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Issue with computing quantiles for skew-normal #145

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jzmaddock opened this Issue Jul 31, 2018 · 0 comments

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jzmaddock commented Jul 31, 2018

The 0.075 skew-normal quantile breaks (returns an inf) with certain, seemingly reasonable parameters. Other surrounding values are okay. The complemented version works for some reason.

Here's some test code

#include <iostream>
#include <boost/math/distributions.hpp> 

int main()
{
    boost::math::skew_normal_distribution<> dist(2.0, 1.0, -2.5);

    std::vector<double> qs = { 0.05, 0.075, 0.1 };
    for(auto q : qs) {
        std::cout << "q : " << q << std::endl;
        std::cout << "w/o complement: " << quantile(dist, q) << std::endl;
        std::cout << "w complement: " << quantile(complement(dist, 1 - q)) << std::endl << std::endl;
    }
}

Dunno how easy this is to fix. I can work around it where I'm using it, but it seems like something that could be fixed.

Thanks!

Moved from Trac.

@jzmaddock jzmaddock closed this in 91c193d Aug 19, 2018

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