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p-qbeta-strict-tst.R
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options(warn = 2)# warnings are errors here
a <- 25; b <- 6
x <- 2^-(300:200)
if(interactive() && require(Rmpfr)) {
pbi <- pbetaI(x, a,b, log.p=TRUE, precBits = 2048)
## plus experiments, to see that 2048 bits are way enough ...
dput(format(roundMpfr(pbi, 64))) ##
} ## plus manual editing, removing all ' " ' :
lpb <- c(
-5186.73671481652222237, -5169.40803530252358966, -5152.07935578852495651,
-5134.75067627452632379, -5117.42199676052769108, -5100.09331724652905837,
-5082.76463773253042566, -5065.43595821853179295, -5048.10727870453316024,
-5030.77859919053452753, -5013.44991967653589482, -4996.12124016253726211,
-4978.79256064853862940, -4961.46388113453999669, -4944.13520162054136398,
-4926.80652210654273127, -4909.47784259254409855, -4892.14916307854546584,
-4874.82048356454683313, -4857.49180405054820042, -4840.16312453654956727,
-4822.83444502255093456, -4805.50576550855230185, -4788.17708599455366913,
-4770.84840648055503642, -4753.51972696655640371, -4736.19104745255777100,
-4718.86236793855913829, -4701.53368842456050558, -4684.20500891056187287,
-4666.87632939656324016, -4649.54764988256460745, -4632.21897036856597474,
-4614.89029085456734203, -4597.56161134056870932, -4580.23293182657007661,
-4562.90425231257144389, -4545.57557279857281118, -4528.24689328457417803,
-4510.91821377057554532, -4493.58953425657691261, -4476.26085474257827990,
-4458.93217522857964719, -4441.60349571458101448, -4424.27481620058238176,
-4406.94613668658374905, -4389.61745717258511634, -4372.28877765858648363,
-4354.96009814458785092, -4337.63141863058921821, -4320.30273911659058550,
-4302.97405960259195279, -4285.64538008859332008, -4268.31670057459468737,
-4250.98802106059605466, -4233.65934154659742195, -4216.33066203259878879,
-4199.00198251860015608, -4181.67330300460152337, -4164.34462349060289066,
-4147.01594397660425795, -4129.68726446260562524, -4112.35858494860699253,
-4095.02990543460835982, -4077.70122592060972710, -4060.37254640661109439,
-4043.04386689261246168, -4025.71518737861382897, -4008.38650786461519626,
-3991.05782835061656333, -3973.72914883661793062, -3956.40046932261929791,
-3939.07178980862066520, -3921.74311029462203249, -3904.41443078062339977,
-3887.08575126662476706, -3869.75707175262613435, -3852.42839223862750164,
-3835.09971272462886871, -3817.77103321063023600, -3800.44235369663160329,
-3783.11367418263297058, -3765.78499466863433787, -3748.45631515463570516,
-3731.12763564063707245, -3713.79895612663843973, -3696.47027661263980702,
-3679.14159709864117409, -3661.81291758464254138, -3644.48423807064390867,
-3627.15555855664527596, -3609.82687904264664325, -3592.49819952864801054,
-3575.16952001464937783, -3557.84084050065074512, -3540.51216098665211240,
-3523.18348147265347947, -3505.85480195865484676, -3488.52612244465621405,
-3471.19744293065758134, -3453.86876341665894863)
stopifnot( all.equal(lpb, pbeta(x,a,b,log.=TRUE), tol=2e-16) )# pbeta() check
qpb <- qbeta(lpb, a,b, log.p=TRUE)
stopifnot(qpb > 0)# ok in R-devel, not in R 3.1.x (patched)
## ideally x == qbeta(pbeta(x, *), *) :
all.equal(x, qpb, tol=0)# now: 4.986e-15 (was 5.238e-15)
relE <- 1 - qpb/x
mean(abs(relE)) # 1.145508e-14 (was 1.3182e-14)
stopifnot(mean(abs(relE)) < 4e-14,
max (abs(relE)) < 1e-13)
## a less extreme set -- but which uses *many* Newton iterations in qbeta()
a <- 25; b <- 6
x1 <- 2^-((20:120)/8)
if(interactive() && require(Rmpfr)) {
pbi <- pbetaI(x, a,b, log.p=TRUE, precBits = 2048)
