[Rd] Bug report: Function ppois(0:20, lambda=0.9) does not generate a non-decreasing result.

[Serguei Sokol]

Le 04/12/2018 à 11:27, Iñaki Ucar a écrit :
> On Tue, 4 Dec 2018 at 11:12, <qweytr1 using mail.ustc.edu.cn> wrote:
>> function ppois is a function calculate the CDF of Poisson distribution, it should generate a non-decreasing result, but what I got is:
>>
>>> any(diff(ppois(0:19,lambda=0.9))<0)
>> [1] TRUE
>>
>> Actually,
>>
>>> ppois(19,lambda=0.9)<ppois(18,lambda=0.9)
>> [1] TRUE
>>
>> Which could not be TRUE.
> This is just another manifestation of
>
> 0.1 * 3 > 0.3
> #> [1] TRUE
>
> This discussion returns to this list from time to time. TLDR; this is
> not an R issue, but an unavoidable floating point issue.
Well, here the request may be interpreted not as "do it without round 
error" which is indeed unavoidable but rather "please cope with rounding 
errors in a way that return consistent result for ppois()". You have 
indicated one way to do so (I have just added exp() in the row):

any(diff(exp(ppois(0:19, lambda=0.9, log.p=TRUE))) < 0)
#[1] FALSE

But may be there is another, more economic way?

Serguei.

>   Solution:
> work with log-probabilities instead.
>
> any(diff(ppois(0:40, lambda=0.9, log.p=TRUE))<0)
> #> [1] FALSE
>
> Iñaki
>
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> https://stat.ethz.ch/mailman/listinfo/r-devel
>


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Serguei Sokol
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