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GEV distribution pdf NAN #1912

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daniellincke opened this issue Nov 8, 2024 · 0 comments
Open

GEV distribution pdf NAN #1912

daniellincke opened this issue Nov 8, 2024 · 0 comments

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@daniellincke
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daniellincke commented Nov 8, 2024 •
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julia version 1.11.1

Pkg.status("Distributions")
Status ~/.julia/environments/v1.11/Project.toml
[31c24e10] Distributions v0.25.112

Example:
julia> mygev = GeneralizedExtremeValue{Float64}(0.8823000013828277, 0.000969122238466848, 0.0)
GeneralizedExtremeValue{Float64}(μ=0.8823000013828277, σ=0.000969122238466848, ξ=0.0)

julia> pdf(mygev,0.0)
NaN

julia> pdf(mygev,0.1)
NaN

julia> pdf(mygev,0.2)
0.0

julia> pdf(mygev,0.8)
0.0

julia> pdf(mygev,0.9)
1.2069503373766055e-5

There should be no NaN as result of the pdf computation in this example (support is (+inf,-inf) is this case).
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