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Error in evaluating Poisson CDF
From: |
Sebastiano Vigna |
Subject: |
Error in evaluating Poisson CDF |
Date: |
Sun, 7 Feb 2021 23:00:49 +0000 |
This program
#include <gsl/gsl_cdf.h>
#include <stdio.h>
int main() {
printf("%f\n", gsl_cdf_poisson_Q(7165697, 7168929.393553));
}
prints
gsl: gamma_inc.c:181: ERROR: error in large x asymptotic
Default GSL error handler invoked.
Aborted (core dumped)
on gsl 2.6 (Fedora Linux). scipy, for instance, has no problem in evaluating it:
>>> scipy.stats.poisson.sf(7165697, 7168929.393553);
0.8863015162515768
This kind of error is reported a bit randomly with certain large parameters
(I'm running a large number of collision tests for PRNGs, and the distribution
of collisions is approximated by a Poisson distribution, so I'm evaluating a
lot of those with different parameters). I can provide more examples if this is
useful in understanding the problem.
Ciao,
seba
- Error in evaluating Poisson CDF,
Sebastiano Vigna <=