Follow-up Comment #5, bug #47646 (project gsl):

[From Yu]

Patrick,
   I was thinking if it's worthwhile to allow the use of close-form cdf for
some functions. Currently, the test routine calculates the expected
probability in each bin using numerical integration of pdf. In this particular
case, it blows up. Using cdf in stead of integration can avoid the problem,
but I am not sure if this is appropriate. There are other functions with
close-form cdf as well, and I am wondering whether it can be used to replace
integration as well.
  In a modified test routine, I added a flag to indicate whether the input
function ``pdf" is actually a cdf, and if that is the case, the probability in
each bin would be simply cdf[x+dx] - cdf[x]. Please see the relevant lines
here
https://github.com/ohliumliu/gsl-playground/blob/issue2/scratchpad/test_beta_small.c#L461-#L464
One obvious issue is that in this function, the input ``pdf" could mean pdf or
cdf depending on the value of the flag. This may be confusing.
   Without much experience in numerical computation, maybe I am proposing
something crazy.

Best,
yu

    _______________________________________________________

Reply to this item at:

  <http://savannah.gnu.org/bugs/?47646>

_______________________________________________
  Message sent via/by Savannah
  http://savannah.gnu.org/


Reply via email to