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Rui Barradas

2019-Jun-21 15:03 UTC

[Rd] Calculation of e^{z^2/2} for a normal deviate z

Hello,

Well, try it:

p <- .Machine$double.eps^seq(0.5, 1, by = 0.05)
z <- qnorm(p/2)

pnorm(z)
# [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
# [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
#[11] 1.110223e-16
p/2
# [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
# [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
#[11] 1.110223e-16

exp(z*z/2)
# [1] 9.184907e+06 5.301421e+07 3.073154e+08 1.787931e+09 1.043417e+10
# [6] 6.105491e+10 3.580873e+11 2.104460e+12 1.239008e+13 7.306423e+13
#[11] 4.314798e+14


p is the smallest possible such that 1 + p != 1 and I couldn't find 
anything to worry about.


R version 3.6.0 (2019-04-26)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 19.04

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.8.0
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.8.0

locale:
  [1] LC_CTYPE=pt_PT.UTF-8       LC_NUMERIC=C
  [3] LC_TIME=pt_PT.UTF-8        LC_COLLATE=pt_PT.UTF-8
  [5] LC_MONETARY=pt_PT.UTF-8    LC_MESSAGES=pt_PT.UTF-8
  [7] LC_PAPER=pt_PT.UTF-8       LC_NAME=C
  [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=pt_PT.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods
[7] base

other attached packages:

[many packages loaded]


Hope this helps,

Rui Barradas

?s 15:24 de 21/06/19, jing hua zhao escreveu:> Dear R-developers,
> 
> I am keen to calculate exp(z*z/2) with z=qnorm(p/2) and p is very small. I
wonder if anyone has experience with this?
> 
> Thanks very much in advance,
> 
> 
> Jing Hua
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>

jing hua zhao

2019-Jun-21 15:11 UTC

head link

[Rd] Calculation of e^{z^2/2} for a normal deviate z

Dear Rui,

Thanks for your quick reply -- this allows me to see the bottom of this. I was
hoping we could have a handle of those p in genmoics such as 1e-300 or smaller.

Best wishes,


Jing Hua

________________________________
From: Rui Barradas <ruipbarradas at sapo.pt>
Sent: 21 June 2019 15:03
To: jing hua zhao; r-devel at r-project.org
Subject: Re: [Rd] Calculation of e^{z^2/2} for a normal deviate z

Hello,

Well, try it:

p <- .Machine$double.eps^seq(0.5, 1, by = 0.05)
z <- qnorm(p/2)

pnorm(z)
# [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
# [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
#[11] 1.110223e-16
p/2
# [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
# [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
#[11] 1.110223e-16

exp(z*z/2)
# [1] 9.184907e+06 5.301421e+07 3.073154e+08 1.787931e+09 1.043417e+10
# [6] 6.105491e+10 3.580873e+11 2.104460e+12 1.239008e+13 7.306423e+13
#[11] 4.314798e+14


p is the smallest possible such that 1 + p != 1 and I couldn't find
anything to worry about.


R version 3.6.0 (2019-04-26)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 19.04

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.8.0
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.8.0

locale:
  [1] LC_CTYPE=pt_PT.UTF-8       LC_NUMERIC=C
  [3] LC_TIME=pt_PT.UTF-8        LC_COLLATE=pt_PT.UTF-8
  [5] LC_MONETARY=pt_PT.UTF-8    LC_MESSAGES=pt_PT.UTF-8
  [7] LC_PAPER=pt_PT.UTF-8       LC_NAME=C
  [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=pt_PT.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods
[7] base

other attached packages:

[many packages loaded]


Hope this helps,

Rui Barradas

?s 15:24 de 21/06/19, jing hua zhao escreveu:> Dear R-developers,
>
> I am keen to calculate exp(z*z/2) with z=qnorm(p/2) and p is very small. I
wonder if anyone has experience with this?
>
> Thanks very much in advance,
>
>
> Jing Hua
>
>        [[alternative HTML version deleted]]
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
	[[alternative HTML version deleted]]

Rui Barradas

2019-Jun-21 15:30 UTC

head link

[Rd] Calculation of e^{z^2/2} for a normal deviate z

Hello,

Sorry, my mistake, I grossly misunderstood the question.

qnorm(1e-300)
#[1] -37.0471

Anyway, you cannot go much smaller.

p <- 10^seq(-300, -400, by = -10)
z <- qnorm(p/2)
exp(z*z/2)


