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:  Libraries Severity:  3 - Normal
Priority:  3 - Low Item Group:  Feature Request
Status:  Postponed Assigned to:  None
Originator Name:  Open/Closed:  Open
Release:  dev Operating 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>
Project Member
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 (141KiB - application/pdf)

 

Depends on the following items: None found

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    Follow 4 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2016-11-18 mtmiller Priority5 - Normal => 3 - Low
        StatusNone => Postponed
    2012-03-13 rik5 Dependencies- => bugs #35827 is dependent
    2011-09-23 rik5 Attached File- => Added loader2000Fast.pdf, #24016

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