Distribution and quantile precision (was [R] Underflow warnings?)

[Prof Brian D Ripley]

On Mon, 14 Feb 2000, Thomas Lumley wrote:

> On Mon, 14 Feb 2000, John Logsdon wrote:
> > 
> > On Sun, 13 Feb 2000, Thomas Lumley wrote:
> > 
> > > 
> > > A bigger issue, which we _have_ been working on, is getting closer to full 
> > > precision for the probability and quantile functions. 
> > >  
> > Ah - will this include functions for the logs of densities and quantiles?
> 
> 
> Yes: eg from the pre1.0.0 help page for pchisq()
> 
> Usage:
> 
>      dchisq(x, df, ncp=0, log = FALSE)
>      pchisq(q, df, ncp=0, lower.tail = TRUE, log.p = FALSE)
>      qchisq(p, df, ncp=0, lower.tail = TRUE, log.p = FALSE)
>      rchisq(n, df)
> 
> 
> so we at least have syntax for log densities and log probabilities and
> for lower as well as upper tail probabilities. I don't know if all the
> underlying functions have been updated or only some of them.

They are all in 0.99.0, although not necessarily in the final (most
accurate) form. (There were some changes very close to 0.99.0's release,
and I don't recall if all the tweaks made it.) From 0.99.0's NEWS

    o	All the DPQ {probability density quantile} functions have new
	arguments, "lower_tail = TRUE" and "log{_p} = FALSE".  This allows
	more precise results when values would be close to 0 or 1.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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