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From: | Jaroslav Hajek |
Subject: | [Octave-bug-tracker] [bug #29543] normcdf lacks precision on the tails of the distribution |
Date: | Thu, 15 Apr 2010 19:12:18 +0000 |
User-agent: | Mozilla/5.0 (X11; U; Linux x86_64; cs-CZ; rv:1.9.0.19) Gecko/2010040121 Ubuntu/9.04 (jaunty) Firefox/3.0.19 |
Update of bug #29543 (project octave): Status: Wont Fix => Fixed Assigned to: None => highegg Open/Closed: Open => Closed _______________________________________________________ Follow-up Comment #6: The accuracy of our erf is fine, in fact it's normally handled by libc. The problem in fact is that the underlying formula (1 + erf(x/sqrt(2)))/2 suffers from severe cancellation for larger negative x. All that is needed is to employ erfc instead. http://hg.savannah.gnu.org/hgweb/octave/rev/e74bff13aa26 cheers _______________________________________________________ Reply to this item at: <http://savannah.gnu.org/bugs/?29543> _______________________________________________ Message sent via/by Savannah http://savannah.gnu.org/
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