[SciPy-dev] code for incremental least squares
Nathaniel Smith
njs@pobox....
Tue Feb 16 23:31:16 CST 2010
On Tue, Feb 16, 2010 at 8:51 PM, <josef.pktd@gmail.com> wrote:
> I found this comment in incremental_ls
>
> # R and Scipy disagree by about 3 orders of magnitude here:
> # pf(4704.7767809675142416, 4, 12, lower.tail=FALSE) == 4.68-19
> # 1 - f.cdf(4704.7767809675142416, 4, 12) == 1.11-16
> # which I guess is most likely Scipy having limited resolution in the
> # tails.
>
>>>> from scipy import stats
>>>> stats.f.sf(4704.7767809675142416, 4, 12)
> 4.6848221938640787e-019
>
> some of our tails are also pretty good
Oh, awesome, I'd missed .sf() -- thanks for the pointer! It's
aesthetically annoying to plot p-values on a graph and always have
weird discontinuities where they underflow...
-- Nathaniel
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