[SciPy-Dev] Update: Inverse of Log CDF of Normal Distribution

[Steppi, Albert]

Dear SciPy developers,

I mentioned last week that I have an implementation of the inverse of the log
CDF of the normal distribution that I'd like to contribute to
scipy. scipy.special currently contains the functions ndtr, ndtri, and log_ndtr,
for the CDF, the inverse CDF, and the log of the CDF of the normal distribution
respectively. I propose adding a function ndtri_exp for the inverse of the log
CDF. Earlier I submitted the issue gh-13923 regarding this. Today I've submitted
the PR gh-13979 with an enhancement that adds ndtri_exp as a ufunc to
scipy.special. I think this could be a valuable function to add. It has proven
useful in my group's research and was specifically requested in gh-11465 so is
likely to be useful to others.

I understand that you are all very busy and may not have time to attend to this
PR immediately. I appreciate all the work you do; I've been a scipy user for
over a decade and have found it an immensely valuable resource. I hope someone
else may find this ndtri_exp implementation valuable.

Thanks,
Albert

--

Albert Steppi III, PhD
Scientific Software Developer
Laboratory of Systems Pharmacology
Harvard Medical School
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