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fix: avoid cancellation for small p in stats/base/dists/geometric/cdf #15765

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fix: avoid cancellation for small p in stats/base/dists/geometric/cdf #15765

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7a28498
fix: avoid cancellation for small `p` in `stats/base/dists/geometric/…
Abhist17 Oct 1, 2026
9149c8b
test: cover tiny `p` with `x` near `1/p` in `stats/base/dists/geometr…
Abhist17 Oct 8, 2026
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5 changes: 3 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/lib/factory.js
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Expand Up @@ -23,7 +23,8 @@
var constantFunction = require( '@stdlib/utils/constant-function' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var floor = require( '@stdlib/math/base/special/floor' );
var pow = require( '@stdlib/math/base/special/pow' );
var expm1 = require( '@stdlib/math/base/special/expm1' );
var log1p = require( '@stdlib/math/base/special/log1p' );
var PINF = require( '@stdlib/constants/float64/pinf' );


Expand Down Expand Up @@ -71,7 +72,7 @@ function factory( p ) {
return 1.0;
}
x = floor( x );
return 1.0 - pow( 1.0 - p, x + 1.0 );
return -expm1( ( x+1.0 ) * log1p( -p ) );
}
}

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

var isnan = require( '@stdlib/math/base/assert/is-nan' );
var floor = require( '@stdlib/math/base/special/floor' );
var pow = require( '@stdlib/math/base/special/pow' );
var expm1 = require( '@stdlib/math/base/special/expm1' );
var log1p = require( '@stdlib/math/base/special/log1p' );
var PINF = require( '@stdlib/constants/float64/pinf' );


Expand Down Expand Up @@ -76,7 +77,7 @@ function cdf( x, p ) {
return 1.0;
}
x = floor( x );
return 1.0 - pow( 1.0 - p, x + 1.0 );
return -expm1( ( x+1.0 ) * log1p( -p ) );
}


Expand Down
9 changes: 6 additions & 3 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/manifest.json
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Expand Up @@ -42,7 +42,8 @@
"@stdlib/math/base/assert/is-nan",
"@stdlib/constants/float64/pinf",
"@stdlib/math/base/special/floor",
"@stdlib/math/base/special/pow"
"@stdlib/math/base/special/expm1",
"@stdlib/math/base/special/log1p"
]
},
{
Expand All @@ -61,7 +62,8 @@
"@stdlib/constants/float64/pinf",
"@stdlib/math/base/special/floor",
"@stdlib/constants/float64/eps",
"@stdlib/math/base/special/pow"
"@stdlib/math/base/special/expm1",
"@stdlib/math/base/special/log1p"
]
},
{
Expand All @@ -79,7 +81,8 @@
"@stdlib/math/base/assert/is-nan",
"@stdlib/constants/float64/pinf",
"@stdlib/math/base/special/floor",
"@stdlib/math/base/special/pow"
"@stdlib/math/base/special/expm1",
"@stdlib/math/base/special/log1p"
]
}
]
Expand Down
5 changes: 3 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/src/main.c
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Expand Up @@ -20,7 +20,8 @@
#include "stdlib/math/base/assert/is_nan.h"
#include "stdlib/constants/float64/pinf.h"
#include "stdlib/math/base/special/floor.h"
#include "stdlib/math/base/special/pow.h"
#include "stdlib/math/base/special/expm1.h"
#include "stdlib/math/base/special/log1p.h"

/**
* Evaluates the cumulative distribution function (CDF) for a geometric distribution with success probability `p` at a value `x`.
Expand Down Expand Up @@ -48,5 +49,5 @@ double stdlib_base_dists_geometric_cdf( const double x, const double p ) {
if ( x == STDLIB_CONSTANT_FLOAT64_PINF ) {
return 1.0;
}
return 1.0 - stdlib_base_pow( 1.0 - p, stdlib_base_floor( x ) + 1.0 );
return -stdlib_base_expm1( ( stdlib_base_floor( x ) + 1.0 ) * stdlib_base_log1p( -p ) );
}
1 change: 0 additions & 1 deletion lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/test/fixtures/julia/REQUIRE
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@@ -1,3 +1,2 @@
Distributions 0.23.8
julia 1.5
JSON 0.21
2 changes: 1 addition & 1 deletion lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/test/fixtures/julia/large_p.json
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18 changes: 14 additions & 4 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/test/fixtures/julia/runner.jl
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Expand Up @@ -16,14 +16,15 @@
# See the License for the specific language governing permissions and
# limitations under the License.

import Distributions: cdf, Geometric
import JSON

"""
gen( x, p, name )

Generate fixture data and write to file.

