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gsl_ran_negative_binomial_pdf


From: Redekopp, Eric
Subject: gsl_ran_negative_binomial_pdf
Date: Mon, 18 Sep 2023 17:21:09 +0000

gsl_ran_negative_binomial_pdf gives -NaN if p == 1.0, despite p=1 being a valid 
negative binomial distribution. I believe this is because of the call to 
log1p(-p) which evaluates to log(0) and gives NaN. There appear to be guards 
against this in the positive version (gsl_ran_binomial_pdf) and it works as 
expected, however these edge cases aren't covered in the negative version. I 
think that the negative version should have similar guards to return 
appropriate values for edge cases like p==1.

Thanks for your consideration,
Eric Redekopp
University of Saskatchewan


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