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Inverse cumulative normal distribution function #80505

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rhettinger opened this issue Mar 17, 2019 · 15 comments
Closed

Inverse cumulative normal distribution function #80505

rhettinger opened this issue Mar 17, 2019 · 15 comments
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@stevendaprano
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3.8 only security fixes stdlib Python modules in the Lib dir type-feature A feature request or enhancement

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@rhettinger
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BPO 36324
Nosy @rhettinger, @stevendaprano, @miss-islington
PRs
  • bpo-36324: Add inv_cdf() to statistics.NormalDist() #12377
  • bpo-36324: Improved code formatting for the NormalDist.inv_cdf rational approximation #12448
  • bpo-36324: NormalDist() add more tests and update comments #12476
  • bpo-36324: Make internal attributes for statistics.NormalDist() private. #14871
  • [3.8] bpo-36324: Make internal attributes for statistics.NormalDist() private. (GH-14871) #14875
  • bpo-36324: Update comments to include the target hash sums #15110
  • [3.8] bpo-36324: Update comments to include the target hash sums (GH-15110) #15112
  • bpo-36324: Apply review comments from Allen Downey #15693
  • [3.8] bpo-36324: Apply review comments from Allen Downey (GH-15693) #15694
  • bpo-36324: Apply review comment from Jake Vanderplas #15695
  • [3.8] bpo-36324: Apply review comment from Jake Vanderplas (GH-15695) #15696
    		•

    Note: these values reflect the state of the issue at the time it was migrated and might not reflect the current state.

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    GitHub fields:

    assignee = 'https://github.com/stevendaprano'
closed_at = <Date 2019-03-19.03:18:52.625>
created_at = <Date 2019-03-17.08:15:39.483>
labels = ['3.8', 'type-feature', 'library']
title = 'Inverse cumulative normal distribution function'
updated_at = <Date 2019-09-05.08:10:44.232>
user = 'https://github.com/rhettinger'

    bugs.python.org fields:

    activity = <Date 2019-09-05.08:10:44.232>
actor = 'rhettinger'
assignee = 'steven.daprano'
closed = True
closed_date = <Date 2019-03-19.03:18:52.625>
closer = 'rhettinger'
components = ['Library (Lib)']
creation = <Date 2019-03-17.08:15:39.483>
creator = 'rhettinger'
dependencies = []
files = []
hgrepos = []
issue_num = 36324
keywords = ['patch']
message_count = 15.0
messages = ['338120', '338306', '338313', '338314', '338410', '338450', '338511', '348228', '348230', '348995', '348996', '351184', '351187', '351189', '351190']
nosy_count = 3.0
nosy_names = ['rhettinger', 'steven.daprano', 'miss-islington']
pr_nums = ['12377', '12448', '12476', '14871', '14875', '15110', '15112', '15693', '15694', '15695', '15696']
priority = 'normal'
resolution = 'fixed'
stage = 'resolved'
status = 'closed'
superseder = None
type = 'enhancement'
url = 'https://bugs.python.org/issue36324'
versions = ['Python 3.8']
    @rhettinger
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    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

    @rhettinger rhettinger added the 3.8 only security fixes label Mar 17, 2019
    @rhettinger rhettinger added stdlib Python modules in the Lib dir type-feature A feature request or enhancement labels Mar 17, 2019
    @stevendaprano
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    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.

    @rhettinger
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    New changeset 714c60d by Raymond Hettinger in branch 'master':
    bpo-36324: Add inv_cdf() to statistics.NormalDist() (GH-12377)
    714c60d

    @rhettinger
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    Thanks Steven.

    @miss-islington
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    New changeset fe13883 by Miss Islington (bot) (Raymond Hettinger) in branch 'master':
    bpo-36324: Improved code formatting for the NormalDist.inv_cdf rational approximation (GH-12448)
    fe13883

    @stevendaprano
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    On Tue, Mar 19, 2019 at 01:06:45AM +0000, 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.

    @miss-islington
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    New changeset 2afb598 by Miss Islington (bot) (Raymond Hettinger) in branch 'master':
    bpo-36324: NormalDist() add more tests and update comments (GH-12476)
    2afb598

    @rhettinger
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    New changeset 02c91f5 by Raymond Hettinger in branch 'master':
    bpo-36324: Make internal attributes for statistics.NormalDist() private. (GH-14871)
    02c91f5

    @rhettinger
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    New changeset c613c33 by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':
    bpo-36324: Make internal attributes for statistics.NormalDist() private. (GH-14871) (GH-14875)
    c613c33

    @rhettinger
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    New changeset 8183bb8 by Raymond Hettinger in branch 'master':
    bpo-36324: Update comments to include the target hash sums (GH-15110)
    8183bb8

    @rhettinger
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    New changeset d7d607c by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':
    bpo-36324: Update comments to include the target hash sums (GH-15110) (GH-15112)
    d7d607c

    @rhettinger
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    New changeset e4810b2 by Raymond Hettinger in branch 'master':
    bpo-36324: Apply review comments from Allen Downey (GH-15693)
    e4810b2

    @rhettinger
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    New changeset dafbe32 by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':
    bpo-36324: Apply review comments from Allen Downey (GH-15693) (GH-15694)
    dafbe32

    @rhettinger
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    New changeset 9b51570 by Raymond Hettinger in branch 'master':
    bpo-36324: Apply review comment from Jake Vanderplas (GH-15695)
    9b51570

    @rhettinger
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    New changeset f5649bf by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':
    bpo-36324: Apply review comment from Jake Vanderplas (GH-15695) (GH-15696)
    f5649bf

    @ezio-melotti ezio-melotti transferred this issue from another repository Apr 10, 2022
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