bugGNU Octave - Bugs: bug #34362, [octave forge] (statistics)...


bug #34362: [octave forge] (statistics) 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:  Octave Forge Package 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 07 Jun 2019 12:44:49 AM UTC, comment #4: 

The only item that I could find is the Holder algorithm
paper referred to in Rik's comment below. This is:
loader2000Fast.pdf. This looks OK but I will look a bit
more soon.

Michael Godfrey <godfrey>
Project Member
Thu 06 Jun 2019 11:58:41 PM UTC, comment #3: 

Nir: This was a mere 8 years ago! I looked for the code,
but have not found it. I will look some more...

Michael Godfrey <godfrey>
Project Member
Sat 01 Jun 2019 09:26:31 PM UTC, comment #2: 

Michael, would you mind posting your program? I would be interested in helping adapt it.

Nir Krakauer <nir_krakauer>
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

Does anyone want to take this over?

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


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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Attach Files:

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


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    Follow 7 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2019-06-04 mtmiller Summarybinopdf.m: Implement high accuracy Holder algorithm for n >= 10 => [octave forge] (statistics) binopdf.m: Implement high accuracy Holder algorithm for n >= 10
    2019-06-01 mtmiller Carbon-CopyRemoved 80942 => -
    2019-06-01 rik5 CategoryLibraries => Octave Forge Package
    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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