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Improve accuracy of logdiffcdf(::Normal, x, y) #1728

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merged 1 commit into from
May 25, 2023

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devmotion
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Currently evaluating logdiffcdf(::Normal, x, y) for x, y in the tails of the distribution returns -Inf. We can do better by using SpecialFunctions.logerf.

This issue came up in #1723 and will be helpful for that PR I assume.

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codecov-commenter commented May 25, 2023

Codecov Report

Patch coverage: 100.00% and no project coverage change.

Comparison is base (4ec511b) 85.89% compared to head (39f881a) 85.90%.

Additional details and impacted files
@@           Coverage Diff           @@
##           master    #1728   +/-   ##
=======================================
  Coverage   85.89%   85.90%           
=======================================
  Files         142      142           
  Lines        8560     8566    +6     
=======================================
+ Hits         7353     7359    +6     
  Misses       1207     1207           
Impacted Files Coverage Δ
src/univariate/continuous/normal.jl 98.38% <100.00%> (+0.08%) ⬆️

☔ View full report in Codecov by Sentry.
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@ararslan ararslan left a comment

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Nice!

@devmotion devmotion merged commit fd58ce1 into master May 25, 2023
@devmotion devmotion deleted the dw/logdiffcdf_normal branch May 25, 2023 16:50
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3 participants