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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2018-11-08 16:51:23 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2018-11-08 16:51:23 -0500 |
| commit | 62545be926e3ed2223620ad78dcb1e7b532a12d0 (patch) | |
| tree | bbea29aad6d368cf978abeb0d66701e57a4606b8 | |
| parent | c8ed97f5982178ce587fbed4b8a2e118f0f9892a (diff) | |
| download | lossdistrib-62545be926e3ed2223620ad78dcb1e7b532a12d0.tar.gz | |
special case p == 1.
| -rw-r--r-- | src/lossdistrib.c | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/src/lossdistrib.c b/src/lossdistrib.c index 6e43a36..08f7a89 100644 --- a/src/lossdistrib.c +++ b/src/lossdistrib.c @@ -401,6 +401,8 @@ double shockprob(double p, double rho, double Z, int give_log){ } } else if (rho == 0.) { return p; + } else if (p == 1.) { + return give_log ? 0. : 1.; } else { return( pnorm( (qnorm(p, 0, 1, 1, 0) - sqrt(rho) * Z)/sqrt(1 - rho), 0, 1, 1, give_log)); } |