[SciPy-User] NumPy Binomial BTPE method Problem

josef.pktd@gmai... josef.pktd@gmai...
Wed Oct 3 14:07:54 CDT 2012


On Wed, Oct 3, 2012 at 2:42 PM, Josh Lawrence <josh.k.lawrence@gmail.com> wrote:
> Hey all,
>
> I received access to the paper and it seems it was originally based
> purely on the paper written by Kachitvichyanukul in 1988. I still
> think there's a whoopsies with the if ... else if ... else, block
> though.

the c code "else" looks strange to me,
however, checking a few cases with large p*n for a large sample (1
million draws), I don't see any difference of the frequency count to
the theoretical distribution from scipy.binom.

(but with all the goto's I'm not sure if I really trigger that path.)

Josef

>
> On Wed, Oct 3, 2012 at 11:54 AM, Josh Lawrence
> <josh.k.lawrence@gmail.com> wrote:
>> Hello all,
>>
>> I am implementing a binomial random variable in MATLAB. The default
>> method in the statistics toolbox is extremely slow for large
>> population/trial size. I am needing to do trials for n as large as
>> 2**28. I found in NumPy some code that implements a binomial random
>> draw in numpy/random/mtrand/distributions.c. I was trying to convert
>> the code to MATLAB and the BTPE method seems to have an error in lines
>> 337-341 of distributions.c. The if ... else if ... else statement I
>> think is incorrect. I think it should be an if ... else ... statement
>> followed by the contents of the original else which starts on line
>> 337.
>>
>> The if ... else if ... else block is as follows:
>>
>> #### begin code snippet ####
>> if (m < y)
>> {
>>     for (i=m; i<=y; i++)
>>     {
>>         F *= (a/i - s);
>>     }
>> }
>> else if (m > y)
>> {
>>     for (i=y; i<=m; i++)
>>     {
>>         F /= (a/i - s);
>>     }
>> }
>> else
>> {
>>     if (v > F) goto Step10;
>>     goto Step60;
>> }
>> #### end code snippet ####
>>
>> From what I can tell, the variable F is only used in the comparison
>> within the else{} statment (i.e. the if(v > F) statement) and nowhere
>> else within the scope of the function.
>>
>> I also found a fortran implementation here:
>> http://wstein.org/home/wstein/www/home/mhansen/spkgs_in_progress/octave-3.2.4/src/libcruft/ranlib/ignbin.f
>> and it appears this is from where the code was originally adapted as
>> the variable names are the same.
>>
>> My parsing of fortran GOTOs is a bit rusty, but I think the contents
>> of the else block in above snippet should be not be conditional.
>>
>> I don't understand the underlying algorithm very well and don't have
>> access the the BTPE paper, so I can't comment on the validity of the
>> fortran code. There just seems to be an error in logic in the above
>> code. So please have someone who understands it look at it. It appears
>> Robert Kern wrote the function a decent portion of the file at some
>> point in the past.
>>
>> I hope this helps.
>>
>> Cheers,
>>
>> --
>> Josh Lawrence
>>
>>
>> P.S. I apologize if my email is inconvenient, but I could not figure
>> out how to tell gmail to set the reply-to field to be
>> scipy-user@scipy.org.
>
>
>
> --
> Josh Lawrence
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