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alphainit
2004 Jan 15
1
Exactness of ppois
Hello,
by checking the precision of a convolution algorithm, we found the
following "inexactness":
We work with R Version 1.8.1 (2003-11-21) on Windows systems (NT, 2000,
XP).
Try the code:
## Kolmogorov distance between two methods to
## determine P(Poisson(lambda)<=x)
Kolm.dist <- function(lam, eps){
x <- seq(0,qpois(1-eps, lambda=lam), by=1)
max(abs(ppois(x,