[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Raymond Hettinger  added the comment:


New changeset f5649bfe7622447b302ef55e4db3a96b5840f8e8 by Raymond Hettinger 
(Miss Islington (bot)) in branch '3.8':
bpo-36324:  Apply review comment from Jake Vanderplas (GH-15695) (GH-15696)
https://github.com/python/cpython/commit/f5649bfe7622447b302ef55e4db3a96b5840f8e8


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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Raymond Hettinger  added the comment:


New changeset 9b51570ffd0494c07dafe10c7d2afe865754694c by Raymond Hettinger in 
branch 'master':
bpo-36324:  Apply review comment from Jake Vanderplas (GH-15695)
https://github.com/python/cpython/commit/9b51570ffd0494c07dafe10c7d2afe865754694c


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[issue36324] Inverse cumulative normal distribution function

[miss-islington]

Change by miss-islington :


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pull_request: https://github.com/python/cpython/pull/15696

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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Change by Raymond Hettinger :


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pull_request: https://github.com/python/cpython/pull/15695

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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Raymond Hettinger  added the comment:


New changeset dafbe3265657dc5a5c46e762080023f0aa25ec58 by Raymond Hettinger 
(Miss Islington (bot)) in branch '3.8':
bpo-36324:  Apply review comments from Allen Downey (GH-15693) (GH-15694)
https://github.com/python/cpython/commit/dafbe3265657dc5a5c46e762080023f0aa25ec58


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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Raymond Hettinger  added the comment:


New changeset e4810b2a6c1d0db1a27ad046831b8fa3b57967a4 by Raymond Hettinger in 
branch 'master':
bpo-36324:  Apply review comments from Allen Downey (GH-15693)
https://github.com/python/cpython/commit/e4810b2a6c1d0db1a27ad046831b8fa3b57967a4


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[issue36324] Inverse cumulative normal distribution function

[miss-islington]

Change by miss-islington :


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pull_request: https://github.com/python/cpython/pull/15694

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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Change by Raymond Hettinger :


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pull_request: https://github.com/python/cpython/pull/15693

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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Raymond Hettinger  added the comment:


New changeset d7d607c000a28432f87d24d2a5a9315c51017041 by Raymond Hettinger 
(Miss Islington (bot)) in branch '3.8':
bpo-36324: Update comments to include the target hash sums (GH-15110) (GH-15112)
https://github.com/python/cpython/commit/d7d607c000a28432f87d24d2a5a9315c51017041


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[issue36324] Inverse cumulative normal distribution function

[miss-islington]

Change by miss-islington :


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pull_request: https://github.com/python/cpython/pull/15112

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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Raymond Hettinger  added the comment:


New changeset 8183bb8150edcac6a7525bfb7708d08837ecb095 by Raymond Hettinger in 
branch 'master':
bpo-36324: Update comments to include the target hash sums (GH-15110)
https://github.com/python/cpython/commit/8183bb8150edcac6a7525bfb7708d08837ecb095


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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Change by Raymond Hettinger :


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pull_request: https://github.com/python/cpython/pull/15110

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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Raymond Hettinger  added the comment:


New changeset c613c3319ed9bdc8cd74c730ad946169c0776c8a by Raymond Hettinger 
(Miss Islington (bot)) in branch '3.8':
bpo-36324: Make internal attributes for statistics.NormalDist() private. 
(GH-14871) (GH-14875)
https://github.com/python/cpython/commit/c613c3319ed9bdc8cd74c730ad946169c0776c8a


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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Raymond Hettinger  added the comment:


New changeset 02c91f59b6f6e720a9e89635e00c55bcf7f932a8 by Raymond Hettinger in 
branch 'master':
bpo-36324: Make internal attributes for statistics.NormalDist() private. 
(GH-14871)
https://github.com/python/cpython/commit/02c91f59b6f6e720a9e89635e00c55bcf7f932a8


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[issue36324] Inverse cumulative normal distribution function

[miss-islington]

Change by miss-islington :


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pull_request: https://github.com/python/cpython/pull/14875

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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Change by Raymond Hettinger :


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pull_request: https://github.com/python/cpython/pull/14871

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[issue36324] Inverse cumulative normal distribution function

[miss-islington]

miss-islington  added the comment:


New changeset 2afb59861827a23c1b50e44022bb77291351c2f1 by Miss Islington (bot) 
(Raymond Hettinger) in branch 'master':
bpo-36324: NormalDist() add more tests and update comments (GH-12476)
https://github.com/python/cpython/commit/2afb59861827a23c1b50e44022bb77291351c2f1


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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Change by Raymond Hettinger :


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[issue36324] Inverse cumulative normal distribution function

[Steven D'Aprano]

Steven D'Aprano  added the comment:

On Tue, Mar 19, 2019 at 01:06:45AM +, Steven D'Aprano wrote:
> Later I will do some spot checks against the results returned by the Nspire 
> calculator

Looks good to me, they agree to 6 decimal places in my tests. Following 
Mark's earlier investigation, I expect that where they differ, it is the 
Nspire which is wrong.

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[issue36324] Inverse cumulative normal distribution function

[miss-islington]

miss-islington  added the comment:


New changeset fe13883f01da855967403acab77e0f16707a56cb by Miss Islington (bot) 
(Raymond Hettinger) in branch 'master':
bpo-36324: Improved code formatting for the NormalDist.inv_cdf rational 
approximation (GH-12448)
https://github.com/python/cpython/commit/fe13883f01da855967403acab77e0f16707a56cb


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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Change by Raymond Hettinger :


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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Raymond Hettinger  added the comment:

Thanks Steven.

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resolution:  -> fixed
stage: patch review -> resolved
status: open -> closed

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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Raymond Hettinger  added the comment:


New changeset 714c60d7aca6d0f6d73ad2d7c876d2d683a7fce3 by Raymond Hettinger in 
branch 'master':
bpo-36324: Add inv_cdf() to statistics.NormalDist() (GH-12377)
https://github.com/python/cpython/commit/714c60d7aca6d0f6d73ad2d7c876d2d683a7fce3


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[issue36324] Inverse cumulative normal distribution function

[Steven D'Aprano]

Steven D'Aprano  added the comment:

Looks good to me.

Later I will do some spot checks against the results returned by the Nspire 
calculator, but in the meantime I think this can go in. Thanks for your efforts 
Raymond, I think this NormalDist is shaping up to be a great addition.

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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

Change by Raymond Hettinger :


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stage:  -> patch review

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[issue36324] Inverse cumulative normal distribution function

[Raymond Hettinger]

New submission from Raymond Hettinger :

Give statistics.NormalDist()a method for computing the inverse cumulative 
distribution function.  Model it after the NORM.INV function in MS Excel.

https://support.office.com/en-us/article/norm-inv-function-54b30935-fee7-493c-bedb-2278a9db7e13

Use the high accuracy approximation found here:  
http://csg.sph.umich.edu/abecasis/gas_power_calculator/algorithm-as-241-the-percentage-points-of-the-normal-distribution.pdf

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assignee: steven.daprano
components: Library (Lib)
messages: 338120
nosy: rhettinger, steven.daprano
priority: normal
severity: normal
status: open
title: Inverse cumulative normal distribution function
type: enhancement
versions: Python 3.8

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