The distribution function for zero-altered negative binomial density produces a probability greater 1
1
0
Entering edit mode
mrk.carty ▴ 30
@mrkcarty-7442
Last seen 9.1 years ago
United States

Hi all,

 

 

 

 

I'm using the pzanegbin distribution function from the VGAM package to compute p-value for events coming from hurdle negative binomial regression null distribution. Here are details of the computation:

> library(VGAM)
Loading required package: stats4
Loading required package: splines
> options(digits=22)
> 1 - pzanegbin(q = 480,size = 3.212259754597279748367,munb = 30.57921554406697595141  ,pobs0 = 0.04685295678266754304531 )
[1] -2.220446049250313080847e-16
> sessionInfo()
R version 3.2.1 (2015-06-18)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.9.5 (Mavericks)

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] splines   stats4    stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] VGAM_0.9-8

I'm not sure why I'm getting this result...could this be a bug in the code?

Best,

Mark

 

 

 

 

 

 

VGAM pzanegbin • 958 views
ADD COMMENT
1
Entering edit mode
@ryan-c-thompson-5618
Last seen 6 weeks ago
Icahn School of Medicine at Mount Sinai…

My guess is that there is no closed-form solution for the CDF of this non-standard distribution, so you are getting a numerical approximation, which isn't guaranteed to stay within the expected domain of [0,1]. You could use pmin(..., 1) to clamp the maximum value of the function to 1, but see below:

Edit: I just noticed that the value you get is exactly equal to -.Machine$double.eps:

> .Machine$double.eps
[1] 2.220446049250313080847e-16
> 1 - pzanegbin(q = 445,size = 3.212259754597279748367,munb = 30.57921554406697595141  ,pobs0 = 0.04685295678266754304531 )
[1] -2.220446049250313080847e-16
> 1 - pzanegbin(q = 445,size = 3.212259754597279748367,munb = 30.57921554406697595141  ,pobs0 = 0.04685295678266754304531 ) == -.Machine$double.eps
[1] TRUE
> 1 - pzanegbin(q = Inf,size = 3.212259754597279748367,munb = 30.57921554406697595141  ,pobs0 = 0.04685295678266754304531 ) == -.Machine$double.eps
[1] TRUE

According to the help text for .Machine, this value is "the smallest positive floating-point number 'x' such that '1 + x != 1'". This means that for the values you are passing to the function, it is operating near the limits of floating-point accuracy, and any calculations are likely to have very large errors as a result.

ADD COMMENT
0
Entering edit mode

I reported this bug to the package author, and it should be fixed in an upcoming release.

ADD REPLY

Login before adding your answer.

Traffic: 689 users visited in the last hour
Help About
FAQ
Access RSS
API
Stats

Use of this site constitutes acceptance of our User Agreement and Privacy Policy.

Powered by the version 2.3.6