[SciPy-dev] fix for ncx2 bug?

josef.pktd@gmai... josef.pktd@gmai...
Wed Jun 17 11:30:18 CDT 2009


On Wed, Jun 17, 2009 at 10:45 AM, Neal Becker<ndbecker2@gmail.com> wrote:
> As reported earlier, there is a bug in ncx2 that causes a strange
> discontinuity.
>
> Is there a patch available?
>

It's a ticket, but it could take some time until someone finds all the
imprecision for "outlier" cases in scipy.special.

I'm not sure these functions are even designed to have a high
precision, because for distributions such as chisquare or ncx2, that
are primarily used for test statistics, it make only sense to report a
few digits.

I would have recommended ncx2.veccdf for your case, but a quick check
showed that over a large range ncx2.veccdf and ncx2.cdf only agree up
to 1e-8. For ncx2.cdf close to one, there might also be a precision
loss.

What's your use case that you need ncx2 at high precision?

Josef


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