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Improve accuracy of kde() invcdf estimates (gh-124637)

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Raymond Hettinger 2024-09-27 09:56:37 -07:00 committed by GitHub
parent 26a74203f0
commit 4b89c5ebfc
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1 changed files with 7 additions and 1 deletions
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8
Lib/statistics.py
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@ -870,9 +870,12 @@ def _newton_raphson(f_inv_estimate, f, f_prime, tolerance=1e-12):
return f_inv
def _quartic_invcdf_estimate(p):
# A handrolled piecewise approximation. There is no magic here.
sign, p = (1.0, p) if p <= 1/2 else (-1.0, 1.0 - p)
if p < 0.0106:
return ((2.0 * p) ** 0.3838 - 1.0) * sign
x = (2.0 * p) ** 0.4258865685331 - 1.0
if p >= 0.004 < 0.499:
if p < 0.499:
x += 0.026818732 * sin(7.101753784 * p + 2.73230839482953)
return x * sign
@ -886,8 +889,11 @@ def quartic_kernel():
return pdf, cdf, invcdf, support
def _triweight_invcdf_estimate(p):
# A handrolled piecewise approximation. There is no magic here.
sign, p = (1.0, p) if p <= 1/2 else (-1.0, 1.0 - p)
x = (2.0 * p) ** 0.3400218741872791 - 1.0
if 0.00001 < p < 0.499:
x -= 0.033 * sin(1.07 * tau * (p - 0.035))
return x * sign
@register('triweight')