## plus experiments, to see that 2048 bits are way enough ...
dput(format(roundMpfr(pbi, 64))) ##
} ## plus manual editing, removing all ' " ' :
lp1 <- c(
-32.3854423368776834953, -34.4673775119354555037, -36.5575116684945878344,
-38.6549408996236989744, -40.7588797271766572448, -42.8686422494639326058,
-44.9836268805878782655, -47.1033038887113481505, -49.2272051373989160267,
-51.3549155771523890938, -53.4860661393789178081, -55.6203277631858045461,
-57.7574063441183625303, -59.8970384385116822318, -62.0389875912418167943,
-64.1830411810069771730, -66.3290076977781794185, -68.4767143831449023872,
-70.6260051769883206996, -72.7767389240201063513, -74.9287878018119846216,
-77.0820359384527194757, -79.2363781932417950496, -81.3917190781217361681,
-83.5479718010642398301, -85.7050574155147660699, -87.8629040623880331051,
-90.0214462930893329073, -92.1806244636893542185, -94.3403841917643962364,
-96.5006758685776125997, -98.6614542202591991785, -100.822677912475871277,
-102.984309193787888156, -105.146313573496065365, -107.308659530298884925,
-109.471318248524419364, -111.634263379085354198, -113.797470822637087941,
-115.960918532706589869, -118.124586336810151355, -120.288455773796669625,
-122.452509945844263323, -124.616733383705931573, -126.781111923947395655,
-128.945632597050500942, -131.110283525370608940, -133.275053830038264766,
-135.439933545985967511, -137.604913544361364852, -139.769985461659902712,
-141.935141634974191005, -144.100375042814531426, -146.265679251006534833,
-148.431048363217896496, -150.596476975707801879, -152.761960135929819787,
-154.927493304652777115, -157.093072321294422056, -159.258693372190260479,
-161.424352961544612370, -163.590047884833502595, -165.755775204449382204,
-167.921532227396093043, -170.087316484859319879, -172.253125713493005638,
-174.418957838276008993, -176.584810956806029708, -178.750683324909148353,
-180.916573343453874659, -183.082479546268141732, -185.248400589066309921,
-187.414335239301226746, -189.580282366863611607, -191.746240935557583460,
-193.912209995287317457, -196.078188674895169383, -198.244176175596733075,
-200.410171764962911981, -202.576174771403232380, -204.742184579108529904,
-206.908200623414650632, -209.074222386551973982, -211.240249393748649162,
-213.406281209657976525, -215.572317435082926512, -217.738357703973061677,
-219.904401680671135980, -222.070449057388595873, -224.236499551890932400,
-226.402552905375368947, -228.568608880524961821, -230.734667259724367416,
-232.900727843423843350, -235.066790448639183389, -237.232854907576249937,
-239.398921066369763294, -241.564988783926857030, -243.731057930866643141,
-245.897128388547890981, -248.063200048177428608)
stopifnot( all.equal(lp1, pbeta(x1,a,b,log.=TRUE), tol=2e-16) )# pbeta() check
qp1 <- qbeta(lp1, a,b, log.p=TRUE)
stopifnot(qp1 > 0)
## ideally x == qbeta(pbeta(x, *), *) :
all.equal(x1, qp1, tol=0)# now: 2.99e-16 , but
relE <- 1 - qp1/x1
mean(abs(relE)) # 5.463177e-16 was 6.089738e-16
stopifnot(mean(abs(relE)) < 3e-15,
max (abs(relE)) < 1e-14)
## log.p=FALSE: --- here (with DEBUG), see number of Newton steps
p1 <- exp(lp1)
qp1. <- qbeta(p1, a,b)
