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Overhaul of statistical distribution functions


From: Rik
Subject: Overhaul of statistical distribution functions
Date: Tue, 20 Sep 2011 12:13:35 -0700

9/20/11

All,

As another concrete achievement for the future 3.6 release, I've rewritten
89 statistical distribution functions in scripts/statistics/distributions. 
Quoting directly from the NEWS file

 ** Overhaul of statistical distribution functions

    Functions now return "single" outputs for inputs of class "single".

    75% reduction in memory usage through use of logical indexing.

    Random sample functions now use the same syntax as rand() and accept
    a comma separated list of dimensions or a dimension vector.

    Functions have been made Matlab-compatible with regard to special
    cases (probability on boundaries, probabilities for values outside
    distribution, etc.).  This may cause subtle changes to existing
    scripts.

    negative binomial function has been extended to real, non-integer inputs.
    discrete_inv() now returns v(1) for 0 instead of NaN.
    nbincdf() recoded to use closed form solution with betainc().

All of the rewritten functions have complete tests as well.  Thanks in
particular to Michael Godfrey who has run dozens of odd corner cases in
Matlab for me.  I'm checking in the changes now in the hope that some of
the inevitable bugs this large a change provokes will be caught.

Cheers,
Rik


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