[Rd] An extreme quantile of the geometric distribution

[michael.baudin at contrib.scilab.org]

 Hi,

 I'm sorry, I do not clearly understand.

 I'm aware that the source is available at :

 http://svn.r-project.org/R/trunk/src/nmath/qgeom.c

 But a good source does not mean a correct result, because of 
 compilation issues. Moreover, I do not fully understand why the 1e-7 
 coefficient in the formula was put there. The comment "add a fuzz to 
 ensure left continuity" is not obvious to me.

 Best regards,

 Michaël

 On Fri, 29 Jun 2012 14:21:50 +0200, peter dalgaard <pdalgd at gmail.com> 
 wrote:
> On Jun 28, 2012, at 22:49 , <michael.baudin at contrib.scilab.org>
> <michael.baudin at contrib.scilab.org> wrote:
>
>> Hi,
>>
>> With R version 2.10.0 (2009-10-26) on Windows, I computed the 
>> p=1.e-20 quantile of the geometric distribution with parameter 
>> prob=0.1.
>>
>>> qgeom(1.e-20,0.1)
>> [1] -1
>>
>> But this is not possible, since X=0,1,2,...
>>
>> I guess that this might be a bug in the quantile function, which 
>> should use the log1p function, instead of the naive formula.
>>
>> Am I correct ?
>
> Nope. (The source is availably, you know....).
>
> The problem is that a slight fuzz is subtracted inside ceil(....),
> but there's no check that the result is positive.
>
> qnbinom(...., size=1) is equivalent and does get right, by the way.
>
> -pd
>
>>
>> Best regards,
>>
>> Michaël
>>
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