[Rd] An extreme quantile of the geometric distribution
pdalgd at gmail.com
Sat Jun 30 16:15:13 CEST 2012
On Jun 30, 2012, at 12:13 , <michael.baudin at contrib.scilab.org> <michael.baudin at contrib.scilab.org> wrote:
> I'm sorry, I do not clearly understand.
> I'm aware that the source is available at :
Yes, but you were suggesting that non-use of log1p caused the problem, and the source clearly uses it, so I assumed that you didn't check.
> But a good source does not mean a correct result, because of compilation issues. Moreover, I do not fully understand why the 1e-7 coefficient in the formula was put there. The comment "add a fuzz to ensure left continuity" is not obvious to me.
I never implied that there wasn't a problem.
The gist of the comment it is that we want to ensure that (for moderate i at least)
and that slightly lower values should also give i, whereas higher values give i+1:
However, floating point calculations being what they are, we don't trust equality, so we move the cutpoint a little -- apparently a little too much.
> Best regards,
> On Fri, 29 Jun 2012 14:21:50 +0200, peter dalgaard <pdalgd at gmail.com> wrote:
>> On Jun 28, 2012, at 22:49 , <michael.baudin at contrib.scilab.org>
>> <michael.baudin at contrib.scilab.org> wrote:
>>> 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.
>>>  -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,
>>> R-devel at r-project.org mailing list
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
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