[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....
Fri Apr 6 14:37:38 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  |  
-------------------------------------+--------------------------------------
Changes (by andrewschein):

  * status:  needs_work => needs_review


Comment:

 I changed the crossover point from -10 to -20, based on some empirical
 testing.
 Looks like this version is getting a 1e-12 discontinuity at the crossover
 point at a log(Phi(-20)) value of approximately -204 using:

 print 'Discontinuity around -20: ', norm.logcdf(-20+1e-13) -
 norm.logcdf(-20-1e-13)

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1614#comment:19>
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