[Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions

[Rik]

URL:
  <http://savannah.gnu.org/bugs/?34363>

                 Summary: Poor performance for certain statistical
distributions
                 Project: GNU Octave
            Submitted by: rik5
            Submitted on: Thu 22 Sep 2011 09:50:54 PM PDT
                Category: Libraries
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Performance
                  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 following functions in scripts/statistics/distributions are implemented
with loops which are slow in Octave.

binoinv
nbininv
poissinv

betainv
gaminv

hygecdf
hygeinv
hygernd

The first three are problematic because they use a 'while (1)' construction
and the stopping condition is not always met. For example,

poissinv(1-eps,4)

will create an infinite loop that can only be broken with Ctrl-C.

At the very least, the 'while (1)' construction should be replaced with a for
loop which will eventually terminate.

The best possible outcome would be to recode these entirely to get rid of the
loops.




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