Hi all, When calculating quantiles with Tweedie distribution for confidence intervals, I very often get errors in the case of lower boundaries (2.5% quantile) like in the subject line, where upper boundary (97.5% quantile) in fact works without problem. See the following log file snippet to reproduce - first statements results in error, second works fine (same distribution, different prob): ... 26 %put SAS Version: &sysvlong; SAS Version: 9.04.01M5P091317 27 %put Tweedie CI Lower: %sysfunc(QUANTILE(TWEEDIE,0.025,1.3080865018,332762.58,245.3143634)); WARNING: An argument to the function QUANTILE referenced by the %SYSFUNC or %QSYSFUNC macro function is out of range. NOTE: Mathematical operations could not be performed during %SYSFUNC function execution. The result of the operations have been set to a missing value. Tweedie CI Lower: . 28 %put Tweedie CI Upper: %sysfunc(QUANTILE(TWEEDIE,0.975,1.3080865018,332762.58,245.3143634)); Tweedie CI Upper: 465720.907332802 ... I see no technical restrictions in the docs, and theoretically, also the first statement should work. Compare with R where the same 2.5% quantile computes just fine: ... > library("tweedie") Warning message: package ‘tweedie’ was built under R version 3.5.1 > qtweedie(p=0.025,xi=1.3080865018,mu=332762.58,phi=245.3143634) [1] 215116.9 > qtweedie(p=0.975,xi=1.3080865018,mu=332762.58,phi=245.3143634) [1] 465720.9 ... Can anyone maybe suggest a workaround in SAS? Thanks and regards Andreas
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