[Boost-bugs] [Boost C++ Libraries] #9183: quantile for poisson distribution - precision issue?

Subject: [Boost-bugs] [Boost C++ Libraries] #9183: quantile for poisson distribution - precision issue?
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2013-09-30 17:59:52

#9183: quantile for poisson distribution - precision issue?
------------------------------+-------------------------
 Reporter:  tan@…             |      Owner:  johnmaddock
     Type:  Support Requests  |     Status:  new
Milestone:  To Be Determined  |  Component:  math
  Version:  Boost 1.54.0      |   Severity:  Showstopper
 Keywords:                    |
------------------------------+-------------------------
 The following (there are others) returns an "unexpected" result:

 #define BOOST_MATH_DISCRETE_QUANTILE_POLICY integer_round_up
 // #define BOOST_MATH_DISCRETE_QUANTILE_POLICY real

 #include <cstdlib>
 #include <cstdio>

 #include <boost/math/distributions/poisson.hpp>

 int main()
 {
    double m=54.3;
    double x=66.0;

    boost::math::poisson_distribution<> dist( m );

    std::printf(
          "\nqpois(ppois(66,54.3),54.3) = %d\n\n",
          boost::math::quantile(
                dist,
                boost::math::cdf( dist, x ) ) );

    return 0
 }

 The "expected" answer is 66 but 67 is being returned.

 I am aware of Ticket 8308 (https://svn.boost.org/trac/boost/ticket/8308).
 I do not think R is "rounding to the nearest", and as far as I am aware,
 it has been consistent with

    quantile(p)=infimum {x|cdf(x)>=p}

 which is what "we" needed/expected.

 If we change the policy to give real output---on my Ubuntu 12.04 (Intel
 14.0 C++ with g++ 4.7.3), the result is 6.600000000000001e+01.  So I
 wonder if this is just a (finite) precision/rounding issue ... in that it
 is really 66 to some "fuzz".

 I have (also) tried this with revision 86054 of the trunk.

 Thank you!

-- 
Ticket URL: <https://svn.boost.org/trac/boost/ticket/9183>
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