From dut@ngc @end|ng |rom gm@||@com  Fri Jun 21 18:21:43 2019
From: dut@ngc @end|ng |rom gm@||@com (Christophe DUTANG)
Date: Fri, 21 Jun 2019 18:21:43 +0200
Subject: [Rd] Calculation of e^{z^2/2} for a normal deviate z
In-Reply-To: <DB6P189MB05810066BDE0B49EFBCFC73DA5E70@DB6P189MB0581.EURP189.PROD.OUTLOOK.COM>
References: <32da856c-a60a-974f-65ab-d7123e12e813@daqana.com>
 <23307.48529.773039.904392@stat.math.ethz.ch>
 <23307.49323.908367.788461@stat.math.ethz.ch>
 <CABtg=KkuVHoX1tZ=+Lr7mDFrXvn5zdf3+Wmqhnv58GXZJS2KwQ@mail.gmail.com>
 <f3388993-5e20-d7e5-346a-785d33fab27b@daqana.com>
 <DB6P189MB0581F101B909FA1E2ACC509DA51F0@DB6P189MB0581.EURP189.PROD.OUTLOOK.COM>
 <DB6P189MB0581A9E34BD18A3E06B8E725A5180@DB6P189MB0581.EURP189.PROD.OUTLOOK.COM>
 <DB6P189MB05813B949D25C28767CD8E5FA5E70@DB6P189MB0581.EURP189.PROD.OUTLOOK.COM>
 <8b926873-2fdf-4553-b62c-a928fbff70e9@sapo.pt>
 <DB6P189MB05810066BDE0B49EFBCFC73DA5E70@DB6P189MB0581.EURP189.PROD.OUTLOOK.COM>
Message-ID: <4EBF31BA-1A0E-429D-B59E-1B09273F9879@gmail.com>

You should take a look at https://CRAN.R-project.org/package=Rmpfr

Regards, Christophe 

------------------------------------------------------------
Christophe Dutang
CEREMADE, Univ. Paris Dauphine, PSL Univ., France
Web : http://dutangc.free.fr
------------------------------------------------------------

> Le 21 juin 2019 ? 17:11, jing hua zhao <jinghuazhao at hotmail.com> a ?crit :
> 
> Dear Rui,
> 
> Thanks for your quick reply -- this allows me to see the bottom of this. I was hoping we could have a handle of those p in genmoics such as 1e-300 or smaller.
> 
> Best wishes,
> 
> 
> Jing Hua
> 
> ________________________________
> From: Rui Barradas <ruipbarradas at sapo.pt>
> Sent: 21 June 2019 15:03
> To: jing hua zhao; r-devel at r-project.org
> Subject: Re: [Rd] Calculation of e^{z^2/2} for a normal deviate z
> 
> Hello,
> 
> Well, try it:
> 
> p <- .Machine$double.eps^seq(0.5, 1, by = 0.05)
> z <- qnorm(p/2)
> 
> pnorm(z)
> # [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
> # [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
> #[11] 1.110223e-16
> p/2
> # [1] 7.450581e-09 1.228888e-09 2.026908e-10 3.343152e-11 5.514145e-12
> # [6] 9.094947e-13 1.500107e-13 2.474254e-14 4.080996e-15 6.731134e-16
> #[11] 1.110223e-16
> 
> exp(z*z/2)
> # [1] 9.184907e+06 5.301421e+07 3.073154e+08 1.787931e+09 1.043417e+10
> # [6] 6.105491e+10 3.580873e+11 2.104460e+12 1.239008e+13 7.306423e+13
> #[11] 4.314798e+14
> 
> 
> p is the smallest possible such that 1 + p != 1 and I couldn't find
> anything to worry about.
> 
> 
> R version 3.6.0 (2019-04-26)
> Platform: x86_64-pc-linux-gnu (64-bit)
> Running under: Ubuntu 19.04
> 
> Matrix products: default
> BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.8.0
> LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.8.0
> 
> locale:
>  [1] LC_CTYPE=pt_PT.UTF-8       LC_NUMERIC=C
>  [3] LC_TIME=pt_PT.UTF-8        LC_COLLATE=pt_PT.UTF-8
>  [5] LC_MONETARY=pt_PT.UTF-8    LC_MESSAGES=pt_PT.UTF-8
>  [7] LC_PAPER=pt_PT.UTF-8       LC_NAME=C
>  [9] LC_ADDRESS=C               LC_TELEPHONE=C
> [11] LC_MEASUREMENT=pt_PT.UTF-8 LC_IDENTIFICATION=C
> 
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods
> [7] base
> 
> other attached packages:
> 
> [many packages loaded]
> 
> 
> Hope this helps,
> 
> Rui Barradas
> 
> ?s 15:24 de 21/06/19, jing hua zhao escreveu:
>> Dear R-developers,
>> 
>> I am keen to calculate exp(z*z/2) with z=qnorm(p/2) and p is very small. I wonder if anyone has experience with this?
>> 
>> Thanks very much in advance,
>> 
>> 
>> Jing Hua
>> 
>>       [[alternative HTML version deleted]]
>> 
>> ______________________________________________
>> R-devel at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
>> 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel



[Rd] Calculation of e^{z^2/2} for a normal deviate z
Christophe DUTANG