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[WP34s] Regularized incomplete Beta function
05-02-2014, 09:03 PM (This post was last modified: 05-02-2014 09:05 PM by Dieter.)
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RE: [WP34s] Regularized incomplete Beta function
(05-01-2014 09:55 PM)Paul Dale Wrote:  Changing the documentation will be the quickest fix here. Reordering the arguments to this function in the code is straightforward but several of the statistical distributions will also have to be updated to match.

While we're at it: I did some tests with the Student and Chi² quantile functions and found some cases that IMHO require too much time before they return a result. 15 seconds (or more than a minute in single cases) can be vastly improved. For instance with a Halley-solver (at least for these two distributions, the second derivative can be easily obtained) and a shorter (yet accurate) way of estimating a first guess for the Student quantile (even without slow logs ;-)). All in all, usually not more than three iterations or 2 to 5 seconds are required for 30+ digit accuracy. In user code, that is. Now imagine how fast this would run in compiled C code.

(05-01-2014 09:55 PM)Paul Dale Wrote:  I guess the big question is what order should the arguments be in? I don't see any benefit to reordering them any differently from what they are currently but am willing to be convinced otherwise.

Please read my other post in reply to Thomas Klemm in this thread. The current order as documented in the manual is fine. It just needs to get implemented this way. ;-)

Dieter
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RE: [WP34s] Regularized incomplete Beta function - Dieter - 05-02-2014 09:03 PM



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