Distribution and quantile precision (was [R] Underflow warnings?)
j.logsdon at lancaster.ac.uk
Mon Feb 14 16:49:03 CET 2000
On Sun, 13 Feb 2000, Thomas Lumley wrote:
> A bigger issue, which we _have_ been working on, is getting closer to full
> precision for the probability and quantile functions.
Ah - will this include functions for the logs of densities and quantiles?
I recently fell flat on my nose when, in the middle of a very long (in
time) calculation I was suddenly calculating log(dnorm) where the variance
was reducing (as it should) without thinking too much ('cos it was easier
to swap distributions). This meant that the (x-xbar)/sigma was increasing
to the point where it all blew up. Mea culpa I know.
I recoded it appropriately and it worked fine. Kept the chips burning all
So for those of use that regularly use maximum likelihood, it would be
nice to have log(pdist), log(1-pdist) and log(ddist) where dist is as you
like it - norm to start with.
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
More information about the R-help