[Octave-bug-tracker] [bug #34362] binopdf.m: Implement high accuracy Holder algorithm for n >= 10

[Rik]

URL:
  <http://savannah.gnu.org/bugs/?34362>

                 Summary: binopdf.m: Implement high accuracy Holder algorithm
for n >= 10
                 Project: GNU Octave
            Submitted by: rik5
            Submitted on: Thu 22 Sep 2011 09:42:28 PM PDT
                Category: Libraries
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Feature Request
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: dev
        Operating System: GNU/Linux

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Details:

The implementation of binopdf using gammaln is not particularly accurate when
the number of tests, n, is large.  The Holder algorithm, see the attached
paper, describes a more accurate algorithm which is already widely in use by
other statistics packages such as R.

This report is being filed to make a record of the need for a better
algorithm.  Anyone with Octave script file experience is welcome to try
implementing the algorithm.



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File Attachments:


-------------------------------------------------------
Date: Thu 22 Sep 2011 09:42:28 PM PDT  Name: loader2000Fast.pdf  Size: 141kB  
By: rik5

<http://savannah.gnu.org/bugs/download.php?file_id=24016>

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