[Scipy-tickets] [SciPy] #1614: logcdf function of normal distribution (scipy.stats) can not handle a wide enough range of values

SciPy Trac scipy-tickets@scipy....
Sun Apr 1 14:55:25 CDT 2012


#1614: logcdf function of normal distribution (scipy.stats) can not handle a wide
enough range of values
-------------------------------------+--------------------------------------
 Reporter:  andrewschein             |       Owner:  somebody    
     Type:  defect                   |      Status:  needs_review
 Priority:  normal                   |   Milestone:  0.11.0      
Component:  scipy.stats              |     Version:  devel       
 Keywords:  normal distribution cdf  |  
-------------------------------------+--------------------------------------

Comment(by rgommers):

 Hi Andrew, the rest of the review by @pv was on the PR linked above. We
 checked the discontinuity around -10, and it's visible in a plot.  The
 discontinuity there is about 1e-2, compared to the function value of -50.
 {{{
 import numpy as np
 from scipy import stats
 import matplotlib.pyplot as plt

 norm = stats.norm()

 x = np.linspace(-9.9, -10.1, 300)
 y = norm.logcdf(x)

 fig = plt.figure()
 ax = fig.add_subplot(111)
 ax.plot(x, y, 'b-')

 plt.show()

 print 'Discontinuity around -10: ', norm.logcdf(-10+1e-10) -
 norm.logcdf(-10-1e-10)
 }}}

 Maybe you can also comment about why you chose to use the approximation
 for a < -10 only.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1614#comment:14>
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