Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Promote arguments of norminvcdf and norminvccdf #132

Merged
merged 6 commits into from
Jan 24, 2022

Conversation

devmotion
Copy link
Member

Currently these functions compute erfcinv in possibly lower precision and only take into account the parameters (and their types) of the normal distribution afterwards. This PR fixes and tests this problem.

@codecov-commenter
Copy link

codecov-commenter commented Jan 22, 2022

Codecov Report

Merging #132 (82b989a) into master (df291cc) will increase coverage by 0.56%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #132      +/-   ##
==========================================
+ Coverage   38.73%   39.30%   +0.56%     
==========================================
  Files          13       13              
  Lines         426      430       +4     
==========================================
+ Hits          165      169       +4     
  Misses        261      261              
Impacted Files Coverage Δ
src/distrs/norm.jl 97.43% <100.00%> (+0.13%) ⬆️

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update df291cc...82b989a. Read the comment docs.

src/distrs/norm.jl Outdated Show resolved Hide resolved
src/distrs/norm.jl Outdated Show resolved Hide resolved
test/rmath.jl Outdated Show resolved Hide resolved
test/rmath.jl Outdated Show resolved Hide resolved
src/distrs/norm.jl Outdated Show resolved Hide resolved
src/distrs/norm.jl Outdated Show resolved Hide resolved
@devmotion devmotion merged commit 13e231a into master Jan 24, 2022
@devmotion devmotion deleted the dw/norminvcdf_promotion branch January 24, 2022 21:52
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

4 participants