Add `log_inc_beta` function
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- Dominant language
- C++
- Stars
- 839
- Forks
- 220
- Avg merge
- 2d 4h
- Merged PRs (30d)
- 14
Description
Description
The Binomial (LC)CDF functions are defined using the inc_beta function, however this can underflow to 0 for large inputs. By using the relationship with the Gauss Hypergeometric function, we can calculate inc_beta on the log scale: https://stats.stackexchange.com/a/148700
This provides greater resistance to underflow: https://godbolt.org/z/Pxn8MMYTv
Current Version:
v4.4.0
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 inc_beta implementation and the Binomial (LC)CDF functions mentioned in the issue. Read the linked Gauss Hypergeometric relationship and compare it with the underflow example; done means a log_inc_beta function provides the requested large-input behavior.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 32/100