Re: [Gretl-users] mysterious error discrepancy between two systems
On Thu, 15 Oct 2015, Sven Schreiber wrote:
It seems (not proven yet, just tentatively) the small number is
coming
from the cdf() function. And playing around with the cdf() function (on
gretl for Windows) gives:
gretl-Version 1.10.91cvs
Aktuelle Sitzung: 2015-10-15 12:52
? ii = -37.64
? cc = cdf(N, ii)
? printf "%e %e\n", cc, cc^2
2.384211e-310 0.000000e+000
Well done, cephes! (cephes being the library code we use for the
normal CDF among other things).
For a lark I computed the normal CDF at -37.64 using the multiple
precision library libmpfr, with 32 kilobits per float:
2.384211329843093e-310
Allin