[SciPy-Dev] scipy.stats: algorithm to for ticket 1493

nicky van foreest vanforeest at gmail.com
Mon May 14 13:56:13 EDT 2012


> one case I was worried about, but works well:
>
>>>> p,r = optimize.brentq(lambda x: np.minimum(1, np.maximum(x,0)) -1e-30, -1000, 1000, full_output=1)
>>>> p
> -1.2079226507921669e-12

Nice example. The answer is negative, while it should be positive, but
the answer is within numerical accuracy I would say.

> I don't see anything yet to criticize in your latest version :(

Ok. I just checked the tests in scipy/stats/tests. It seems that these
need not be changed. Thus I propose to do the following

- make a new branch
- repair for the cases q =  0 and q = 1 by means of an explicit test.
- implement findppf in a suitable way in distributions.py
- remove xa and xb
- send a pull request

In case this list is not complete, please let me know. Otherwise
you'll see the pull request

Nicky

In case I m



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