Boost C++ Libraries: Ticket #2651: Documentation errors, potential application problems

component changed; owner set

Steven Watanabe — Wed, 14 Jan 2009 03:06:16 GMT

owner set to John Maddock
component None → math

status changed; cc set

John Maddock — Wed, 14 Jan 2009 10:29:16 GMT

cc pbristow@… added
status new → assigned

I'm CC'ing Paul Bristow on this one as I believe he wrote this one.

The quantile in the docs looks like a simple type (alpha and beta wrong way around).

Re: errors for p near 1, I'm not sure I understand this remark - Paul can you clarify what the issue is if any?

John.

John Maddock — Fri, 23 Jan 2009 11:46:50 GMT

Just to clarify this is an issue with getting the docs wording correct, not with the implementation.

Asuming the p values passed to the quantile function are exact binary values then there is no issue with accuracy, but...
As with all distributions if you pass a p value close to 1, and that value is inexact, then what we're really need in order to calculate the quantile is 1-p which will be mostly garbage digits for p ~ 1.

To put this another way:

quantile(my_pareto, 0.99)

is potentially less accurate than

quantile(complement(my_pareto, 0.01))

since 1 - 0.99 != 0.01 when using fp-arithmetic.

This assumes that the 0.01 value (for example) is either a constant, or computed by some manner other than subtracting 0.99 from 1.

Not sure at present, whether we should reword this, or just remove the accuracy caveat from the docs, given that this is an issue with all distributions, and all implementations thereof not just ours.

HTH, John.

status changed; resolution set

Paul A. Bristow — Wed, 28 Jan 2009 16:57:14 GMT

status assigned → closed
resolution → fixed

Pareto errors corrected and major revisions to make need for complements more obvious, in TOC, and indexed.