[SciPy-Dev] Slow moment function in scipy.stats

[josef.pktd at gmail.com]

On Tue, Feb 24, 2015 at 2:31 PM, Nathaniel Smith <njs at pobox.com> wrote:
> Options are really expensive: they double testing load, they complicate
> docs, they increase cognitive load for users, they constrain future api
> improvements, etc. They should only be provided when they provide a
> meaningful enough advantage to outweigh these costs.
>
> On Feb 24, 2015 11:11 AM, "Robert Lucente" <rlucente at pipeline.com> wrote:
>>
>> Why must it be an either or? Why not have 2 options specified via a
>> parameter
>>
>> 1) Fast but inaccurate
>> 2) Slow but more accurate

as Julian pointed out the power calculation is only a smaller source
of numerical noise.

The main precision problems comes from the sums.

IIRC, there was a brief discussion to get additionally a better
variance calculation to match Python stats package.

Josef


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