similar to: pgeom accuracy (PR#6792)

Full_Name: Morten Welinder Version: 2.1.0 OS: src only Submission from: (NULL) (216.223.241.212) Now that pcauchy has been fixed, it is becoming clear that qcauchy suffers from the same problems. qcauchy(pcauchy(1e100,0,1,FALSE,TRUE),0,1,FALSE,TRUE) should yield 1e100 back, but I get 1.633178e+16. The code below does much better. Notes: 1. p need not be finite. -Inf is ok in the log_p

Full_Name: M. Welinder Version: 1.8.1 OS: Solaris Submission from: (NULL) (65.213.85.227) Currently R has... #define R_D_Lval(p) (lower_tail ? (p) : (1 - (p))) /* p */ #define R_D_val(x) (log_p ? log(x) : (x)) /* x in pF(x,..) */ #define R_DT_val(x) R_D_val(R_D_Lval(x)) /* x in pF */ ...which is sub-optimal in the lower_tail==FALSE && log_p==TRUE case. Something like this ought

Full_Name: M Welinder Version: 1.4 OS: (src) Submission from: (NULL) (192.5.35.38) It seems to me that pweibull can be improved in the lower_tail=TRUE and log_p=FALSE case by using expm1. Something like -expm1(-pow(x / scale, shape)), I think. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read

Full_Name: Morten Welinder Version: snapshot OS: Submission from: (NULL) (65.213.85.218) Time to kick phyper's tires... The current version has very serious cancellation issues. For example, if you ask for a small right-tail you are likely to get total cancellation. For example phyper(59, 150, 150, 60, FALSE, FALSE) gives 6.372680161e-14. The right answer is dhyper(0, 150, 150, 60,

Full_Name: M Welinder Version: 1.4 OS: (src) Submission from: (NULL) (192.5.35.38) It seems to me that pexp can be improved in the lower_tail=TRUE and log_p=FALSE case by using expm1. Something like -expm1 (-x / scale); I think. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send

Full_Name: Morten Welinder Version: 1.5.1 OS: Solaris Submission from: (NULL) (65.213.85.136) I was having problems with qgamma's precision in the sense that pgamma(qpgamma(x)) was not as close to the identity function as I would like. I was seeing relative errors with random input of about 1e-8. This fits nicely with the code'd EPS2 value of 5e-7. To solve this I added a newton step

Full_Name: Morten Welinder Version: 1.5.1 OS: Solaris/Linux Submission from: (NULL) (192.5.35.38) The line return log(1 - p) * (x + 1); looks like it has problems for p near 1. I would suggest rewriting it to return log1p (-p) * (x + 1); -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read

Full_Name: Morten Welinder Version: 2 OS: Solaris/space/gcc2.95.2 Submission from: (NULL) (65.213.85.217) I changed src/nmath/standalone/test.c to read: --------------------------------------------------------------------------------- #define MATHLIB_STANDALONE 1 #include <Rmath.h> #include <stdio.h> int main() { double x; for (x = 99990; x <= 100009; x++) printf

Full_Name: Morten Welinder Version: snapshot OS: Submission from: (NULL) (65.213.85.129) Two things are wrong. 1. There is nan test outside IEEE_754. 2. The meat part of the function should really be something like... if (!lower_tail) x = -x; if (fabs (x) > 1) { double temp = atan (1 / x) / M_PI; return (x > 0) ? R_D_Clog (temp) : R_D_val (-temp); } else

Here's a contribution from Ian Smith that got bounced from the list. -------- Original Message -------- Subject: Re: [Rd] pt inaccurate when x is close to 0 (PR#9945) Date: Thu, 11 Oct 2007 06:02:43 -0400 From: iandjmsmith at aol.com To: murdoch at stats.uwo.ca Duncan, I tried sending the rest of this to R-devel but it was rejected as spam, hence the personal e-mail. R calculates the pt

Full_Name: Mikael Weigelt Version: 2.0 OS: windows Submission from: (NULL) (207.171.180.101) The calculation of the qpois attempts to use the Cornish-Fisher expansion as a starting approximation. The definition of the expansion is incorrect. However, since this approximation just gives an initial solution, the end result of the function is still correct. To fix the approximation, in the

>>>>> Constantin Ahlmann-Eltze via R-devel >>>>> on Mon, 10 Aug 2020 10:05:36 +0200 writes: > Thanks Ben for verifying the issue. It is always reassuring to hear > when others can reproduce the problem. > I wrote a small patch that fixes the issue > (https://github.com/r-devel/r-svn/pull/11): > diff --git

Hi Martin, thanks for verifying. I agree that the Cornish-Fisher seems to struggle with the small size parameters, but I also don't have a good idea how to replace it. But I think fixing do_search() is possible: I think the problem is that when searching to the left y is decremented only if `pnbinom(y - incr, n, pr, /*l._t.*/TRUE, /*log_p*/FALSE)) < p` is FALSE. I think the solution is

Thanks Ben for verifying the issue. It is always reassuring to hear when others can reproduce the problem. I wrote a small patch that fixes the issue (https://github.com/r-devel/r-svn/pull/11): diff --git a/src/nmath/qnbinom.c b/src/nmath/qnbinom.c index b313ce56b2..d2e8d98759 100644 --- a/src/nmath/qnbinom.c +++ b/src/nmath/qnbinom.c @@ -104,6 +104,7 @@ double qnbinom(double p, double size,

Kenneth Cabrera <krcabrer@epm.net.co> writes: > Hello developers and users: > > My system fails (the computer freezes) when I use the ncp parameter, > with the lower.tail=FALSE option in the qchisq function. > > qchisq(0.025,31,ncp=1,lower.tail=FALSE) Yup, that's a bug. We have in pnchisq.c 48 for (ux = 1.0; pnchisq(ux, n, lambda, lower_tail, log_p) <

>>>>> "PD" == p dalgaard <p.dalgaard@biostat.ku.dk> writes: PD> Kenneth Cabrera <krcabrer@epm.net.co> writes: >> Hello developers and users: >> >> My system fails (the computer freezes) when I use the ncp parameter, >> with the lower.tail=FALSE option in the qchisq function. >> >>

Full_Name: Morten Welinder Version: 1.6.1 OS: Solaris/sparc Submission from: (NULL) (65.213.85.144) qbeta(0.1, 1e-8, 0.5, TRUE, FALSE) seems to hang for me.

Hello all, Just joined this mailing list -- not sure if this is the right list to send this question, but I have a question about cross-compiling R. I am working with R-1.9.1.tgz. It may just be with my version of mingw32, but it seems that expm1 is not defined, so I tried to ensure that HAVE_EXPM1 was #undef'ed before cross-compiling. The problem is that, in <include/Rmath.h> if

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,

On a recent FreeBSD 8.0-CURRENT (i386) building R (any version) breaks with the following messages: ---------------------------------------------------------------------- [...snip...] gcc -std=gnu99 -I. -I../../src/include -I../../src/include -I/usr/local/include -DHAVE_CONFIG_H -g -O2 -c wilcox.c -o wilcox.o gcc -std=gnu99 -I. -I../../src/include -I../../src/include -I/usr/local/include