bugGNU Octave - Bugs: bug #39768, Improve tcdf() accuracy around x =...

 
 

bug #39768: Improve tcdf() accuracy around x = 0

Submitted by:  Julien Bect <jbect>
Submitted on:  Mon 12 Aug 2013 01:29:34 PM UTC  
 
Category: Octave FunctionSeverity: 3 - Normal
Priority: 5 - NormalItem Group: Inaccurate Result
Status: FixedAssigned to: None
Originator Name: Julien BectOpen/Closed: Closed
Release: 3.6.4Operating System: GNU/Linux

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Mon 12 Aug 2013 02:25:11 PM UTC, comment #4:

Great, I just pushed it, thanks:

http://hg.savannah.gnu.org/hgweb/octave/rev/251807f3cdc1

Jordi GutiƩrrez Hermoso <jordigh>
Project Administrator
Mon 12 Aug 2013 02:20:47 PM UTC, comment #3:

Here it is.

(file #28818)

Julien Bect <jbect>
Mon 12 Aug 2013 02:00:14 PM UTC, comment #2:

> Our usual style is to use two ## for comments aligned
> at block level. The single # comments are for comments
> that are aligned at the right.


Ok, I will fix that.

> You don't need to put your name in the comment. We can
> know who wrote the comment by inspecting VCS history.


Ok, I will fix that.

> But as long as you're indicating that you obtained
> reference values with a Python program, perhaps it
> would be nice to include that Python code in the
> comments, as long as it's not a huge chunk of code?


It's a reasonably small chunk of code, I'll provide it.

Julien Bect <jbect>
Mon 12 Aug 2013 01:41:46 PM UTC, comment #1:

Our usual style is to use two ## for comments aligned at block level. The single # comments are for comments that are aligned at the right. Check Emacs' octave-mode to see how comments are aligned.

You don't need to put your name in the comment. We can know who wrote the comment by inspecting VCS history.

But as long as you're indicating that you obtained reference values with a Python program, perhaps it would be nice to include that Python code in the comments, as long as it's not a huge chunk of code?

Jordi GutiƩrrez Hermoso <jordigh>
Project Administrator
Mon 12 Aug 2013 01:29:34 PM UTC, original submission:

The attached bugfix improves the accuracy of tcdf(x, nu) around x = 0.

As an example, for x=1e-5 and nu=2.5, the reference value obtained using mpmath is 0.50000361808724021 (computations with 100 significant digits, only 17 significant digits shown).

With Octave 3.6.4 I get:

With the patch applied:

Julien Bect <jbect>

 

(Note: upload size limit is set to 16384 kB, after insertion of the required escape characters.)

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Attached Files
file #28817:  jbPatch_tcdf_accuracy.patch added by jbect (3KiB - text/x-patch)

 

Depends on the following items: None found

Items that depend on this one: None found

 

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  • -unavailable- added by jordigh (Posted a comment)
  • -unavailable- added by jbect (Submitted the item)
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    Follow 5 latest changes.

    Date Changed By Updated Field Previous Value => Replaced By
    Mon 12 Aug 2013 02:25:11 PM UTCjordighStatusIn Progress=>Fixed
      Open/ClosedOpen=>Closed
    Mon 12 Aug 2013 02:20:47 PM UTCjbectAttached File-=>Added jbPatch_tcdf_accuracy_2.patch, #28818
    Mon 12 Aug 2013 01:41:59 PM UTCjordighStatusNone=>In Progress
    Mon 12 Aug 2013 01:29:34 PM UTCjbectAttached File-=>Added jbPatch_tcdf_accuracy.patch, #28817

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