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[Octave-bug-tracker] [bug #36607] norminv doesn't work for very small va
From: |
anonymous |
Subject: |
[Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values |
Date: |
Thu, 07 Jun 2012 19:30:10 +0000 |
User-agent: |
Mozilla/5.0 (Windows NT 6.1; WOW64; rv:13.0) Gecko/20100101 Firefox/13.0 |
Follow-up Comment #2, bug #36607 (project octave):
In Matlab, I get:
erfinv (-1 + [1e-16 1e-17 1e-18 1e-19 1e-20])
ans = -5.8639 -Inf -Inf -Inf -Inf
norminv ([1e-16 1e-17 1e-18 1e-19 1e-20])
ans = -8.2221 -8.4938 -8.7573 -9.0133 -9.2623
norminv can also be calculated using erfcinv, as
norminv = - sqrt (2) * erfcinv (2 * x);
which avoids the subtraction you mention.
Unfortunately, base Octave doesn't implement erfcinv, while the one
implemented in specfun simply defines it in terms of erfinv, hence it
recreates the aforementioned problem.
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- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values, anonymous, 2012/06/07
- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values, Rik, 2012/06/07
- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values,
anonymous <=
- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values, Axel Mathéi, 2012/06/14
- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values, Jordi Gutiérrez Hermoso, 2012/06/14
- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values, Rik, 2012/06/14
- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values, Axel Mathéi, 2012/06/14
- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values, Rik, 2012/06/15
- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values, Axel Mathéi, 2012/06/15
- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values, Rik, 2012/06/15
- [Octave-bug-tracker] [bug #36607] norminv doesn't work for very small values, Axel Mathéi, 2012/06/16