On 21/12/2007 2:52 PM, [EMAIL PROTECTED] wrote: > Dear All, > > > > I have a numerical problem: > > R, as other statistical software, can tell the difference between very small > numbers and 0, while apparently cannot distinguish a number close to 1 and 1. > In the example below, is it possible to instruct R to recognize that q is > different from 1?
No, the limitations are inherent in the floating point representation that R uses. >> p=.00000000000000000000000000000001 > >> p==0 > > [1] FALSE > >> q=.99999999999999999999999999999 > >> q==1 > > [1] TRUE > > Interestingly, > >> (1-p)==1 > > [1] TRUE > > The main problem I have is that I need to evaluate the inverse of the normal > Cumulative Distribution Function near 1 (but not exactly 1) and the PC cannot > recognize it. In this particular case, it's easy: make use of the symmetry of the distribution. If you want the 1-epsilon quantile of a normal with mean mu, find the epsilon quantile, and reflect it through mu: mu <- 3 -qnorm(1e-30, mean=-mu) More generally, you can make use of the log.p argument to the quantile functions, and the fact that log(1-epsilon) is close to -epsilon: qnorm(-1e-30, mean=mu, log.p=TRUE) Duncan Murdoch > > Thank you very much for your help! > > Carlo > > > Please access the attached hyperlink for an important electronic > communications disclaimer: > http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
