From 6ccabe2d3be4d949ab3e9e54cac95de2dbc2cbae Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=C3=89milie=20Feral?= <emilie.feral@numworks.com>
Date: Wed, 20 Dec 2017 10:08:23 +0100
Subject: [PATCH] [apps] Probability: fix bug: for discrete laws, when
 inversing probability, round to the closest existing probability (instead of
 the closest smaller)

---
 apps/probability/law/law.cpp | 13 +++++++++----
 1 file changed, 9 insertions(+), 4 deletions(-)

diff --git a/apps/probability/law/law.cpp b/apps/probability/law/law.cpp
index 7fd44ecc6..3ec167a47 100644
--- a/apps/probability/law/law.cpp
+++ b/apps/probability/law/law.cpp
@@ -77,9 +77,12 @@ double Law::cumulativeDistributiveInverseForProbability(double * probability) {
   }
   double p = 0.0;
   int k = 0;
-  while (p < *probability && k < k_maxNumberOfOperations) {
+  double delta = 0.0;
+  do {
+    delta = std::fabs(*probability-p);
     p += evaluateAtDiscreteAbscissa(k++);
-  }
+  } while (std::fabs(*probability-p) <= delta && k < k_maxNumberOfOperations);
+  p -= evaluateAtDiscreteAbscissa(--k);
   if (k == k_maxNumberOfOperations) {
     *probability = 1.0;
     return INFINITY;
@@ -104,9 +107,11 @@ double Law::rightIntegralInverseForProbability(double * probability) {
   }
   double p = 0.0;
   int k = 0;
-  while (p < 1.0 - *probability && k < k_maxNumberOfOperations) {
+  double delta = 0.0;
+  do {
+    delta = std::fabs(1.0-*probability-p);
     p += evaluateAtDiscreteAbscissa(k++);
-  }
+  } while (std::fabs(1.0-*probability-p) <= delta && k < k_maxNumberOfOperations);
   if (k == k_maxNumberOfOperations) {
     *probability = 1.0;
     return INFINITY;