[Scipy-tickets] [SciPy] #1803: improve discrete rv ppf isf
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Tue Jan 1 09:43:55 CST 2013
#1803: improve discrete rv ppf isf
-------------------------+--------------------------------------------------
Reporter: josefpktd | Owner: rgommers
Type: defect | Status: new
Priority: normal | Milestone: Unscheduled
Component: scipy.stats | Version: 0.11.0
Keywords: |
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ppf and isf of discrete rv don't work well in some cases that are not
extreme cases. See also ticket:1802. For hypergeom.sf some special code is
in the distribution specific method to make it more accurate.
Given ticket:1802, I suspect there are also some bugs and not just
limitations of the current algorithm
``_drv2_ppfsingle`` uses invcdf_a and _b which are not updated in
_argcheck, AFAICS
{{{
b = self.invcdf_b
a = self.invcdf_a
}}}
This might give the wrong limits for the bisection.
Other problems:
- isf uses ppf, which is less efficient for right tail
- if .a, .b are both finite, then calculating the full distribution
as in hypergeom.sf might be more efficient
- .a, .b might not be set correctly in all cases, see ticket:1802
One extra possibility: If the pmf is defined for real numbers not just
integers, than using a scipy.optimize rootfinding could possibly be
faster.
--
Ticket URL: <http://projects.scipy.org/scipy/ticket/1803>
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