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[Octave-bug-tracker] [bug #34363] Poor performance for certain statistic
From: |
Lachlan Andrew |
Subject: |
[Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions |
Date: |
Tue, 15 Sep 2015 11:28:48 +0000 |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/31.0.1650.63 Safari/537.36 |
Follow-up Comment #12, bug #34363 (project octave):
Here are drafts for new binoinv.m and nbininv.m.
In version 4.0.0, binoinv.m didn't have a while(1) loop and so was "safe".
It would run at most n iterations. However, the current version is about 10
times faster, on my tests.
These are both probably overkill given how often they are used, but it was fun
writing them :)
I chose not to use Gile's algorithm for these. The quick read I had of the
paper Rik found suggested that it is only useful for n>500. That paper was by
a summer student -- presumably an undergrad getting a feel for research -- and
so I think it was a case of "Look! We can apply this technique more broadly",
rather than aiming for something practical.
Regarding the other distributions, I think betainv.m and gaminv.m are doing a
Newton search, which is pretty efficient. It can't be vectorised because each
iteration relies on the result of the previous. I recommend we keep them as
they are. (They may have been updated since the original bug report.)
I don't understand the hygeXXX.m code well enough to comment.
(file #34889, file #34890)
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Additional Item Attachment:
File name: binoinv.m Size:6 KB
File name: nbininv.m Size:5 KB
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