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Re: [Bug-gsl] alternative implementation of gsl_ran_negative_binomial_pd
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From: |
Brian Gough |
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Subject: |
Re: [Bug-gsl] alternative implementation of gsl_ran_negative_binomial_pdf |
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Date: |
Sun, 05 Jun 2011 23:58:51 +0100 |
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User-agent: |
Wanderlust/2.15.6 (Almost Unreal) Emacs/23.3 Mule/6.0 (HANACHIRUSATO) |
At Thu, 02 Jun 2011 17:57:45 -0600,
Curtis Hash wrote:
>
> Reply-To: address@hidden
> From: Curtis Hash <address@hidden>
> To: address@hidden
> Subject: [Bug-gsl] alternative implementation of
> gsl_ran_negative_binomial_pdf
> Date: Thu, 02 Jun 2011 17:57:45 -0600
>
> [1 <text/plain; ISO-8859-1 (7bit)>]
> We believe there may be a more numerically stable way to write
> gsl_ran_negative_binomial_pdf().
>
> Test code:
Thanks for the bug report! I've applied your patch, much appreciated.
One minor change - I rewrote log(1-p) as log1p(-p) to reduce
cancellation error for p ~ 1.
--
Brian Gough