If I am not mistaken, the function invcdf(X,1,1) reflects a chi-square
distribution with 1 degree of freedom and then attempts to compute a
value "z" such that
Prob( X <= z) = 1 (because the 3rd argument of the invcdf function is "1").
But then "z" is not a real, number, but infinity.
Alecos Papadopoulos PhD
Affiliate Researcher
Dpt of Economics, Athens University of Economics and Business
Foundation for Economic and Industrial Research (IOBE)
web:
alecospapadopoulos.wordpress.com/
ORCID:0000-0003-2441-4550
On 4/9/2023 11:53, Luca Pedini wrote:
Hi everybody,
also confirmed on Mac Os (intel) with the latest snap.
Best regards,
Luca
*Da: *Sven Schreiber <sven.schreiber(a)fu-berlin.de>
*Data: *lunedì, 4 settembre 2023 10:44
*A: *gretl-users(a)gretlml.univpm.it <gretl-users(a)gretlml.univpm.it>
*Oggetto: *[Gretl-users] Re: Problem with "invcdf()" and
"critical()"
Am 04.09.2023 um 10:33 schrieb f.valentini(a)pm.univpm.it:
> Dear all,
>
> I would like to report a possible bug in the functions invcdf() and
critical().
>
> gretl (2023b, Linux) slows down and crashes (after a while) when I
run the commands below.
> <hansl>
> scalar aa = invcdf(X,1,1)
> </hansl>
Confirmed on Windows with 2023b (couldn't test with the latest snapshot
right now) - actually I got a freeze and didn't wait for an eventual
crash.
This is potentially a bit of a nasty bug, I guess, since it's a standard
statistical calculation. I wonder when this crept in.
thanks
sven
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