On Jun 30, 2012, at 12:13 ,
wrote:
> Hi,
>
> I'm sorry, I do not clearly understand.
>
> I'm aware that the source is available at :
>
> http://svn.r-project.org/R/trunk/src/nmath/qgeom.c
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)
qgeom(pgeom(i,.1),.1)==i
and that slightly lower values should also give i, whereas higher values give
i+1:
> qgeom(pgeom(1,.1),.1)
[1] 1
> qgeom(pgeom(1,.1)-.01,.1)
[1] 1
> qgeom(pgeom(1,.1)+.01,.1)
[1] 2
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,
>
> Michaël
>
> On Fri, 29 Jun 2012 14:21:50 +0200, peter dalgaard wrote:
>> 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
>>>
>>> __
>>> R-devel@r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-devel
--
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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