add log_Phi_approx function and its complement
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- Dominant language
- C++
- Stars
- 839
- Forks
- 220
- Avg merge
- 2d 4h
- Merged PRs (30d)
- 14
Description
Description
For arithmetic stability in CDF calculations, we should have an approximate Phi and its complement on the log scale.
Note
- Ideally this will be done with custom derivatives
- Ideally this will be properly vectorized
If not, there's a log_inv_logit that could be called.
A naming convention for complements needs to be established. logc_Phi_approx seems a bit too cryptic despite our having lcdf and lccdf functions.
Current Math Version
v2.18.0
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the existing Phi-related implementation and the log_inv_logit function mentioned in the issue. Clarify the complement naming convention, then determine the expected stability, custom-derivative, and vectorization requirements. Done means the approximate Phi and complement are implemented with agreed names and covered by the relevant tests.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100