bugGNU Octave - Bugs: bug #34362, binopdf.m: Implement high accuracy...

 
 

bug #34362: binopdf.m: Implement high accuracy Holder algorithm for n >= 10

Submitted by:  Rik <rik5>
Submitted on:  Fri 23 Sep 2011 04:42:28 AM UTC  
 
Category: LibrariesSeverity: 3 - Normal
Priority: 5 - NormalItem Group: Feature Request
Status: NoneAssigned to: None
Originator Name: Open/Closed: Open
Release: devOperating System: GNU/Linux

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Fri 23 Sep 2011 06:48:28 AM UTC, comment #1:

I just compiled a C version of the Loader algorithm
as used in R. Simple tests get the right answers,
but it needs quite a bit of clean up.

Is it true that a C-coded version will be OK?
The code contains the following copyright:

  • This program is free software; you can redistribute it and/or modify
  • it under the terms of the GNU General Public License as published by
  • the Free Software Foundation; either version 2 of the License, or
  • (at your option) any later version.

==========================================
It is an updated version of the Catherine Loader code from
2000.

Does anyone want to take this over?

I could do a bit more clean up and then post it.

Michael

Michael Godfrey <godfrey>
Fri 23 Sep 2011 04:42:28 AM UTC, original submission:

The implementation of binopdf using gammaln is not particularly accurate when the number of tests, n, is large. The Holder algorithm, see the attached paper, describes a more accurate algorithm which is already widely in use by other statistics packages such as R.

This report is being filed to make a record of the need for a better algorithm. Anyone with Octave script file experience is welcome to try implementing the algorithm.

Rik <rik5>
Project Administrator

 

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Attached Files
file #24016:  loader2000Fast.pdf added by rik5 (141kB - application/pdf)

 

Depends on the following items: None found

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   bug dependencies.

 

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    Follow 2 latest changes.

    Date Changed By Updated Field Previous Value => Replaced By
    Tue 13 Mar 2012 11:22:33 PM UTCrik5Dependencies-=>bugs #35827 is dependent
    Fri 23 Sep 2011 04:42:28 AM UTCrik5Attached File-=>Added loader2000Fast.pdf, #24016

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