# [Boost-bugs] [Boost C++ Libraries] #9393: quantile for hypergeometric distribution - precision/rounding issue

Subject: [Boost-bugs] [Boost C++ Libraries] #9393: quantile for hypergeometric distribution - precision/rounding issue
Date: 2013-11-14 21:07:39

#9393: quantile for hypergeometric distribution - precision/rounding issue
-------------------------------------+-------------------------
Type: Feature Requests | Status: new
Milestone: To Be Determined | Component: math
Version: Boost Development Trunk | Severity: Showstopper
Keywords: |
-------------------------------------+-------------------------
Hi (John),

This is the same as Ticket #9183
(https://svn.boost.org/trac/boost/ticket/9183) but applies to the
hypergeometric distribution. For example,

{{{
#define BOOST_MATH_DISCRETE_QUANTILE_POLICY integer_round_up

#include <cstdio>
#include <boost/math/distributions/hypergeometric.hpp>

int main()
{
unsigned int xmin = 71;
unsigned int length = 9;

boost::math::hypergeometric_distribution<> dist( 79u, 101u, 109u );

for ( unsigned int i = 0; i < length; ++i )
{
double x = xmin + i;
double y =
boost::math::cdf( dist, x );
// boost::math::cdf( boost::math::complement( dist, x ) );

std::printf(
" x = %g\tCDF(x) = %f\tinverse-CDF(CDF(x)) = %g\n",
x, y, boost::math::quantile( dist, y ) );
}

return 0;
}
}}}

returns

{{{
x = 71 CDF(x) = 0.068671 inverse-CDF(CDF(x)) = 72
x = 72 CDF(x) = 0.297575 inverse-CDF(CDF(x)) = 72
x = 73 CDF(x) = 0.615846 inverse-CDF(CDF(x)) = 73
x = 74 CDF(x) = 0.856699 inverse-CDF(CDF(x)) = 74
x = 75 CDF(x) = 0.965083 inverse-CDF(CDF(x)) = 75
x = 76 CDF(x) = 0.994746 inverse-CDF(CDF(x)) = 77
x = 77 CDF(x) = 0.999561 inverse-CDF(CDF(x)) = 77
x = 78 CDF(x) = 0.999985 inverse-CDF(CDF(x)) = 78
x = 79 CDF(x) = 1.000000 inverse-CDF(CDF(x)) = 79
}}}

I was hoping/expecting to obtain:

{{{
x y z
[1,] 71 0.06867117 71
[2,] 72 0.29757505 72
[3,] 73 0.61584552 73
[4,] 74 0.85669885 74
[5,] 75 0.96508285 75
[6,] 76 0.99474584 76
[7,] 77 0.99956126 77
[8,] 78 0.99998459 78
[9,] 79 1.00000000 79
}}}
which I was used to on R.

Thank you!

```--
Ticket URL: <https://svn.boost.org/trac/boost/ticket/9393>
Boost C++ Libraries <http://www.boost.org/>
Boost provides free peer-reviewed portable C++ source libraries.
```

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