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[Octave-bug-tracker] [bug #44130] [octave forge] (statistics) mvncdf alg
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From: |
Nicholas Jankowski |
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Subject: |
[Octave-bug-tracker] [bug #44130] [octave forge] (statistics) mvncdf algorithm needs performance and accuracy improvement |
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Date: |
Tue, 23 Nov 2021 12:50:27 -0500 (EST) |
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User-agent: |
Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/96.0.4664.45 Safari/537.36 |
Follow-up Comment #3, bug #44130 (project octave):
actually trying other matlab doc examples i get the following:
Octave 6.4.0, statistics 1.4.2
>> firstDim = (-2:2)';
>> X = repmat(firstDim,1,4)
X =
-2 -2 -2 -2
-1 -1 -1 -1
0 0 0 0
1 1 1 1
2 2 2 2
>> p = mvncdf(X)
p =
0
0
0
0
0
Matlab 2021a:
>> firstDim = (-2:2)';
>> X = repmat(firstDim,1,4)
X =
-2 -2 -2 -2
-1 -1 -1 -1
0 0 0 0
1 1 1 1
2 2 2 2
>> p = mvncdf(X)
p =
0.0000
0.0006
0.0625
0.5011
0.9121
so maybe it's a bit more than an accuracy issue?
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