Native pdf, cdf, quantile, and related functions for the Normal distribution #714
Conversation
| zval(μ::Real, σ::Real, x::Number) = (x - μ) / σ | ||
|
|
||
| normpdf(z::Real) = exp(-abs2(z)/2) * invsqrt2π |
There was a problem hiding this comment.
I don't think we should implement the normX versions.
There was a problem hiding this comment.
So rework without going through the normalization step?
There was a problem hiding this comment.
I think we should just define these for the Distributions API, i.e. this method would simply be pdf(::Normal, z)
There was a problem hiding this comment.
It could be useful to have a separate "basic" functions. i.e. normpdf(z), but we don't need normpdf(x,mu,sigma) versions.
similarly, normcdf, but you don't need normccdf since this is trivially defined in terms of normcdf.
| #### Evaluation | ||
| #### Evaluation (see JuliaStats/Distributions.jl/issues/708) | ||
|
|
||
| xval(μ::Real, σ::Real, z::Number) = μ + σ * z |
There was a problem hiding this comment.
are xval and zval helper functions? Should these get inlined?
| zval(μ::Real, σ::Real, x::Number) = (x - μ) / σ | ||
|
|
||
| normpdf(z::Real) = exp(-abs2(z)/2) * invsqrt2π |
There was a problem hiding this comment.
So rework without going through the normalization step?
| # Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 37, No. 3, pp. 477-484 | ||
| # | ||
|
|
||
| function _norminvlogcdf_impl(lp::Float64) |
There was a problem hiding this comment.
even if not exported, I would be in favour of adding add docstrings to non-trivial functions
|
|
||
| @_delegate_statsfuns Normal norm μ σ | ||
| function _qnorm_ker1(q::Float64) |
There was a problem hiding this comment.
same thing here, a docstring would help
| 5.22649_52788_52854_5610e3) | ||
| end | ||
|
|
||
| function _qnorm_ker2(r::Float64) |
|
@Nosferican updates on this? |
|
I had forgotten about this. I will try to finish it up next I find a break. Thanks for reminding me. |
|
ping @Nosferican |
|
I know I have been lagging, but soon I will have time to go back to this. I am defending in two weeks so probably check with me a bit after that. If anyone else wants to take a go in the meantime, feel free. |
|
Hi @Nosferican, congrats on the defense :) |
|
also, there might be some merge to do first, and addressing the comments |
|
Thanks! Seems like the branch I used for the PR was deleted sometime within the last year... I will close this PR and open a fresh one with the comments addressed. |
Porting the native implementation from StatsFuns to Distributions. See #708