mwelinder@gmail.com
2005-May-26 22:55 UTC
[Rd] qpois accuracy, efficiency, termination (PR#7900)
Full_Name: Morten Welinder
Version: 2.1.0
OS: src only
Submission from: (NULL) (216.223.241.226)
The qpois code has several problems in 2.1.0:
1. The code essentially does...
z = qnorm(R_DT_qIv(porig), 0., 1., /*lower_tail*/TRUE, /*log_p*/FALSE);
...when it could just as well do...
z = qnorm(porig, 0., 1., lower_tail, log_p);
That would eliminate a lot of underflows.
2. A third party tells me that you want "gamma = 1 / sigma", not
"gamma sigma".
That should speed things up a lot.
3. If y>1/DBL_EPSILON (or a bit larger if intermediate results have better
accuracy than double) then the loops will not terminate. And, yes, the
"fixme" is right that stepping is a bit too primitive.