[SciPy-dev] fix for ncx2 bug?

Neal Becker ndbecker2@gmail....
Wed Jun 17 12:08:19 CDT 2009


josef.pktd@gmail.com wrote:

> 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

I'm using this to compute what's often called "Receiver Operating 
Characteristic", which is a signal detection problem.  You may see over some 
range that probability of miss or false detection is quite low.  Probably 
you don't really care about accuracy here, but it's making the plots look 
bad.





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