Hope this helps,

Rui Barradas

?s 16:11 de 21/06/19, jing hua zhao escreveu:> Dear Rui,
> 
> Thanks for your quick reply -- this allows me to see the bottom of this. 
> I was hoping we could have a handle of those p in genmoics such as 
> 1e-300 or smaller.
> 
> Best wishes,
> 
> 
> Jing Hua
> 
> ------------------------------------------------------------------------
> *From:* Rui Barradas <ruipbarradas at sapo.pt>
> *Sent:* 21 June 2019 15:03
> *To:* jing hua zhao; r-devel at r-project.org
> *Subject:* Re: [Rd] Calculation of e^{z^2/2} for a normal deviate z
> Hello,
> 
> Well, try it:
> 
> p <- .Machine$double.eps^seq(0.5, 1, by = 0.05)
> z <- qnorm(p/2)
> 
> pnorm(z)
> # [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
> # [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
> #[11] 1.110223e-16
> p/2
> # [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
> # [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
> #[11] 1.110223e-16
> 
> exp(z*z/2)
> # [1] 9.184907e+06 5.301421e+07 3.073154e+08 1.787931e+09 1.043417e+10
> # [6] 6.105491e+10 3.580873e+11 2.104460e+12 1.239008e+13 7.306423e+13
> #[11] 4.314798e+14
> 
> 
> p is the smallest possible such that 1 + p != 1 and I couldn't find
> anything to worry about.
> 
> 
> R version 3.6.0 (2019-04-26)
> Platform: x86_64-pc-linux-gnu (64-bit)
> Running under: Ubuntu 19.04
> 
> Matrix products: default
> BLAS:?? /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.8.0
> LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.8.0
> 
> locale:
>  ? [1] LC_CTYPE=pt_PT.UTF-8?????? LC_NUMERIC=C
>  ? [3] LC_TIME=pt_PT.UTF-8??????? LC_COLLATE=pt_PT.UTF-8
>  ? [5] LC_MONETARY=pt_PT.UTF-8??? LC_MESSAGES=pt_PT.UTF-8
>  ? [7] LC_PAPER=pt_PT.UTF-8?????? LC_NAME=C
>  ? [9] LC_ADDRESS=C?????????????? LC_TELEPHONE=C
> [11] LC_MEASUREMENT=pt_PT.UTF-8 LC_IDENTIFICATION=C
> 
> attached base packages:
> [1] stats???? graphics? grDevices utils???? datasets? methods
> [7] base
> 
> other attached packages:
> 
> [many packages loaded]
> 
> 
> Hope this helps,
> 
> Rui Barradas
> 
> ?s 15:24 de 21/06/19, jing hua zhao escreveu:
>> Dear R-developers,
>> 
>> I am keen to calculate exp(z*z/2) with z=qnorm(p/2) and p is very
small. I wonder if anyone has experience with this?
>> 
>> Thanks very much in advance,
>> 
>> 
>> Jing Hua
>> 
>>??????? [[alternative HTML version deleted]]
>> 
>> ______________________________________________
>> R-devel at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>

Christophe DUTANG

2019-Jun-21 16:21 UTC

head link

[Rd] Calculation of e^{z^2/2} for a normal deviate z

You should take a look at https://CRAN.R-project.org/package=Rmpfr

Regards, Christophe 

------------------------------------------------------------
Christophe Dutang
CEREMADE, Univ. Paris Dauphine, PSL Univ., France
Web : http://dutangc.free.fr
------------------------------------------------------------
> Le 21 juin 2019 ? 17:11, jing hua zhao <jinghuazhao at hotmail.com> a
?crit :
> 
> Dear Rui,
> 
> Thanks for your quick reply -- this allows me to see the bottom of this. I
was hoping we could have a handle of those p in genmoics such as 1e-300 or
smaller.
> 
> Best wishes,
> 
> 
> Jing Hua
> 
> ________________________________
> From: Rui Barradas <ruipbarradas at sapo.pt>
> Sent: 21 June 2019 15:03
> To: jing hua zhao; r-devel at r-project.org
> Subject: Re: [Rd] Calculation of e^{z^2/2} for a normal deviate z
> 
> Hello,
> 
> Well, try it:
> 
> p <- .Machine$double.eps^seq(0.5, 1, by = 0.05)
> z <- qnorm(p/2)
> 
> pnorm(z)
> # [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
> # [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
> #[11] 1.110223e-16
> p/2
> # [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
> # [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
> #[11] 1.110223e-16
> 
> exp(z*z/2)
> # [1] 9.184907e+06 5.301421e+07 3.073154e+08 1.787931e+09 1.043417e+10
> # [6] 6.105491e+10 3.580873e+11 2.104460e+12 1.239008e+13 7.306423e+13
> #[11] 4.314798e+14
> 
> 
> p is the smallest possible such that 1 + p != 1 and I couldn't find
> anything to worry about.
> 
> 
> R version 3.6.0 (2019-04-26)
> Platform: x86_64-pc-linux-gnu (64-bit)
> Running under: Ubuntu 19.04
> 
> Matrix products: default
> BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.8.0
> LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.8.0
> 
> locale:
>  [1] LC_CTYPE=pt_PT.UTF-8       LC_NUMERIC=C
>  [3] LC_TIME=pt_PT.UTF-8        LC_COLLATE=pt_PT.UTF-8
>  [5] LC_MONETARY=pt_PT.UTF-8    LC_MESSAGES=pt_PT.UTF-8
>  [7] LC_PAPER=pt_PT.UTF-8       LC_NAME=C
>  [9] LC_ADDRESS=C               LC_TELEPHONE=C
> [11] LC_MEASUREMENT=pt_PT.UTF-8 LC_IDENTIFICATION=C
> 
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods
> [7] base
> 
> other attached packages:
> 
> [many packages loaded]
> 
> 
> Hope this helps,
> 
> Rui Barradas
> 
> ?s 15:24 de 21/06/19, jing hua zhao escreveu:
>> Dear R-developers,
>> 
>> I am keen to calculate exp(z*z/2) with z=qnorm(p/2) and p is very
small. I wonder if anyone has experience with this?
>> 
>> Thanks very much in advance,
>> 
>> 
>> Jing Hua
>> 
>>       [[alternative HTML version deleted]]
>> 
>> ______________________________________________
>> R-devel at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
>> 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel

