From pdalgd at gmail.com  Fri Jun 29 14:21:50 2012
From: pdalgd at gmail.com (peter dalgaard)
Date: Fri, 29 Jun 2012 14:21:50 +0200
Subject: [Rd] An extreme quantile of the geometric distribution
In-Reply-To: <a21a8a2e4d98ac28b99551c38877cda6@contrib.scilab.org>
References: <a21a8a2e4d98ac28b99551c38877cda6@contrib.scilab.org>
Message-ID: <3EE793C0-BE32-400B-B3F6-ED5AC6C44CA8@gmail.com>


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,
> 
> Micha?l
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com



[Rd] An extreme quantile of the geometric distribution
peter dalgaard