[Rd] An extreme quantile of the geometric distribution

2012-06-29 Thread michael.baudin

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 ?

Best regards,

Michaël

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Re: [Rd] An extreme quantile of the geometric distribution

2012-06-29 Thread peter dalgaard

On Jun 28, 2012, at 22:49 ,  
 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.  

-pd

> 
> 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@cbs.dk  Priv: pda...@gmail.com

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