[R] Precision in estimating log
Ingmar Visser
I.Visser at uva.nl
Fri May 19 15:05:51 CEST 2006
Googling for:
What Every Computer Scientist should know about floating point arithmetic
Gets you to a very enlightening pdf about these issues.
Hth, ingmar
> From: "Gichangi, Anthony" <anthony at stat.sdu.dk>
> Date: Fri, 19 May 2006 14:25:51 +0200
> To: R-help <r-help at stat.math.ethz.ch>
> Subject: [R] Precision in estimating log
>
> Hi R-users,
>
> I have the following code:
>
> f <-function(x,p)sqrt(-(x^2)-2*log(1-p))
>
> r1 <-sqrt(-2*log(1-0.95))
>
> r2 <-sqrt(-2*log(0.05))
>
> on executing i get the following results
>
>> f(r1,0.95)
> [1] 0
>>
>> f(r2,0.95)
> [1] NaN
> Warning message:
> NaNs produced in: sqrt(-(x^2) - 2 * log(1 - p))
>
> I tried to track the problem and found that the answer to
> log(0.05) is different from the answer to log(1-0.95) which
> is ofcourse not true and hence it causes problems in the code
>
> print(log(0.05),digit=22)
>
> [1] -2.9957322735539909
>> print(log(1-0.95),digit=22)
>
> [1] -2.99573227355399
>
>
> Any possible explanation ?
>
> Regards
> Anthony
>
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