[Rd] Bug in qbinom? (PR#511)
Thomas Lumley
thomas@biostat.washington.edu
Fri, 7 Apr 2000 09:10:59 -0700 (PDT)
On Fri, 7 Apr 2000 dtrenkler@nts6.oec.uni-osnabrueck.de wrote:
> n_10;p_0.5;jjx_0:n;qbinom(pbinom(jjx,n,p),n,p) # This one works as
> expected
>
> n_100;p_0.5;jjx_0:n;qbinom(pbinom(jjx,n,p),n,p) # This one causes
> severe problems
In qbinom we calculate an estimate y based on a Cornish-Fisher expansion
and then search up or down to the right number. However, for p=1-1e-16 or
thereabouts we get
y=83931130944911952
which is bigger than 1/machine epsilon. Thus y=y-1 and searching up or
down doesnt work. A crude solution is to just treat this as p=1, but it
would be better to search up or down in bigger steps.
-thomas
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