[Rd] qcauchy accuracy (PR#7902)
mwelinder at gmail.com
mwelinder at gmail.com
Fri May 27 20:24:36 CEST 2005
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 case and R_Q_P01_check
already checks things.
2. No need to disallow scale=0 and infinite location.
3. The code below uses isnan and finite directly. It needs to be adapted to
the
R way of doing that.
double
qcauchy (double p, double location, double scale, int lower_tail, int log_p)
{
if (isnan(p) || isnan(location) || isnan(scale))
return p + location + scale;
R_Q_P01_check(p);
if (scale < 0 || !finite(scale)) ML_ERR_return_NAN;
if (log_p) {
if (p > -1)
lower_tail = !lower_tail, p = -expm1 (p);
else
p = exp (p);
}
if (lower_tail) scale = -scale;
return location + scale / tan(M_PI * p);
}
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