diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/lib/factory.js b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/lib/factory.js index 68f26f9bc572..6ca4883f1e2f 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/lib/factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/lib/factory.js @@ -24,6 +24,7 @@ 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 log1p = require( '@stdlib/math/base/special/log1p' ); +var log1mexp = require( '@stdlib/math/base/special/log1mexp' ); var pow = require( '@stdlib/math/base/special/pow' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); @@ -73,7 +74,12 @@ function factory( p ) { return 0.0; } x = floor( x ); - return log1p( -pow( 1.0 - p, x + 1.0 ) ); + if ( p < 0.5 ) { + // Forming `1-p` would round away the low-order bits of `p`: + return log1mexp( ( x+1.0 ) * log1p( -p ) ); + } + // `1-p` is exact for `p >= 0.5`: + return log1p( -pow( 1.0-p, x+1.0 ) ); } } diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/lib/main.js b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/lib/main.js index 3fc0b62b091a..ea0f064e20be 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/lib/main.js +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/lib/main.js @@ -23,6 +23,7 @@ var isnan = require( '@stdlib/math/base/assert/is-nan' ); var floor = require( '@stdlib/math/base/special/floor' ); var log1p = require( '@stdlib/math/base/special/log1p' ); +var log1mexp = require( '@stdlib/math/base/special/log1mexp' ); var pow = require( '@stdlib/math/base/special/pow' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); @@ -78,7 +79,12 @@ function logcdf( x, p ) { return 0.0; } x = floor( x ); - return log1p( -pow( 1.0 - p, x + 1.0 ) ); + if ( p < 0.5 ) { + // Forming `1-p` would round away the low-order bits of `p`: + return log1mexp( ( x+1.0 ) * log1p( -p ) ); + } + // `1-p` is exact for `p >= 0.5`: + return log1p( -pow( 1.0-p, x+1.0 ) ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/manifest.json b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/manifest.json index 2ed5458403a2..d0ae6f77238a 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/manifest.json +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/manifest.json @@ -44,6 +44,7 @@ "@stdlib/constants/float64/ninf", "@stdlib/math/base/special/log1p", "@stdlib/math/base/special/floor", + "@stdlib/math/base/special/log1mexp", "@stdlib/math/base/special/pow" ] }, @@ -64,6 +65,7 @@ "@stdlib/constants/float64/ninf", "@stdlib/math/base/special/log1p", "@stdlib/math/base/special/floor", + "@stdlib/math/base/special/log1mexp", "@stdlib/math/base/special/pow", "@stdlib/constants/float64/eps" ] @@ -85,6 +87,7 @@ "@stdlib/constants/float64/ninf", "@stdlib/math/base/special/log1p", "@stdlib/math/base/special/floor", + "@stdlib/math/base/special/log1mexp", "@stdlib/math/base/special/pow" ] } diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/src/main.c index 33cc964cfcf2..96c931e83a1c 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/src/main.c @@ -22,6 +22,7 @@ #include "stdlib/constants/float64/ninf.h" #include "stdlib/math/base/special/log1p.h" #include "stdlib/math/base/special/floor.h" +#include "stdlib/math/base/special/log1mexp.h" #include "stdlib/math/base/special/pow.h" /** @@ -50,5 +51,10 @@ double stdlib_base_dists_geometric_logcdf( const double x, const double p ) { if ( x == STDLIB_CONSTANT_FLOAT64_PINF ) { return 0.0; } + if ( p < 0.5 ) { + // Forming `1-p` would round away the low-order bits of `p`: + return stdlib_base_log1mexp( ( stdlib_base_floor( x ) + 1.0 ) * stdlib_base_log1p( -p ) ); + } + // `1-p` is exact for `p >= 0.5`: return stdlib_base_log1p( -stdlib_base_pow( 1.0 - p, stdlib_base_floor( x ) + 1.0 ) ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/REQUIRE b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/REQUIRE index 98be20b58ed3..308c3be89c85 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/REQUIRE +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/REQUIRE @@ -1,3 +1,2 @@ -Distributions 0.23.8 julia 1.5 JSON 0.21 diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/large_p.json b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/large_p.json index 3d4007afa16c..e41d4a39898e 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/large_p.json +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/large_p.json @@ -1 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/runner.jl b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/runner.jl index 3104ffcba6ad..f96a106b9fb1 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/runner.jl +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/runner.jl @@ -16,7 +16,6 @@ # See the License for the specific language governing permissions and # limitations under the License. -import Distributions: logcdf, Geometric import JSON """ @@ -24,6 +23,8 @@ import JSON Generate fixture data and write to file. +The logarithm of the CDF is evaluated in extended precision from the textbook formula `ln(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 @@ -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 ] = logcdf( Geometric( p[i] ), x[i] ); + z = setprecision( BigFloat, 2048 ) do + Float64.