[Rd] What should dnorm(0, 0, -Inf) return?
Martin Maechler
m@ech|er @end|ng |rom @t@t@m@th@ethz@ch
Mon Dec 9 08:49:26 CET 2019
>>>>> peter dalgaard
>>>>> on Sun, 8 Dec 2019 12:11:50 +0100 writes:
> Yes, that looks like a bug and an easily fixable one too.
agreed.
> However, I spy another issue: Why do we check the
> !R_FINITE(x) && mu == x before checking for sd < 0 ? The
> difference is whether we
> return ML_NAN; or ML_ERR_return_NAN;
> but surely negative sd should always be an error?
> I'd be inclined to do
> if (sigma < 0) ML_ERR_return_NAN;
> if(!R_FINITE(sigma)) return R_D__0;
> if(!R_FINITE(x) && mu == x) return ML_NAN;/* x-mu is NaN */
> if (sigma == 0)
> return (x == mu) ? ML_POSINF : R_D__0;
> x = (x - mu) / sigma;
> (Ping Martin...)
I think you are spot on, Peter.
All of this code has a longish history, with incremental border
case improvements.
Let's hope (somewhat unrealistically) this is the last one for
dnorm().
NB: dlnorm() and some of the gamma/chisq/.. may need a
similar adjustment
Lastly, regression tests for this
(either in tests/d-p-q-r-tests.{R,Rout.save}
or easier in reg-tests-1d.R) should be added too.
> -pd
>> On 7 Dec 2019, at 23:40 , Wang Jiefei <szwjf08 using gmail.com> wrote:
>>
>> Good question, I cannot speak for R's developers but I would like to
>> provide some information on the problem. Here are the first few lines of
>> the dnorm function located at src\nmath\dnorm.c:
>>
>> ```
>> double dnorm4(double x, double mu, double sigma, int give_log)
>> {
>> #ifdef IEEE_754
>> if (ISNAN(x) || ISNAN(mu) || ISNAN(sigma))
>> return x + mu + sigma;
>> #endif
>> if(!R_FINITE(sigma)) return R_D__0;
>> if(!R_FINITE(x) && mu == x) return ML_NAN;/* x-mu is NaN */
>> if (sigma <= 0) {
>> if (sigma < 0) ML_ERR_return_NAN;
>> /* sigma == 0 */
>> return (x == mu) ? ML_POSINF : R_D__0;
>> }
>> ....
>> }
>> ```
>>
>> You can clearly see where the problem is. I think either the document or
>> the code needs a modification.
>>
>> Best,
>> Jiefei
>>
>> On Sat, Dec 7, 2019 at 5:05 PM Weigand, Stephen D. via R-devel <
>> r-devel using r-project.org> wrote:
>>
>>> Hi,
>>> Apropos of a recent Inf question, I've previously wondered if dnorm "does
>>> the right thing" with
>>>
>>> dnorm(0, 0, -Inf)
>>>
>>> which gives zero. Should that be zero or NaN (or NA)?
>>>
>>> The help says "'sd < 0' is an error and returns 'NaN'" and since -Inf < 0
>>> is TRUE, then... is this a bug?
>>>
>>> Thank you,
>>> Stephen
>>> Rochester, MN USA
>>>
>>> ______________________________________________
>>> R-devel using r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>>
>>
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>>
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> --
> Peter Dalgaard, Professor,
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Office: A 4.23
> Email: pd.mes using cbs.dk Priv: PDalgd using gmail.com
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