[SciPy-Dev] Owen's T function

Joshua Wilson josh.craig.wilson at gmail.com
Thu Mar 2 21:02:13 EST 2017


Why not borrow the constants from the Boost source? (Boost is license
compatible.)

On Thu, Mar 2, 2017 at 6:59 PM, Evgeny Zhurko <evgeny.zhurko at gmail.com> wrote:
> Hi all,
>
> I started implementing Owen's T
> function(https://github.com/scipy/scipy/pull/7120). I have implemented
> Omen's T1, T2, T4,T6 from "Fast and accurate calculation of Owen's T
> Function (https://www.jstatsoft.org/article/view/v005i05/t.pdf) already(not
> pushed yet).
> I have problem with T3 and T5. I can't evaluate C2i - obtained from the
> coefficients of Chebyshes
>  polynomials in T3 and can't evaluate Wi - wieghts and Xi - values of
> abcissas.
> As i see in Boost library, they doesn't evaluate C2i, Wi, Xi(constants in
> source).
>
> Maybe someone know how i can evaluate it using scipy or numpy?
>
> Best Regards,
> Evgeny Zhurko
>
>
>
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