From 8d4291fb4c4dedec812d5e1b4d98da946c5bf556 Mon Sep 17 00:00:00 2001 From: Abhist17 Date: Fri, 2 Oct 2026 05:06:32 +0530 Subject: [PATCH 1/2] fix: use `log1mexp` in `stats/base/dists/exponential/logcdf` `log1p( -exp( -lambda*x ) )` cancels for small `lambda*x` and is `-Infinity` for `lambda*x < 2^-53`. --- .../dists/exponential/logcdf/lib/factory.js | 5 +- .../base/dists/exponential/logcdf/lib/main.js | 5 +- .../dists/exponential/logcdf/manifest.json | 9 +-- .../base/dists/exponential/logcdf/src/main.c | 5 +- .../logcdf/test/fixtures/julia/REQUIRE | 2 + .../logcdf/test/fixtures/julia/runner.jl | 65 +++++++++++++++++++ .../logcdf/test/fixtures/julia/small_x.json | 1 + .../exponential/logcdf/test/test.factory.js | 20 ++++++ .../exponential/logcdf/test/test.logcdf.js | 18 +++++ .../exponential/logcdf/test/test.native.js | 18 +++++ 10 files changed, 133 insertions(+), 15 deletions(-) create mode 100644 lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/REQUIRE create mode 100644 lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/runner.jl create mode 100644 lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/small_x.json diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/factory.js b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/factory.js index 0ec485a79b8e..f1c352c5534d 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/factory.js @@ -22,8 +22,7 @@ var constantFunction = require( '@stdlib/utils/constant-function' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); -var log1p = require( '@stdlib/math/base/special/log1p' ); -var exp = require( '@stdlib/math/base/special/exp' ); +var log1mexp = require( '@stdlib/math/base/special/log1mexp' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); @@ -69,7 +68,7 @@ function factory( lambda ) { if ( x < 0.0 ) { return NINF; } - return log1p( -exp( -lambda * x ) ); + return log1mexp( lambda * x ); } } diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/main.js b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/main.js index c9075ab886b2..e804eba4a4a5 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/main.js +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/main.js @@ -21,8 +21,7 @@ // MODULES // var isnan = require( '@stdlib/math/base/assert/is-nan' ); -var log1p = require( '@stdlib/math/base/special/log1p' ); -var exp = require( '@stdlib/math/base/special/exp' ); +var log1mexp = require( '@stdlib/math/base/special/log1mexp' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); @@ -72,7 +71,7 @@ function logcdf( x, lambda ) { if ( x < 0.0 ) { return NINF; } - return log1p( -exp( -lambda * x ) ); + return log1mexp( lambda * x ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/manifest.json b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/manifest.json index 53051deed87b..fbf4d4fc3e45 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/manifest.json +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/manifest.json @@ -40,10 +40,9 @@ "dependencies": [ "@stdlib/math/base/napi/binary", "@stdlib/math/base/assert/is-nan", - "@stdlib/math/base/special/exp", "@stdlib/constants/float64/pinf", "@stdlib/constants/float64/ninf", - "@stdlib/math/base/special/log1p" + "@stdlib/math/base/special/log1mexp" ] }, { @@ -60,10 +59,9 @@ "dependencies": [ "@stdlib/math/base/assert/is-nan", "@stdlib/constants/float64/eps", - "@stdlib/math/base/special/exp", "@stdlib/constants/float64/pinf", "@stdlib/constants/float64/ninf", - "@stdlib/math/base/special/log1p" + "@stdlib/math/base/special/log1mexp" ] }, { @@ -80,10 +78,9 @@ "dependencies": [ "@stdlib/math/base/assert/is-nan", "@stdlib/constants/float64/eps", - "@stdlib/math/base/special/exp", "@stdlib/constants/float64/pinf", "@stdlib/constants/float64/ninf", - "@stdlib/math/base/special/log1p" + "@stdlib/math/base/special/log1mexp" ] } ] diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/src/main.c index 5209df250526..4c3ddb95de2e 