[Boost-bugs] [Boost C++ Libraries] #8308: Poisson Quantile function returns wrong results in certain cases

Subject: [Boost-bugs] [Boost C++ Libraries] #8308: Poisson Quantile function returns wrong results in certain cases
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2013-03-18 23:56:16

#8308: Poisson Quantile function returns wrong results in certain cases
----------------------------------+-----------------------------------------
 Reporter:  Caleb.Welton@…        |       Owner:  johnmaddock
     Type:  Bugs                  |      Status:  new        
Milestone:  To Be Determined      |   Component:  math       
  Version:  Boost 1.52.0          |    Severity:  Problem    
 Keywords:                        |  
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 Sample use case:

 {{{
 main() {
   double pi = 3.1415927;
   boost::math::poisson poisson(pi);

   //  std::cout << quantile(poisson, 0.00) << " ";
   std::cout << quantile(poisson, 0.05) << " ";
   std::cout << quantile(poisson, 0.30) << " ";
   std::cout << quantile(poisson, pi/6) << " ";
   std::cout << quantile(poisson, 0.7) << " ";
   std::cout << quantile(poisson, 1-1e-10) << " ";
   // std:: cout << quantile(poisson, 1) << std::endl;
 }
 }}}
 Produces the results
 (error), 0, 1, 3, 4, 20, (error)

 Similar code in R or MATLAB results in: (0),1,2,3,4,20,(Inf)

 {{{
 R> qpois(c(0,0.05,0.3,pi/6,0.7,1-1e-10,1),pi)
 [1]   0   1   2   3   4  20 Inf

 MATLAB> f := stats::poissonQuantile(PI):
 MATLAB> f(0), f(1/20), f(0.3), f(PI/6), f(0.7), f(1-1/10^10), f(1)
 0,1,2,3,4,20,Inf
 }}}

 The errors on the edge cases are less troubling than the seemingly
 incorrect results at low probabilities.

-- 
Ticket URL: <https://svn.boost.org/trac/boost/ticket/8308>
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