We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Stan's log cdfs just take the log of the linear cdf, so they're prone to underflow to -infinity after the cdc underflows to 0 or rounds to 1.
The R implementation of log cdfs is more stable, e.g.,
> pnorm(-50, log=TRUE) [1] -1254.831
We should be able to borrow an implementation from R or from SciPy.
The text was updated successfully, but these errors were encountered:
Here is the source code for pnorm /~https://github.com/wch/r-source/blob/trunk/src/nmath/pnorm.c#L90
Sorry, something went wrong.
The standard-normal lcdf already uses that algorithm I believe
No branches or pull requests
Stan's log cdfs just take the log of the linear cdf, so they're prone to underflow to -infinity after the cdc underflows to 0 or rounds to 1.
The R implementation of log cdfs is more stable, e.g.,
We should be able to borrow an implementation from R or from SciPy.
The text was updated successfully, but these errors were encountered: