Re: [Gretl-users] mysterious error discrepancy between two systems
On Thu, 15 Oct 2015, Allin Cottrell wrote:
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
I'm in awe.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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