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fix: avoid cancellation for small p in stats/base/dists/geometric/logcdf #15766

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fix: avoid cancellation for small p in stats/base/dists/geometric/logcdf #15766

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8 changes: 7 additions & 1 deletion lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/lib/factory.js
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Original file line number Diff line number Diff line change
Expand Up @@ -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' );
Expand Down Expand Up @@ -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 ) );
}
}

Expand Down
8 changes: 7 additions & 1 deletion lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/lib/main.js
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Expand Up @@ -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' );
Expand Down Expand Up @@ -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 ) );
}


Expand Down
3 changes: 3 additions & 0 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/manifest.json
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Expand Up @@ -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"
]
},
Expand All @@ -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"
]
Expand All @@ -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"
]
}
Expand Down
6 changes: 6 additions & 0 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/src/main.c
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Expand Up @@ -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"

/**
Expand Down Expand Up @@ -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 ) );
}
1 change: 0 additions & 1 deletion lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/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/logcdf/test/fixtures/julia/large_p.json
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13 changes: 9 additions & 4 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/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: logcdf, Geometric
import JSON

"""
gen( x, p, name )

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
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 ] = 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:
Expand Down Expand Up @@ -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 ) );

@0PrashantYadav0 0PrashantYadav0 Oct 8, 2026

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Suggested change
p = exp10.( range( -300.0, stop = -1.0, length = 1000 ) );
p = exp10.( range( -323.0, stop = -1.0, length = 1000 ) );

Non-blocking: this also covers subnormal p, and the tests still pass. Unlike #15797 (comment), no extra branch is needed here, since x+1 >= 1 keeps (x+1)*log1p(-p) exact.

gen( x, p, "tiny_p.json" );
2 changes: 1 addition & 1 deletion lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/small_p.json
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1 change: 1 addition & 0 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/fixtures/julia/tiny_p.json
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24 changes: 22 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.factory.js
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Expand Up @@ -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' );


Expand Down Expand Up @@ -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();
});
Expand All @@ -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();
});
22 changes: 20 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.logcdf.js
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Expand Up @@ -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' );


Expand Down Expand Up @@ -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();
});
Expand All @@ -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();
});
22 changes: 20 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/geometric/logcdf/test/test.native.js
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Expand Up @@ -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' );


Expand Down Expand Up @@ -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();
});
Expand All @@ -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();
});
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