Timeline for How to set the Precision for a function?
Current License: CC BY-SA 3.0
6 events
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Aug 20, 2017 at 18:17 | vote | accept | Edmund | ||
Jul 12, 2017 at 1:48 | history | edited | Michael E2 | CC BY-SA 3.0 |
added 1680 characters in body
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Jul 12, 2017 at 1:06 | comment | added | Michael E2 |
@Edmund That's because you don't set the precision of gpdDIst and you get the same issue mentioned in chat -- it uses machine precision when you give m.p. input, and therefore so does dist and RandomVariate . The overflow/negative random variates has to do with rounding error, I suppose. I get no such problems with high precision inputs.
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Jul 11, 2017 at 19:56 | comment | added | John Doty |
@Edmund Note that my answer works symbolically and allows arbitrary argument precision to override the default. Can't help you with RandomVariate , though.
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Jul 11, 2017 at 19:04 | comment | added | Edmund |
This does get genPareto returning the requested precision. However, it still suffers the overflow issue when used with RandomVariate , with dist = gpdDist[.5 10^6, .2, .1 10^6] for example. I can't use ?NumericQ as that will prevent me from using the function symbolically.
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Jul 11, 2017 at 17:32 | history | answered | Michael E2 | CC BY-SA 3.0 |