On 06/04/2014 04:51 AM, Patrick Alken wrote:
URL: <http://savannah.gnu.org/bugs/?42502>Summary: wrong results of the function gsl_cdf_ugaussian_Pinv Project: GNU Scientific Library Submitted by: psa Submitted on: Tue 03 Jun 2014 06:51:52 PM GMT Category: Runtime error Severity: 3 - Normal Operating System: Status: None Assigned to: None Open/Closed: Open Release: Discussion Lock: Any _______________________________________________________ Details: #include<gsl/gsl_math.h> #include<stdio.h> int main(){ double x= 0.5; double res = gsl_cdf_ugaussian_Pinv(x); printf("icdf(%f)=%f\n",x,res); return 0; }
This code does not compile because gsl_cdf.h is not #included.
For some reason the output is: *icdf(0.500000)=1.000000* Which is wrong, it should be: *icdf(0.500000)=0.000000 (because P(X<0)=0.5)*
gsl_cdf_ugaussian_Pinv(0.5) returns 0.0 with gsl 1.15. Cheers, -- Peter Johansson http://dev.thep.lu.se/yat
