[R] dlogis for large negative numbers
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Oct 6 17:45:35 CEST 2004
On Wed, 6 Oct 2004, Dimitris Rizopoulos wrote:
> Hi to all,
>
> > dlogis(-2000)
> [1] NaN
> Warning message:
> NaNs produced in: dlogis(x, location, scale, log)
> > dnorm(-2000)
> [1] 0
>
>
> Is this an expected behaviour of `dlogis()'?
No, it's a poor algorithm. See dlogis.c
x = (x - location) / scale;
e = exp(-x);
f = 1.0 + e;
return give_log ? -(x + log(scale * f * f)) : e / (scale * f * f);
That needs to be
x = fabs((x - location) / scale);
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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