[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....
Sat Mar 3 11:40:31 CST 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:  new        
 Priority:  normal                   |   Milestone:  Unscheduled
Component:  scipy.stats              |     Version:  devel      
 Keywords:  normal distribution cdf  |  
-------------------------------------+--------------------------------------

Comment(by andrewschein):

 The cdfnor.f says it uses a modified version of ANORM from the same
 reference (not pnorm).  I am trying to locate a copy of the reference to
 see how the original library was put together, but I speculate that ANORM
 does not compute the log value as is desired, and therefore will not
 provide the desired precision in the large negative number range.

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Ticket URL: <http://projects.scipy.org/scipy/ticket/1614#comment:2>
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