From 62545be926e3ed2223620ad78dcb1e7b532a12d0 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Thu, 8 Nov 2018 16:51:23 -0500 Subject: special case p == 1. --- src/lossdistrib.c | 2 ++ 1 file changed, 2 insertions(+) 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)); } -- cgit v1.2.3-70-g09d2