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fix: use log1p for small p in stats/base/dists/planck/quantile #15764

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fix: use log1p for small p in stats/base/dists/planck/quantile #15764

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ff86d3b
fix: use `log1p` for small `p` in `stats/base/dists/planck/quantile`
Abhist17 Oct 1, 2026
571b8e9
fix: clamp at zero in `stats/base/dists/planck/quantile`
Abhist17 Oct 13, 2026
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5 changes: 3 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/planck/quantile/lib/factory.js
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Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,8 @@
var constantFunction = require( '@stdlib/utils/constant-function' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var ceil = require( '@stdlib/math/base/special/ceil' );
var ln = require( '@stdlib/math/base/special/ln' );
var log1p = require( '@stdlib/math/base/special/log1p' );
var max = require( '@stdlib/math/base/special/max' );
var PINF = require( '@stdlib/constants/float64/pinf' );


Expand Down Expand Up @@ -70,7 +71,7 @@ function factory( lambda ) {
if ( p === 1.0 ) {
return PINF;
}
return ceil( -ln( 1.0-p ) / lambda ) - 1.0;
return max( 0.0, ceil( -log1p( -p ) / lambda ) - 1.0 );
}
}

Expand Down
5 changes: 3 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/planck/quantile/lib/main.js
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Expand Up @@ -22,7 +22,8 @@

var isnan = require( '@stdlib/math/base/assert/is-nan' );
var ceil = require( '@stdlib/math/base/special/ceil' );
var ln = require( '@stdlib/math/base/special/ln' );
var log1p = require( '@stdlib/math/base/special/log1p' );
var max = require( '@stdlib/math/base/special/max' );
var PINF = require( '@stdlib/constants/float64/pinf' );


Expand Down Expand Up @@ -74,7 +75,7 @@ function quantile( p, lambda ) {
if ( p === 1.0 ) {
return PINF;
}
return ceil( -ln( 1.0-p ) / lambda ) - 1.0;
return max( 0.0, ceil( -log1p( -p ) / lambda ) - 1.0 );
}


Expand Down
9 changes: 6 additions & 3 deletions lib/node_modules/@stdlib/stats/base/dists/planck/quantile/manifest.json
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Expand Up @@ -41,7 +41,8 @@
"@stdlib/math/base/napi/binary",
"@stdlib/math/base/assert/is-nan",
"@stdlib/math/base/special/ceil",
"@stdlib/math/base/special/ln",
"@stdlib/math/base/special/log1p",
"@stdlib/math/base/special/max",
"@stdlib/constants/float64/pinf"
]
},
Expand All @@ -59,7 +60,8 @@
"dependencies": [
"@stdlib/math/base/assert/is-nan",
"@stdlib/math/base/special/ceil",
"@stdlib/math/base/special/ln",
"@stdlib/math/base/special/log1p",
"@stdlib/math/base/special/max",
"@stdlib/constants/float64/pinf"
]
},
Expand All @@ -77,7 +79,8 @@
"dependencies": [
"@stdlib/math/base/assert/is-nan",
"@stdlib/math/base/special/ceil",
"@stdlib/math/base/special/ln",
"@stdlib/math/base/special/log1p",
"@stdlib/math/base/special/max",
"@stdlib/constants/float64/pinf"
]
}
Expand Down
5 changes: 3 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/planck/quantile/src/main.c
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Expand Up @@ -19,7 +19,8 @@
#include "stdlib/stats/base/dists/planck/quantile.h"
#include "stdlib/math/base/assert/is_nan.h"
#include "stdlib/math/base/special/ceil.h"
#include "stdlib/math/base/special/ln.h"
#include "stdlib/math/base/special/log1p.h"
#include "stdlib/math/base/special/max.h"
#include "stdlib/constants/float64/pinf.h"

