Closed beorn7 closed 9 years ago
@bmizerany Didn't mention you on this one... :)
I'll close this. Found a few other issues. If you are interested in my (still quite messy) fixes, check out my fork at https://github.com/beorn7/perks (in particular https://github.com/beorn7/perks/commit/4a53c8d88a15e9591efbc4204d2c0db64a1f2db1 ).
Change sample generation to rand.NormFloat64 to expose previous problem.
(The current way of error calculation doesn't really work when sample values are close to zero. In my understanding, ε is meant to be the error of the quantile rank, not of the resulting value.)