## --> many cases that need "too many" Newton steps (on x0 scale: rather use log(x)-scale!)
relE. <- 1 - qp1./x1
mean(abs(relE.)) # 4.078146e-16
max(abs(relE.)) # 1.332268e-15
all.equal(qp1, qp1., tol=0) # 3.083e-16
stopifnot(all.equal(qp1, qp1., tol=8*.Machine$double.eps),
mean(abs(relE.)) < 2e-15,
max (abs(relE.)) < 7e-15 )
a <- 43779; b <- 0.06728; x <- -exp(901/256)
qx <- qbeta(x , a,b, log=TRUE) ## 157 iterations... maybe should *NOT* use log_x- i.e. u-scale!
## MM: no: the problem is rather that it does not swap where it should!
(pq <- pbeta(qx, a,b, log=TRUE))
1 - pq/x # rel.err ~ 8.88e-16 "perfect"
stopifnot(abs(1 - pq/x) < 1e-15)
## but it uses probably the wrong swap_tail decision...
curve(pbeta(exp(x), a,b, log=TRUE), -1e-3, -1e-7, n=1025)
# as is this one -- the mirror image:
(x. <- log1p(-exp(x))) # -2.160156e-15
(q2 <- qbeta(x., b,a, log=TRUE)) ## => swap_tail=TRUE, and the same 157 outer iter.
p2 <- pbeta(q2, b,a, log=TRUE)
1 - p2/x. #- 2.64233 e-14
curve(pbeta(x, b,a, log=TRUE), 1e-30, 1e-3, n=1025, log="x")
curve(pbeta(x, b,a, log=TRUE), 1e-7, 1e-1, n=1025, log="x")
curve(pbeta(x, b,a, log=TRUE), .0001, .5, n=1025, log="x")
curve(pbeta(x, b,a, log=TRUE), .001, .5, n=1025, log="x")
# Flip vertically and use log scale ==> "close" to x. ~= -2.160156e-15
curve(-pbeta(x, b,a, log=TRUE), .00001, .002, n=1025, log="xy")
### more extreme (a,b) [still computable with Rmpfr pbetaI():]
a <- 800; b <- 2
x <- 2^-c(10*(100:4), 37, 2*(17:14), 27:2, (8:1)/8)
curve(pbeta(x,a,b, log=TRUE), n=1025, log="x", 1e-200, .1);mtext(R.version.string)
if(interactive() && require(Rmpfr)) {
pbi <- pbetaI(x, a,b, log.p=TRUE, precBits = 2048)
## plus experiments, to see that 2048 bits are way enough ...
dput(format(roundMpfr(pbi, 64))) ##
stopifnot( all.equal(pbi, pbeta(x,a,b,log.=TRUE), tol=2e-16) )
} ## plus manual editing, removing all ' " ' :
lp2 <- c(-554511.058587009179178, -548965.881142529616682, -543420.703698050054243,
-537875.526253570491747, -532330.348809090929251, -526785.171364611366812,
-521239.993920131804316, -515694.816475652241849, -510149.639031172679381,
-504604.461586693116885, -499059.284142213554418, -493514.106697733991950,
-487968.929253254429483, -482423.751808774866987, -476878.574364295304520,
-471333.396919815742052, -465788.219475336179556, -460243.042030856617089,
-454697.864586377054621, -449152.687141897492154, -443607.509697417929658,
-438062.332252938367191, -432517.154808458804723, -426971.977363979242256,
-421426.799919499679760, -415881.622475020117292, -410336.445030540554825,
-404791.267586060992329, -399246.090141581429862, -393700.912697101867394,
-388155.735252622304927, -382610.557808142742431, -377065.380363663179963,
-371520.202919183617496, -365975.025474704055000, -360429.848030224492533,
-354884.670585744930065, -349339.493141265367598, -343794.315696785805102,
-338249.138252306242634, -332703.960807826680167, -327158.783363347117700,
-321613.605918867555204, -316068.428474387992736, -310523.251029908430269,
