Testing the code that Morten Welinder suggested for improving extreme tail behavior of qcauchy(), I found what you can read in the subject. namely that the tan() + floating-point implementation on all four different versions of Redhat linux, I have access to on i686 and amd64 architectures,

> 1/tan(c(-0,0)) gives -Inf Inf and of course, that can well be considered a feature, since after all, the tan() function does jump from -Inf to +Inf at 0. I was still surprised that this even happens on the R level, and I wonder if this distinction of "-0" and "0" shouldn't be mentioned in some place(s) of the R documentation. For the real problem, the R source (in C), It's simple to work around the fact that qcauchy(0, log=TRUE) for Morten's code proposal gives -Inf instead of +Inf. Martin >>>>> "MM" == Martin Maechler <[EMAIL PROTECTED]> >>>>> on Wed, 1 Jun 2005 08:57:18 +0200 (CEST) writes: >>>>> "Morten" == Morten Welinder <[EMAIL PROTECTED]> >>>>> on Fri, 27 May 2005 20:24:36 +0200 (CEST) writes: ............. Morten> Now that pcauchy has been fixed, it is becoming Morten> clear that qcauchy suffers from the same problems. Morten> Morten> qcauchy(pcauchy(1e100,0,1,FALSE,TRUE),0,1,FALSE,TRUE) Morten> should yield 1e100 back, but I get 1.633178e+16. Morten> The code below does much better. Notes: Morten> 1. p need not be finite. -Inf is ok in the log_p Morten> case and R_Q_P01_check already checks things. MM> yes Morten> 2. No need to disallow scale=0 and infinite Morten> location. MM> yes Morten> 3. The code below uses isnan and finite directly. Morten> It needs to be adapted to the R way of doing that. MM> I've done this, and started testing the new code; a version will MM> be put into the next version of R. MM> Thank you for the suggestions. >>> double >>> qcauchy (double p, double location, double scale, int lower_tail, int log_p) >>> { >>> if (isnan(p) || isnan(location) || isnan(scale)) >>> return p + location + scale; >>> R_Q_P01_check(p); >>> if (scale < 0 || !finite(scale)) ML_ERR_return_NAN; >>> if (log_p) { >>> if (p > -1) >>> lower_tail = !lower_tail, p = -expm1 (p); >>> else >>> p = exp (p); >>> } >>> if (lower_tail) scale = -scale; >>> return location + scale / tan(M_PI * p); >>> } ______________________________________________ R-devel@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-devel