Closed jgmbenoit closed 6 years ago
Thanks a lot! I'll check the plfit_i_ks_test_discrete
part.
The math seems to check out for me in the new version of plfit_i_ks_test_discrete
; I will probably add a comment about all the magic going on there, but otherwise it seems to be okay.
Comment added in 7472718.
Thanks for the merge. Concerning plfit_i_ks_test_discrete, I do not like the difference of logarithms and the differences around: a lot of cancellations may occurs here (eg, (1+epsilon_machine/10)-1 = 0). To workaround it, I see two solutions: (a) figure out a `magic formula' without cancellations; (b) implement an efficient different function (that takes into account the cancellations).
That’s correct, however the current version is still a significant improvement over the previous one so I’ll keep what we have and then start thinking about alternative solutions on the side.
On 2018. Mar 5., at 10:28, Jérôme Benoit notifications@github.com wrote:
Thanks for the merge. Concerning plfit_i_ks_test_discrete, I do not like the difference of logarithms and the differences around: a lot of cancellations may occurs here (eg, (1+epsilon_machine/10)-1 = 0). To workaround it, I see two solutions: (a) figure out a `magic formula' without cancellations; (b) implement an efficient different function (that takes into account the cancellations).
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in view to fix the underflow issue #13 . The underflow issue is fixed. Note that the function plfit_i_ks_test_discrete must be certainly revisited.