[Octave-bug-tracker] [bug #43721] binocdf - cumulative distribution functions lack "upper" argument

[Falk Tannhäuser]

Follow-up Comment #4, bug #43721 (project octave):

Well, that's a quick&dirty fix for someone needing just approximate Matlab
compatibility; however it doesn't solve the problem of accuracy - results
below 1e-16 will be wrongly returned as 0, which for many practical purposes
is not acceptable.
I attach another version of binocdf.m where in case of "upper",

betainc (p, x + 1, n - x)

is called instead of

betainc (1 - p, n - x, x + 1)

which avoids this loss of accuracy.

For instance,

1 - binocdf(0:10, 10, 1e-5)

yields

[ 9.9996e-05   4.4998e-09   1.2002e-13   0.0000e+00   0.0000e+00   0.0000e+00 
 0.0000e+00   0.0000e+00   0.0000e+00   0.0000e+00   0.0000e+00 ]

while with my version

binocdf(0:10, 10, 1e-5, "upper")

yields

[ 9.9996e-05   4.4998e-09   1.1999e-13   2.0999e-18   2.5199e-23   2.0999e-28 
 1.2000e-33   4.4999e-39   9.9999e-45   1.0000e-50   0.0000e+00 ]


I also added a test case

%!assert (binocdf(99, 100, 0.1, "upper"), 1e-100, 1e-112)


Of course, binocdf() is just one among many other CDF and analogous fixes have
to be applied for all the other xxxcdf functions listed on
https://www.gnu.org/software/octave/doc/interpreter/Distributions.html#Distributions
- that's a considerable amount of work!

(file #32575)
    _______________________________________________________

Additional Item Attachment:

File name: binocdf.m                      Size:3 KB


    _______________________________________________________

Reply to this item at:

  <http://savannah.gnu.org/bugs/?43721>

_______________________________________________
  Nachricht gesendet von/durch Savannah
  http://savannah.gnu.org/