-304978.073585428867773, -299432.896140949305305, -293887.718696469742838,
-288342.541251990180371, -282797.363807510617875, -277252.186363031055407,
-271707.008918551492940, -266161.831474071930444, -260616.654029592367976,
-255071.476585112805509, -249526.299140633243027, -243981.121696153680560,
-238435.944251674118078, -232890.766807194555611, -227345.589362714993129,
-221800.411918235430647, -216255.234473755868180, -210710.057029276305698,
-205164.879584796743231, -199619.702140317180749, -194074.524695837618282,
-188529.347251358055800, -182984.169806878493333, -177438.992362398930851,
-171893.814917919368369, -166348.637473439805902, -160803.460028960243420,
-155258.282584480680953, -149713.105140001118471, -144167.927695521556004,
-138622.750251041993522, -133077.572806562431055, -127532.395362082868573,
-121987.217917603306098, -116442.040473123743624, -110896.863028644181149,
-105351.685584164618675, -99806.5081396850562001, -94261.3306952054937184,
-88716.1532507259312439, -83170.9758062463687693, -77625.7983617668062948,
-72080.6209172872438202, -66535.4434728076813457, -60990.2660283281188711,
-55445.0885838485563930, -49899.9111393689939185, -44354.7336948894314439,
-38809.5562504098689693, -33264.3788059303064912, -27719.2013614507440185,
-22174.0239169711824498, -20510.4706836273200672, -18846.9174502835021912,
-17737.8819613877641022, -16628.8464724925492266, -15519.8109835994272112,
-14965.2932391551916034, -14410.7754947146766344, -13856.2577502816029460,
-13301.7400058634118150, -12747.2222614749858050, -12192.7045171460900432,
-11638.1867729362548083, -11083.6690289645407566, -10529.1512854690695820,
-9974.63354292608620089, -9420.11580228808657456, -8865.59806546008711603,
-8311.08033625221863883, -7756.56262228513473200, -7202.04493880171055809,
-6647.52731629396961299, -6093.00981577106128650, -5538.49255935177176768,
-4983.97579167624661567, -4429.46000364007375882, -3874.94618353590282056,
-3320.43633428133439223, -2765.93456971959801893, -2211.44957214006085544,
-1657.00072545683415248, -1102.63689396137728749, -548.523783020649678355,
-479.303685612597087790, -410.103507771019607286, -340.930746845646155091,
-271.797948987745926763, -202.728589967468744076, -133.775198381652975971,
-65.1041210297877634069)
stopifnot( all.equal(lp2, pbeta(x,a,b,log.=TRUE), tol=2e-16) )# pbeta() check
qp2 <- qbeta(lp2, a,b, log.p=TRUE)# 7 precision warnings in R <= 3.1.0
pq2 <- pbeta(qp2, a,b, log.p=TRUE)
stopifnot(qp2 > 0, is.finite(pq2))
## ideally x == qbeta(pbeta(x, *), *) :
all.equal( x, qp2, tol=0)# 2.075e-16 was 1.956845e-08, but .. *misleading* a bit
all.equal(log(x), log(qp2), tol=0)# 1.676e-16 was 1.0755 !!
plot(qp2 ~ lp2, log='y', type='b', sub=R.version.string); V <- -5e4; abline(v = V, lty=3)
plot(qp2 ~ lp2, log='y', type='b', sub=R.version.string, subset = lp2 > V)
## ideally lp2 == pbeta(qbeta(lp2, *), *) :
all.equal(lp2, pq2, tol=0)# 1.26e-16; was 1.07...
