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[Octave-bug-tracker] [bug #34363] Poor performance for certain statistic
From: |
Lachlan Andrew |
Subject: |
[Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions |
Date: |
Sun, 16 Aug 2015 07:45:36 +0000 |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/31.0.1650.63 Safari/537.36 |
Follow-up Comment #6, bug #34363 (project octave):
Thanks, Rik.
I had already spotted discrepancies by 1. I should have commented on them.
The are an off-by-epsilon error, as follows.
The Poisson distribution is discrete. The answer is always an integer, and so
if the answer is wrong at all, it will be wrong by an integer.
These functions are finding n = argmin (F(n) < x). The error occurs when
F(n)=x+epsilon or F(n)=x-epsilon, and the n we return is off by one.
This "epsilon" isn't the machine eps. It is the error associated with the
asympmtotic approximation used by the algorithm, which will be a bit larger.
I'll check out the cases with a discrepancy of 2 when I get a chance.
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- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions, Lachlan Andrew, 2015/08/08
- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions, Lachlan Andrew, 2015/08/09
- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions, Rik, 2015/08/11
- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions, Lachlan Andrew, 2015/08/15
- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions, Rik, 2015/08/15
- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions,
Lachlan Andrew <=
- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions, Rik, 2015/08/16
- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions, Lachlan Andrew, 2015/08/18
- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions, Michael Godfrey, 2015/08/18
- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions, Rik, 2015/08/18
- [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions, Rik, 2015/08/18