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

Subject: Re: [Boost-bugs] [Boost C++ Libraries] #8308: Poisson Quantile function returns wrong results in certain cases
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2013-03-20 18:47:09

#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    
Resolution:                        |    Keywords:             
-----------------------------------+----------------------------------------

Comment (by johnmaddock):

 I'll look into the edge cases (0 and 1) shortly - the differences in the
 other values you see are intended behaviour, given:

 {{{
 poisson pd(constants::pi<double>());
 }}}

 then the default behaviour of:

 {{{
 quantile(pd, 0.05)
 }}}

 is to return the largest integer i such that {{{cdf(pd, i) <= 0.05}}},
 which really is the value 0, not 1 as the other programs suggest.

 Whether that is actually the correct thing to do depends upon the actual
 test you are conducting (I assume R and Mathlab calculate the quantile as
 a real-value and then round to the nearest int).  You can configure
 Boost.Math to do whatever you want here, see:
 http://www.boost.org/doc/libs/1_53_0/libs/math/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/understand_dis_quant.html

-- 
Ticket URL: <https://svn.boost.org/trac/boost/ticket/8308#comment:1>
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