Numerical precision problem
On Fri, 21 Dec 2007, C.Rosa at lse.ac.uk wrote:
Dear All, I have a numerical problem: R, as other statistical software, can tell the difference between very small numbers and 0, while apparently cannot distinguish a number close to 1 and 1. In the example below, is it possible to instruct R to recognize that q is different from 1?
No, since q is not different from 1.
q==1
[1] TRUE
The main problem I have is that I need to evaluate the inverse of the normal Cumulative Distribution Function near 1 (but not exactly 1) and the PC cannot recognize it.
Use the lower.tail= argument to qnorm (or just use the fact that the standard Normal is symmetric)
p=.00000000000000000000000000000001 p
[1] 1e-32
qnorm(p,lower.tail=FALSE)
[1] 11.85613
-qnorm(p)
[1] 11.85613
-thomas