Test prob against ScalarEpsilon

josephmure · Apr 12, 2024 · caa14a0 · caa14a0
1 parent fdca7b1
commit caa14a0
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/lib/src/Uncertainty/Distribution/ClaytonCopula.cxx b/lib/src/Uncertainty/Distribution/ClaytonCopula.cxx
@@ -393,10 +393,10 @@ Point ClaytonCopula::computeQuantile(const Scalar prob,
   // General case
   if (tail)
   {
-    if (prob < 1e-8) return Point(2, 1.0 - prob / 2.0);
+    if (prob < std::sqrt(SpecFunc::ScalarEpsilon)) return Point(2, 1.0 - prob / 2.0);
     return Point(2, std::exp((M_LN2 - log1p(std::exp(-theta_ * log1p(-prob)))) / theta_));
   }
-  if (1.0 - prob < 1e-8) return Point(2, (1.0 + prob) / 2.0);
+  if (1.0 - prob < std::sqrt(SpecFunc::ScalarEpsilon)) return Point(2, (1.0 + prob) / 2.0);
   return Point(2, std::exp((M_LN2 - log1p(std::pow(prob, -theta_))) / theta_));
 }