( log.( 1 .- ( 1 .- BigFloat.( p ) ) .^ ( floor.( x ) .+ 1 ) ) ) end # Store data to be written to file as a collection: @@ -76,3 +76,8 @@ 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; +p = exp10.( range( -300.0, stop = -1.0, length = 1000 ) ); +gen( x, p, "tiny_p.json" ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/small_p.json b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/small_p.json index e96bcf3add22..d4f54f93093e 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/small_p.json +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/small_p.json @@ -1 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/tiny_p.json b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/tiny_p.json new file mode 100644 index 000000000000..69563f81bec3 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/tiny_p.json @@ -0,0 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.factory.js b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.factory.js index 866008c5627d..eedc71c2cefb 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.factory.js @@ -31,6 +31,7 @@ var factory = require( './../lib/factory.js' ); // FIXTURES // var smallP = require( './fixtures/julia/small_p.json' ); +var tinyP = require( './fixtures/julia/tiny_p.json' ); var largeP = require( './fixtures/julia/large_p.json' ); @@ -132,7 +133,7 @@ tape( 'the created function evaluates the logcdf for `x` given small parameter ` for ( i = 0; i < x.length; i++ ) { logcdf = factory( p[i] ); y = logcdf( x[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 15 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 9 ), true, 'returns expected value' ); } t.end(); }); @@ -151,7 +152,26 @@ tape( 'the created function evaluates the logcdf for `x` given large parameter ` for ( i = 0; i < x.length; i++ ) { logcdf = factory( p[i] ); y = logcdf( x[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 42 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the created function evaluates the logcdf for `x` given tiny parameter `p`', function test( t ) { + var expected; + var logcdf; + var x; + var p; + var y; + var i; + + expected = tinyP.expected; + x = tinyP.x; + p = tinyP.p; + for ( i = 0; i < x.length; i++ ) { + logcdf = factory( p[i] ); + y = logcdf( x[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 3 ), true, 'returns expected value' ); } t.end(); }); diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.logcdf.js b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.logcdf.js index a1eb8303fa33..be7a2138f746 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.logcdf.js +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.logcdf.js @@ -31,6 +31,7 @@ var logcdf = require( './../lib' ); // FIXTURES // var smallP = require( './fixtures/julia/small_p.json' ); +var tinyP = require( './fixtures/julia/tiny_p.json' ); var largeP = require( './fixtures/julia/large_p.json' ); @@ -99,7 +100,7 @@ tape( 'the function evaluates the logcdf for `x` given small parameter `p`', fun p = smallP.p; for ( i = 0; i < x.length; i++ ) { y = logcdf( x[i], p[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 15 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 9 ), true, 'returns expected value' ); } t.end(); }); @@ -116,7 +117,24 @@ tape( 'the function evaluates the logcdf for `x` given large parameter `p`', fun p = largeP.p; for ( i = 0; i < x.length; i++ ) { y = logcdf( x[i], p[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 42 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the function evaluates the logcdf 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 = logcdf( x[i], p[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 3 ), true, 'returns expected value' ); } t.end(); }); diff --git a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.native.js index d02da5ac3f1b..a4f210e709d1 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.native.js @@ -32,6 +32,7 @@ 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 largeP = require( './fixtures/julia/large_p.json' ); @@ -108,7 +109,7 @@ tape( 'the function evaluates the logcdf for `x` given small parameter `p`', opt p = smallP.p; for ( i = 0; i < x.length; i++ ) { y = logcdf( x[i], p[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 15 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 9 ), true, 'returns expected value' ); } t.end(); }); @@ -125,7 +126,24 @@ tape( 'the function evaluates the logcdf for `x` given large parameter `p`', opt p = largeP.p; for ( i = 0; i < x.length; i++ ) { y = logcdf( x[i], p[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 42 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the function evaluates the logcdf 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 = logcdf( x[i], p[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 3 ), true, 'returns expected value' ); } t.end(); });