-26) on Windows, I computed the p=1.e-20 quantile of the geometric distribution with parameter prob=0.1.
>> qgeom(1.e-20,0.1)
> [1] -1
> But this is not possible, since X=0,1,2,...
> I guess that this might be a bug in the quantile function, which should use the log1p function, instead of the naive formula.
> Am I correct ?

Nope. (The source is availably, you know....).

The problem is that a slight fuzz is subtracted inside ceil(....), but there's no check that the result is positive.

qnbinom(...., size=1) is equivalent and does get right, by the way.  


> Best regards,
> Michaël
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Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com

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