[Boost-bugs] [Boost C++ Libraries] #9834: Negative Binomial Distribution: degenerate cases

Subject: [Boost-bugs] [Boost C++ Libraries] #9834: Negative Binomial Distribution: degenerate cases
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2014-04-04 07:20:01

#9834: Negative Binomial Distribution: degenerate cases
-------------------------------------+-------------------------
 Reporter:  HS <tan@…>               |      Owner:  johnmaddock
     Type:  Feature Requests         |     Status:  new
Milestone:  To Be Determined         |  Component:  math
  Version:  Boost Development Trunk  |   Severity:  Problem
 Keywords:                           |
-------------------------------------+-------------------------
 In the following calculations (please see code included below), the 4
 results cannot be all correct at the same time.

 Also, if one will to uncomment the last block of code, one would find that
 its calculation would fail.

 '''Thoughts:'''
 * Now when the probability of "success" p0 (you used p in your
 documentation) is 1, shouldn't the value of the corresponding random
 variable be simply 0?  If so, shouldn't the quantiles at p=0 and p=1 be
 both at 0?

 * Similarly, when p0 is 0, I would think it is quite "natural" to
 set/define the corresponding random variable to be one with mass 1 at
 infinity ... no need to work so hard to search for the zero as the error
 to the final calculation shows.

 Thank you.[[br]]
 HS

 P.S.  Please copy the included code to a test.cpp and then build with g++
 -o test test.cpp.

 P.ps.  If the evaluation policy will to change to ignore the error, it
 ''appears'' that the calculation never complete.  Can something be done to
 prevent this?  Suggestions?

 {{{
 #define BOOST_MATH_DOMAIN_ERROR_POLICY ignore_error
 #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
 // #define BOOST_MATH_EVALUATION_ERROR_POLICY ignore_error
 #define BOOST_MATH_DISCRETE_QUANTILE_POLICY integer_round_up

 #include <cstdlib>
 #include <cstdio>

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

 int main()
 {
    double _r0 = 3.0;
    double _p0 = 1.0;

    boost::math::negative_binomial_distribution<> _dist( _r0, _p0 );

    std::printf(
          "\n"
          "   r = %g\n"
          "   p = %g\n\n",
          _r0,
          _p0 );

    std::printf(
          "   Quantile(%g;upperTail=false) = %g\n",
          1.0,
          boost::math::quantile( _dist, 1.0 ) );

    std::printf(
          "   Quantile(%g;upperTail=true) = %g\n\n",
          1.0,
          boost::math::quantile(
             boost::math::complement(
                _dist,
                1.0 ) ) );

    std::printf(
          "   Quantile(%g;upperTail=false) = %g\n",
          0.0,
          boost::math::quantile( _dist, 0.0 ) );

    std::printf(
          "   Quantile(%g;upperTail=true) = %g\n\n",
          0.0,
          boost::math::quantile(
             boost::math::complement(
                _dist,
                0.0 ) ) );

    /*
    {
       _p0 = 0.0;

       boost::math::negative_binomial_distribution<> _dist( _r0, _p0 );

       std::printf(
             "\n"
             "   r = %g\n"
             "   p = %g\n\n",
             _r0,
             _p0 );

       std::printf(
             "   Quantile(%g;upperTail=false) = %g\n",
             0.32,
             boost::math::quantile( _dist, 0.32 ) );
    }
    */

    return EXIT_SUCCESS;
 }
 }}}

-- 
Ticket URL: <https://svn.boost.org/trac/boost/ticket/9834>
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