Re: [Boost-users] [math] gamma distribution's quantile performance

Subject: Re: [Boost-users] [math] gamma distribution's quantile performance
From: Christian Henning (chhenning_at_[hidden])
Date: 2009-09-06 14:57:26

John,

>> Question is if there is a way to incorporate such a function into
>> boost::math? As far, as I can tell the results are almost identical.
>
> I'll need to investigate this some more and perhaps incorporate testing
> dcdflib into my own test suite - however:
>
> * I notice we're actually using the same algorithm internally, I'll need to
> investigate the dcdflib code in more detail to figure out why it's faster,
> but I suspect it may be down to what the chosen accuracy is.
> * The Boost version is known to be robust and tested over a very wide range
> of inputs, it produces accurate results even when the result is very small
> or close to 1.
> * The Boost version is ~twice as fast as the R lib version.
>
> Of course #2 and #3 above may be of little consolation to you :-(

I think it should be possible to add the code while maintaining the
interface. But the code is very low level C with plenty of goto's.

I cannot really make a statement about the robustness. Only that it's
a very old library that's still in use.

>
> I'm going to be offline shortly for at least a couple of weeks (we have
> builders coming in), but I'll try and get back to you on this then -
> actually it might help if you file a bug report on the Trac at svn.boost.org
> so I can't forget :-)
>

I've added a ticket on your name. So, your really cannot forget.;-)

Regards,
Christian