[Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions

[Rik]

Follow-up Comment #11, bug #34363 (project octave):

The two remaining functions which are critical to upgrade are

binoinv
nbininv

Both of these use while (1) loops which may not converge.  

Interestingly, there seems to have been recent progress on this exact issue. 
There is an academic project from 2013 which calculates new ways of
calculating the inverse binomial function
(http://www.lancaster.ac.uk/postgrad/moorhead/Work/SummerProject13.pdf).  What
is doubly interesting, is that the research is based on Mike Gile's
approximation to the inverse Poission distribution which Lachlan just
implemented.  I didn't have time to read and digest the whole paper, but
Appendix B contains Matlab code for the calculation already.  Presumably since
this is an academic publication we might ask the author for permission to use
and then just change the coding style to match Octave conventions.

Appendix C contains Matlab code for the general calculation of the inverse of
a CDF.  If this is accurate, we might be able to extend this to all of the
other missing inverse functions.

    _______________________________________________________

Reply to this item at:

  <http://savannah.gnu.org/bugs/?34363>

_______________________________________________
  Message sent via/by Savannah
  http://savannah.gnu.org/