[SciPy-Dev] scipy.stats: algorithm to for ticket 1493
nicky van foreest
vanforeest@gmail....
Sun Apr 22 13:42:28 CDT 2012
I just realized, xa may be too large... hence we should search such
that cdf(left) < q < cdf(right).
*Assuming* that xa < 0 and xb > 0 the following should be better
def findppf(q):
# search until cdf(left) < q < cdf(right)
left, right = invnorm.xa, invnorm.xb
while invnorm.cdf(left, 7.24000019602, scale=2.51913630166) > q:
right = left
left *= 2
while invnorm.cdf(right, 7.24000019602, scale=2.51913630166) < q:
left = right
right *= 2
return optimize.brentq(lambda x: \
invnorm.cdf(x, 7.24000019602,
scale=2.51913630166) - q,\
left, right)
Should a test on xa < 0 and xb>0 be added?
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