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
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.
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
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