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/src/main.c @@ -18,8 +18,7 @@ #include "stdlib/stats/base/dists/exponential/logcdf.h" #include "stdlib/math/base/assert/is_nan.h" -#include "stdlib/math/base/special/log1p.h" -#include "stdlib/math/base/special/exp.h" +#include "stdlib/math/base/special/log1mexp.h" #include "stdlib/constants/float64/pinf.h" #include "stdlib/constants/float64/ninf.h" @@ -46,5 +45,5 @@ double stdlib_base_dists_exponential_logcdf( const double x, const double lambda if ( x < 0.0 ) { return STDLIB_CONSTANT_FLOAT64_NINF; } - return stdlib_base_log1p( -stdlib_base_exp( -lambda * x ) ); + return stdlib_base_log1mexp( lambda * x ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/REQUIRE b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/REQUIRE new file mode 100644 index 000000000000..308c3be89c85 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/REQUIRE @@ -0,0 +1,2 @@ +julia 1.5 +JSON 0.21 diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/runner.jl b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/runner.jl new file mode 100644 index 000000000000..953f98e23e03 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/runner.jl @@ -0,0 +1,65 @@ +#!/usr/bin/env julia +# +# @license Apache-2.0 +# +# Copyright (c) 2026 The Stdlib Authors. +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. + +import JSON + +""" + gen( x, lambda, name ) + +Generate fixture data and write to file. + +The logarithm of the CDF is evaluated in extended precision from the textbook formula `ln(1 - exp(-lambda*x))`, as forming `1 - exp(-lambda*x)` in double precision cancels for small `lambda*x` (to `0` for `lambda*x < 2^-53`). + +# Arguments + +* `x`: input value +* `lambda`: rate parameter +* `name::AbstractString`: output filename +""" +function gen( x, lambda, name ) + z = setprecision( BigFloat, 2048 ) do + Float64.( log.( 1 .- exp.( .-BigFloat.( lambda ) .* BigFloat.( x ) ) ) ) + end + + # Store data to be written to file as a collection: + data = Dict([ + ("x", x), + ("lambda", lambda), + ("expected", z) + ]); + + # Based on the script directory, create an output filepath: + filepath = joinpath( dir, name ); + + # Write the data to the output filepath as JSON: + outfile = open( filepath, "w" ); + write( outfile, JSON.json(data) ); + write( outfile, "\n" ); + close( outfile ); +end + +# Get the filename: +file = @__FILE__; + +# Extract the directory in which this file resides: +dir = dirname( file ); + +# Small `x`: +x = exp10.( range( -300.0, stop = -1.0, length = 1000 ) ); +lambda = ( rand( 1000 ) .* 10.0 ) .+ 0.1; +gen( x, lambda, "small_x.json" ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/small_x.json b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/small_x.json new file mode 100644 index 000000000000..caf1f4ebc468 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/small_x.json @@ -0,0 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.factory.js b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.factory.js index 23434fca3254..f06a7303babb 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.factory.js @@ -31,6 +31,7 @@ var factory = require( './../lib/factory.js' ); // FIXTURES // var data = require( './fixtures/r/data.json' ); +var smallX = require( './fixtures/julia/small_x.json' ); // TESTS // @@ -138,3 +139,22 @@ tape( 'the created function evaluates the logcdf for `x` given parameter `lambda } t.end(); }); + +tape( 'the created function evaluates the logcdf for small `x`', function test( t ) { + var expected; + var lambda; + var logcdf; + var i; + var x; + var y; + + expected = smallX.expected; + x = smallX.x; + lambda = smallX.lambda; + for ( i = 0; i < expected.length; i++ ) { + logcdf = factory( lambda[i] ); + y = logcdf( x[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); + } + t.