/**
Expand All @@ -40,5 +41,5 @@ double stdlib_base_dists_planck_quantile( const double p, const double lambda )
if ( p == 1.0 ) {
return STDLIB_CONSTANT_FLOAT64_PINF;
}
return stdlib_base_ceil( -stdlib_base_ln( 1.0 - p ) / lambda ) - 1.0;
return stdlib_base_max( 0.0, stdlib_base_ceil( -stdlib_base_log1p( -p ) / lambda ) - 1.0 );
}
39 changes: 39 additions & 0 deletions lib/node_modules/@stdlib/stats/base/dists/planck/quantile/test/test.factory.js
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Expand Up @@ -146,3 +146,42 @@ tape( 'the returned function evaluates the quantile for `p` given large paramete
}
t.end();
});

tape( 'the returned function evaluates the quantile for small `p`', function test( t ) {
var quantile;
var y;

quantile = factory( 1.0 );
y = quantile( 1.0e-20 );
t.strictEqual( y, 0.0, 'returns expected value' );

y = quantile( 1.0e-300 );
t.strictEqual( y, 0.0, 'returns expected value' );

quantile = factory( 1.0e-17 );
y = quantile( 1.0e-15 );
t.strictEqual( y, 100.0, 'returns expected value' );

quantile = factory( 1.0e-14 );
y = quantile( 1.0e-12 );
t.strictEqual( y, 100.0, 'returns expected value' );
t.end();
});

tape( 'the returned function returns `0` for `p = 0` and where `-ln(1-p)/lambda` underflows', function test( t ) {
var quantile;
var y;

quantile = factory( 1.0 );
y = quantile( 0.0 );
t.strictEqual( y, 0.0, 'returns expected value' );

quantile = factory( 2.0 );
y = quantile( 5.0e-324 );
t.strictEqual( y, 0.0, 'returns expected value' );

quantile = factory( 1.0e300 );
y = quantile( 1.0e-300 );
t.strictEqual( y, 0.0, 'returns expected value' );
t.end();
});
31 changes: 31 additions & 0 deletions lib/node_modules/@stdlib/stats/base/dists/planck/quantile/test/test.native.js
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Expand Up @@ -118,3 +118,34 @@ tape( 'the function evaluates the quantile for `p` given large parameter `lambda
}
t.end();
});

tape( 'the function evaluates the quantile for small `p`', opts, function test( t ) {
var y;

y = quantile( 1.0e-20, 1.0 );
t.strictEqual( y, 0.0, 'returns expected value' );

y = quantile( 1.0e-300, 1.0 );
t.strictEqual( y, 0.0, 'returns expected value' );

y = quantile( 1.0e-15, 1.0e-17 );
t.strictEqual( y, 100.0, 'returns expected value' );

y = quantile( 1.0e-12, 1.0e-14 );
t.strictEqual( y, 100.0, 'returns expected value' );
t.end();
});

tape( 'the function returns `0` for `p = 0` and where `-ln(1-p)/lambda` underflows', opts, function test( t ) {
var y;

y = quantile( 0.0, 1.0 );
t.strictEqual( y, 0.0, 'returns expected value' );

y = quantile( 5.0e-324, 2.0 );
t.strictEqual( y, 0.0, 'returns expected value' );

y = quantile( 1.0e-300, 1.0e300 );
t.strictEqual( y, 0.0, 'returns expected value' );
t.end();
});
31 changes: 31 additions & 0 deletions lib/node_modules/@stdlib/stats/base/dists/planck/quantile/test/test.quantile.js
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Expand Up @@ -109,3 +109,34 @@ tape( 'the function evaluates the quantile for `p` given large parameter `lambda
}
t.end();
});

tape( 'the function evaluates the quantile for small `p`', function test( t ) {
var y;

y = quantile( 1.0e-20, 1.0 );
t.strictEqual( y, 0.0, 'returns expected value' );

y = quantile( 1.0e-300, 1.0 );
t.strictEqual( y, 0.0, 'returns expected value' );

y = quantile( 1.0e-15, 1.0e-17 );
t.strictEqual( y, 100.0, 'returns expected value' );

y = quantile( 1.0e-12, 1.0e-14 );
t.strictEqual( y, 100.0, 'returns expected value' );
t.end();
});

tape( 'the function returns `0` for `p = 0` and where `-ln(1-p)/lambda` underflows', function test( t ) {
var y;

y = quantile( 0.0, 1.0 );
t.strictEqual( y, 0.0, 'returns expected value' );

y = quantile( 5.0e-324, 2.0 );
t.strictEqual( y, 0.0, 'returns expected value' );

y = quantile( 1.0e-300, 1.0e300 );
t.strictEqual( y, 0.0, 'returns expected value' );
t.end();
});
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