plot(lp2, pq2, type='b', sub=R.version.string)
plot(pq2 ~ lp2, type='b', sub=R.version.string, subset = log2(x) >= -80)
axis(3, at=lp2, labels=log2(x), col="blue3")
relE <- 1 - qp2/x
rel2 <- 1 - pq2/lp2
mean(abs(relE)) # 1.53e-14 was 0.9913043 (R 3.1.0), then 0.8521738
mean(abs(rel2)) # ~ 3e-17 (!); was 0.9913043 (R 3.1.0), then 0.8521738
stopifnot(mean(abs(relE)) < 7e-14,
max (abs(relE)) < 6e-13,
mean(abs(rel2)) < 4e-16,
max (abs(rel2)) < 8e-16)
### even more extreme (a,b) [still computable with Rmpfr pbetaI():]
a <- 2^12; b <- 2
x <- 2^-c(10*(100:2), 17, 2*(7:4), 7:1, .5, .25)
curve(pbeta(x,a,b, log=TRUE), n=1025, log="x", 1e-300, .1);mtext(R.version.string)
if(interactive() && require(Rmpfr)) {
pbi <- pbetaI(x, a,b, log.p=TRUE, precBits = 2048)
## plus experiments, to see that 2048 bits are way enough ...
dput(format(roundMpfr(pbi, 64))) ##
stopifnot( all.equal(pbi, pbeta(x,a,b,log.=TRUE), tol=2e-16) )
} ## plus manual editing, removing all ' " ' :
lp3 <- c(-2839122.53356325844061, -2810731.22504752308055, -2782339.91653178772071,
-2753948.60801605236088, -2725557.29950031700105, -2697165.99098458164121,
-2668774.68246884628115, -2640383.37395311092132, -2611992.06543737556149,
-2583600.75692164020165, -2555209.44840590484182, -2526818.13989016948199,
-2498426.83137443412193, -2470035.52285869876209, -2441644.21434296340226,
-2413252.90582722804243, -2384861.59731149268259, -2356470.28879575732276,
-2328078.98028002196270, -2299687.67176428660287, -2271296.36324855124303,
-2242905.05473281588320, -2214513.74621708052337, -2186122.43770134516330,
-2157731.12918560980347, -2129339.82066987444364, -2100948.51215413908380,
-2072557.20363840372386, -2044165.89512266836402, -2015774.58660693300419,
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stopifnot( all.equal(lp3, pbeta(x,a,b,log.=TRUE), tol=2e-16) )# pbeta() check
qp3 <- qbeta(lp3, a,b, log.p=TRUE)
pq3 <- pbeta(qp3, a,b, log.p=TRUE)
stopifnot(qp3 > 0, is.finite(pq3))
## ideally x == qbeta(pbeta(x, *), *) :
all.equal( x, qp3, tol=0)# 1.599e-16
all.equal(log(x), log(qp3), tol=0)# 1.405e-16
## ideally lp3 == pbeta(qbeta(lp3, *), *) :
all.equal(lp3, pq3, tol=0)# 1.07... then TRUE!
plot(pq3 ~ lp3, type='b', sub=R.version.string, subset = log2(x) >= -50)
axis(3, at=lp3, labels=log2(x), col="blue2", col.axis="blue2")
relE <- 1 - qp3/x
rel2 <- 1 - pq3/lp3
mean(abs(relE))# 1.518e-14 \\ 3.584e-14 for --disable-long-double
mean(abs(rel2))# 0 !!
stopifnot(mean(abs(rel2)) < 3e-15,
mean(abs(relE)) < 8e-14,
max (abs(relE)) < 4e-13)# 5.251e-14 \\ 2.140e-13 w/o long-double
### pbeta() warnings /// close to underflow situation ----
options(warn = 1)# warnings allowed, happen immediately
## b = 1 ==> pbeta(x,a,1) = x^a (mathematically, not quite numerically)
x <- 1e-311*2^(-2:5)
a <- 9.9999e-16
##==> all work via apser():
all.equal(x^a, pbeta(x, a, 1), tol=0) # 1.11e-16 -- perfect
all.equal(a*log(x), pbeta(x, a, 1, log=TRUE), tol=0)# 3.5765e-14 -- less perfect
## only very slightly larger a:
a <- 1e-15
all.equal(x^a, pbeta(x, a, 1), tol=0)# warnings ! # 7.12208e-13
## this gives *TWO* warnings per pbeta() !! --- no longer [pbeta / toms708.c fixed]
all.equal(a*log(x), pbeta(x, a, 1, log=TRUE), tol=0)# 0.853 ... catastrophic!