The CDF is evaluated in extended precision from the textbook formula `1 - (1-p)^(floor(x)+1)`, as forming `1-p` in double precision rounds away the low-order bits of `p` (all of them for `p < 2^-53`).

# Arguments

* `x`: input value
Expand All @@ -39,9 +40,8 @@ julia> gen( x, p, "data.json" );
```
"""
function gen( x, p, name )
z = Array{Float64}( undef, length(x) );
for i in eachindex(x)
z[ i ] = cdf( Geometric( p[i] ), x[i] );
z = setprecision( BigFloat, 2048 ) do
Float64.( 1 .- ( 1 .- BigFloat.( p ) ) .^ ( floor.( x ) .+ 1 ) )
end

# Store data to be written to file as a collection:
Expand Down Expand Up @@ -76,3 +76,13 @@ gen( x, p, "large_p.json" );
x = rand( 1000 ) .* 10.0;
p = rand( 1000 ) .* 0.5;
gen( x, p, "small_p.json" );

# Tiny `p`:
x = rand( 1000 ) .* 100.0;

@0PrashantYadav0 0PrashantYadav0 Oct 8, 2026

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Non-blocking: with x <= 100, every tiny_p case with p < 2^-53 gives a result below 1e-14, so results of order 1 aren't tested (e.g. cdf( 1e20, 1e-20 ) is 0.632, develop gives 0). Worth adding a few cases with x near 1/p? x = rand( 1000 ) .* 3.0 ./ p passes at 1 ULP.

p = exp10.( range( -300.0, stop = -1.0, length = 1000 ) );
gen( x, p, "tiny_p.json" );

# Tiny `p` with `x` near `1/p`, where the CDF is of order `1`:
p = exp10.( range( -300.0, stop = -1.0, length = 1000 ) );
x = floor.( rand( 1000 ) .* 3.0 ./ p );
gen( x, p, "tiny_p_large_x.json" );
2 changes: 1 addition & 1 deletion lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/test/fixtures/julia/small_p.json
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1 change: 1 addition & 0 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/test/fixtures/julia/tiny_p.json
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1 change: 1 addition & 0 deletions ...de_modules/@stdlib/stats/base/dists/geometric/cdf/test/fixtures/julia/tiny_p_large_x.json
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38 changes: 37 additions & 1 deletion lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/test/test.cdf.js
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Original file line number Diff line number Diff line change
Expand Up @@ -31,6 +31,8 @@ var cdf = require( './../lib' );
// FIXTURES //

var smallP = require( './fixtures/julia/small_p.json' );
var tinyP = require( './fixtures/julia/tiny_p.json' );
var tinyPLargeX = require( './fixtures/julia/tiny_p_large_x.json' );
var largeP = require( './fixtures/julia/large_p.json' );


Expand Down Expand Up @@ -99,7 +101,7 @@ tape( 'the function evaluates the cdf for `x` given small parameter `p`', functi
p = smallP.p;
for ( i = 0; i < x.length; i++ ) {
y = cdf( x[i], p[i] );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 20 ), true, 'returns expected value' );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' );
}
t.end();
});
Expand All @@ -120,3 +122,37 @@ tape( 'the function evaluates the cdf for `x` given large parameter `p`', functi
}
t.end();
});

tape( 'the function evaluates the cdf for `x` given tiny parameter `p`', function test( t ) {
var expected;
var x;
var p;
var y;
var i;

expected = tinyP.expected;
x = tinyP.x;
p = tinyP.p;
for ( i = 0; i < x.length; i++ ) {
y = cdf( x[i], p[i] );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' );
}
t.end();
});

tape( 'the function evaluates the cdf for `x` given tiny parameter `p` and `x` near `1/p`', function test( t ) {
var expected;
var x;
var p;
var y;
var i;

expected = tinyPLargeX.expected;
x = tinyPLargeX.x;
p = tinyPLargeX.p;
for ( i = 0; i < x.length; i++ ) {
