Displaying 1 result from an estimated 1 matches for "logical_flag".
2011 Mar 29
2
normal distribution and floating point traps (?): unexpected behavior
...ct, but
all.equal(qnorm(1-1e-100) , -qnorm(1e-100))
# turns FALSE: Indeed
# qnorm(1e-100) is -21.27345, and
# qnorm(1-1e-100) is Inf
# as a consequence there was an infinitive (I would expect a 21.27)
running in my program which was very annoying and hard to detect.
##### issue 2 dnorm(...,log=logical_flag)
##### simple normal likelihood
set.seed(1)
x <- rnorm(100) # sample 100 normal data
mu <- seq(-4,4,length=51) # get a grid for mu
sigma <- seq(.01,4,length=51) # get a grid for sigma
lik <- function(theta,x) sum( dnorm(x,theta[1],theta[2],log=T)) # log likelihood
Lik <- function(th...