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.logcdf.js b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.logcdf.js index e16abcf63a6a..95d87f5d8096 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.logcdf.js +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.logcdf.js @@ -31,6 +31,7 @@ var logcdf = require( './../lib' ); // FIXTURES // var data = require( './fixtures/r/data.json' ); +var smallX = require( './fixtures/julia/small_x.json' ); // TESTS // @@ -110,3 +111,20 @@ tape( 'the function evaluates the logcdf for `x` given parameter `lambda`', func } t.end(); }); + +tape( 'the function evaluates the logcdf for small `x`', function test( t ) { + var expected; + var lambda; + var i; + var x; + var y; + + expected = smallX.expected; + x = smallX.x; + lambda = smallX.lambda; + for ( i = 0; i < expected.length; i++ ) { + y = logcdf( x[i], lambda[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); + } + t.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.native.js index 9e2444bd9fb2..e61686a95414 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/test.native.js @@ -32,6 +32,7 @@ var NINF = require( '@stdlib/constants/float64/ninf' ); // FIXTURES // var data = require( './fixtures/r/data.json' ); +var smallX = require( './fixtures/julia/small_x.json' ); // VARIABLES // @@ -119,3 +120,20 @@ tape( 'the function evaluates the logcdf for `x` given parameter `lambda`', opts } t.end(); }); + +tape( 'the function evaluates the logcdf for small `x`', opts, function test( t ) { + var expected; + var lambda; + var i; + var x; + var y; + + expected = smallX.expected; + x = smallX.x; + lambda = smallX.lambda; + for ( i = 0; i < expected.length; i++ ) { + y = logcdf( x[i], lambda[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); + } + t.end(); +}); From 21b42d6ce57c8e2c4037a635a98ff6899a2896f8 Mon Sep 17 00:00:00 2001 From: Abhist17 Date: Tue, 6 Oct 2026 00:37:23 +0530 Subject: [PATCH 2/2] fix: avoid underflow of `lambda*x` in `stats/base/dists/exponential/logcdf` `lambda * x` underflows for small arguments, so `logcdf( 1e-200, 1e-200 )` returned -Infinity instead of about -921.034. Below the smallest normal, `ln(1 - exp(-t))` is `ln(t)` to within rounding, so evaluate it as `ln(x) + ln(lambda)` there, as `weibull/logcdf` does. The small-`x` fixture now draws `lambda` from [1e-40, 1e1] so it reaches that branch; the previous code fails 36 of its points. --- .../base/dists/exponential/logcdf/lib/factory.js | 9 ++++++++- .../stats/base/dists/exponential/logcdf/lib/main.js | 9 ++++++++- .../base/dists/exponential/logcdf/manifest.json | 12 +++++++++--- .../stats/base/dists/exponential/logcdf/src/main.c | 9 ++++++++- .../exponential/logcdf/test/fixtures/julia/runner.jl | 2 +- .../logcdf/test/fixtures/julia/small_x.json | 2 +- 6 files changed, 35 insertions(+), 8 deletions(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/factory.js b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/factory.js index f1c352c5534d..26cf4409bb2a 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/factory.js @@ -23,6 +23,8 @@ var constantFunction = require( '@stdlib/utils/constant-function' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var log1mexp = require( '@stdlib/math/base/special/log1mexp' ); +var ln = require( '@stdlib/math/base/special/ln' ); +var FLOAT64_SMALLEST_NORMAL = require( '@stdlib/constants/float64/smallest-normal' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); @@ -65,10 +67,15 @@ function factory( lambda ) { * // returns */ function logcdf( x ) { + var t; if ( x < 0.0 ) { return NINF; } - return log1mexp( lambda * x ); + t = lambda * x; + if ( t < FLOAT64_SMALLEST_NORMAL ) { + return ln( x ) + ln( lambda ); + } + return log1mexp( t ); } } diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/main.js b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/main.js index e804eba4a4a5..bed8edda1f6b 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/main.js +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/lib/main.js @@ -22,6 +22,8 @@ var isnan = require( '@stdlib/math/base/assert/is-nan' ); var log1mexp = require( '@stdlib/math/base/special/log1mexp' ); +var ln = require( '@stdlib/math/base/special/ln' ); +var FLOAT64_SMALLEST_NORMAL = require( '@stdlib/constants/float64/smallest-normal' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); @@ -61,6 +63,7 @@ var PINF = require( '@stdlib/constants/float64/pinf' ); * // returns NaN */ function logcdf( x, lambda ) { + var t; if ( isnan( lambda ) || lambda < 0.0 || @@ -71,7 +74,11 @@ function logcdf( x, lambda ) { if ( x < 0.0 ) { return NINF; } - return log1mexp( lambda * x ); + t = lambda * x; + if ( t < FLOAT64_SMALLEST_NORMAL ) { + return ln( x ) + ln( lambda ); + } + return log1mexp( t ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/manifest.json b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/manifest.json index fbf4d4fc3e45..84c2b5a8a5e5 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/manifest.json +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/manifest.json @@ -42,7 +42,9 @@ "@stdlib/math/base/assert/is-nan", "@stdlib/constants/float64/pinf", "@stdlib/constants/float64/ninf", - "@stdlib/math/base/special/log1mexp" + "@stdlib/math/base/special/log1mexp", + "@stdlib/math/base/special/ln", + "@stdlib/constants/float64/smallest-normal" ] }, { @@ -61,7 +63,9 @@ "@stdlib/constants/float64/eps", "@stdlib/constants/float64/pinf", "@stdlib/constants/float64/ninf", - "@stdlib/math/base/special/log1mexp" + "@stdlib/math/base/special/log1mexp", + "@stdlib/math/base/special/ln", + "@stdlib/constants/float64/smallest-normal" ] }, { @@ -80,7 +84,9 @@ "@stdlib/constants/float64/eps", "@stdlib/constants/float64/pinf", "@stdlib/constants/float64/ninf", - "@stdlib/math/base/special/log1mexp" + "@stdlib/math/base/special/log1mexp", + "@stdlib/math/base/special/ln", + "@stdlib/constants/float64/smallest-normal" ] } ] diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/src/main.c index 4c3ddb95de2e..6cb5fa33211e 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/src/main.c @@ -19,6 +19,8 @@ #include "stdlib/stats/base/dists/exponential/logcdf.h" #include "stdlib/math/base/assert/is_nan.h" #include "stdlib/math/base/special/log1mexp.h" +#include "stdlib/math/base/special/ln.h" +#include "stdlib/constants/float64/smallest_normal.h" #include "stdlib/constants/float64/pinf.h" #include "stdlib/constants/float64/ninf.h" @@ -34,6 +36,7 @@ * // returns ~-1.708 */ double stdlib_base_dists_exponential_logcdf( const double x, const double lambda ) { + double t; if ( stdlib_base_is_nan( x ) || stdlib_base_is_nan( lambda ) || @@ -45,5 +48,9 @@ double stdlib_base_dists_exponential_logcdf( const double x, const double lambda if ( x < 0.0 ) { return STDLIB_CONSTANT_FLOAT64_NINF; } - return stdlib_base_log1mexp( lambda * x ); + t = lambda * x; + if ( t < STDLIB_CONSTANT_FLOAT64_SMALLEST_NORMAL ) { + return stdlib_base_ln( x ) + stdlib_base_ln( lambda ); + } + return stdlib_base_log1mexp( t ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/runner.jl b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/runner.jl index 953f98e23e03..9ce7612a6f78 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/runner.jl +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/runner.jl @@ -61,5 +61,5 @@ dir = dirname( file ); # Small `x`: x = exp10.( range( -300.0, stop = -1.0, length = 1000 ) ); -lambda = ( rand( 1000 ) .* 10.0 ) .+ 0.1; +lambda = exp10.( ( rand( 1000 ) .* 41.0 ) .- 40.0 ); gen( x, lambda, "small_x.json" ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/small_x.json b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/small_x.json index caf1f4ebc468..80e8e41ee1ad 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/small_x.json +++ b/lib/node_modules/@stdlib/stats/base/dists/exponential/logcdf/test/fixtures/julia/small_x.json @@ -1 +1 @@ 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