peter dalgaard

2019-Jun-21 16:24 UTC

head link

[Rd] Calculation of e^{z^2/2} for a normal deviate z

You may want to look into using the log option to qnorm

e.g., in round figures:
> log(1e-300)
[1] -690.7755> qnorm(-691, log=TRUE)
[1] -37.05315> exp(37^2/2)
[1] 1.881797e+297> exp(-37^2/2)[1] 5.314068e-298

Notice that floating point representation cuts out at 1e+/-308 or so. If you
want to go outside that range, you may need explicit manipulation of the log
values. qnorm() itself seems quite happy with much smaller values:
> qnorm(-5000, log=TRUE)[1] -99.94475

-pd
> On 21 Jun 2019, at 17:11 , jing hua zhao <jinghuazhao at hotmail.com>
wrote:
> 
> Dear Rui,
> 
> Thanks for your quick reply -- this allows me to see the bottom of this. I
was hoping we could have a handle of those p in genmoics such as 1e-300 or
smaller.
> 
> Best wishes,
> 
> 
> Jing Hua
> 
> ________________________________
> From: Rui Barradas <ruipbarradas at sapo.pt>
> Sent: 21 June 2019 15:03
> To: jing hua zhao; r-devel at r-project.org
> Subject: Re: [Rd] Calculation of e^{z^2/2} for a normal deviate z
> 
> Hello,
> 
> Well, try it:
> 
> p <- .Machine$double.eps^seq(0.5, 1, by = 0.05)
> z <- qnorm(p/2)
> 
> pnorm(z)
> # [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
> # [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
> #[11] 1.110223e-16
> p/2
> # [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
> # [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
> #[11] 1.110223e-16
> 
> exp(z*z/2)
> # [1] 9.184907e+06 5.301421e+07 3.073154e+08 1.787931e+09 1.043417e+10
> # [6] 6.105491e+10 3.580873e+11 2.104460e+12 1.239008e+13 7.306423e+13
> #[11] 4.314798e+14
> 
> 
> p is the smallest possible such that 1 + p != 1 and I couldn't find
> anything to worry about.
> 
> 
> R version 3.6.0 (2019-04-26)
> Platform: x86_64-pc-linux-gnu (64-bit)
> Running under: Ubuntu 19.04
> 
> Matrix products: default
> BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.8.0
> LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.8.0
> 
> locale:
>  [1] LC_CTYPE=pt_PT.UTF-8       LC_NUMERIC=C
>  [3] LC_TIME=pt_PT.UTF-8        LC_COLLATE=pt_PT.UTF-8
>  [5] LC_MONETARY=pt_PT.UTF-8    LC_MESSAGES=pt_PT.UTF-8
>  [7] LC_PAPER=pt_PT.UTF-8       LC_NAME=C
>  [9] LC_ADDRESS=C               LC_TELEPHONE=C
> [11] LC_MEASUREMENT=pt_PT.UTF-8 LC_IDENTIFICATION=C
> 
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods
> [7] base
> 
> other attached packages:
> 
> [many packages loaded]
> 
> 
> Hope this helps,
> 
> Rui Barradas
> 
> ?s 15:24 de 21/06/19, jing hua zhao escreveu:
>> Dear R-developers,
>> 
>> I am keen to calculate exp(z*z/2) with z=qnorm(p/2) and p is very
small. I wonder if anyone has experience with this?
>> 
>> Thanks very much in advance,
>> 
>> 
>> Jing Hua
>> 
>>       [[alternative HTML version deleted]]
>> 
>> ______________________________________________
>> R-devel at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
>> 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-devel at 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
Office: A 4.23
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com

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