y = cdf( x[i], p[i] );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' );
}
t.end();
});
42 changes: 41 additions & 1 deletion lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/test/test.factory.js
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Expand Up @@ -31,6 +31,8 @@ var factory = require( './../lib/factory.js' );
// FIXTURES //

var smallP = require( './fixtures/julia/small_p.json' );
var tinyP = require( './fixtures/julia/tiny_p.json' );
var tinyPLargeX = require( './fixtures/julia/tiny_p_large_x.json' );
var largeP = require( './fixtures/julia/large_p.json' );


Expand Down Expand Up @@ -133,7 +135,7 @@ tape( 'the created function evaluates the cdf for `x` given small parameter `p`'
for ( i = 0; i < x.length; i++ ) {
cdf = factory( p[i] );
y = cdf( x[i] );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 20 ), true, 'returns expected value' );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' );
}
t.end();
});
Expand All @@ -156,3 +158,41 @@ tape( 'the created function evaluates the cdf for `x` given large parameter `p`'
}
t.end();
});

tape( 'the created function evaluates the cdf for `x` given tiny parameter `p`', function test( t ) {
var expected;
var cdf;
var x;
var p;
var y;
var i;

expected = tinyP.expected;
x = tinyP.x;
p = tinyP.p;
for ( i = 0; i < x.length; i++ ) {
cdf = factory( p[i] );
y = cdf( x[i] );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' );
}
t.end();
});

tape( 'the created function evaluates the cdf for `x` given tiny parameter `p` and `x` near `1/p`', function test( t ) {
var expected;
var cdf;
var x;
var p;
var y;
var i;

expected = tinyPLargeX.expected;
x = tinyPLargeX.x;
p = tinyPLargeX.p;
for ( i = 0; i < x.length; i++ ) {
cdf = factory( p[i] );
y = cdf( x[i] );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' );
}
t.end();
});
38 changes: 37 additions & 1 deletion lib/node_modules/@stdlib/stats/base/dists/geometric/cdf/test/test.native.js
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Expand Up @@ -32,6 +32,8 @@ var tryRequire = require( '@stdlib/utils/try-require' );
// FIXTURES //

var smallP = require( './fixtures/julia/small_p.json' );
var tinyP = require( './fixtures/julia/tiny_p.json' );
var tinyPLargeX = require( './fixtures/julia/tiny_p_large_x.json' );
var largeP = require( './fixtures/julia/large_p.json' );


Expand Down Expand Up @@ -108,7 +110,7 @@ tape( 'the function evaluates the cdf for `x` given small parameter `p`', opts,
p = smallP.p;
for ( i = 0; i < x.length; i++ ) {
y = cdf( x[i], p[i] );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 20 ), true, 'returns expected value' );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' );
}
t.end();
});
Expand All @@ -129,3 +131,37 @@ tape( 'the function evaluates the cdf for `x` given large parameter `p`', opts,
}
t.end();
});

tape( 'the function evaluates the cdf for `x` given tiny parameter `p`', opts, function test( t ) {
var expected;
var x;
var p;
var y;
var i;

expected = tinyP.expected;
x = tinyP.x;
p = tinyP.p;
for ( i = 0; i < x.length; i++ ) {
y = cdf( x[i], p[i] );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' );
}
t.end();
});

tape( 'the function evaluates the cdf for `x` given tiny parameter `p` and `x` near `1/p`', opts, function test( t ) {
var expected;
var x;
var p;
var y;
var i;

expected = tinyPLargeX.expected;
x = tinyPLargeX.x;
p = tinyPLargeX.p;
for ( i = 0; i < x.length; i++ ) {
y = cdf( x[i], p[i] );
t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' );
}
t.end();
});
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