add normal quantile #157
add normal quantile #157
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distmv/normal.go
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| // Quantile returns the multi-dimensional inverse cumulative distribution function. | ||
| // len(x) must equal len(p), and if x is non-nil, len(x) must also equal len(p). | ||
| // If x is nil, a new slice will be allocated and returned, otherwise the quantile | ||
| // will be stored in-place into x. All of the values of p must be between 0 and 1, |
distmv/normal.go
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| @@ -246,6 +246,29 @@ func (n *Normal) Prob(x []float64) float64 { | |||
| return math.Exp(n.LogProb(x)) | |||
| } | |||
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| // Quantile returns the multi-dimensional inverse cumulative distribution function. | |||
| // len(x) must equal len(p), and if x is non-nil, len(x) must also equal len(p). | |||
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I don't understand this.
Also, at the moment there is no explicit length check for x when x != nil; the panic is potentially a runtime bounds check if len(x) < len(p), otherwise a panic in TransformNormal.
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Added the explicit check for size.
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I still don't understand "len(x) must equal len(p), and if x is non-nil, len(x) must also equal len(p)." the first "len(x)" is presumably supposed to be something else, no?
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Sorry, the comment was non-sensical. Fixed.
distmv/normal.go
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| func (n *Normal) Quantile(x, p []float64) []float64 { | ||
| dim := n.Dim() | ||
| if len(p) != dim { | ||
| panic(badSizeMismatch) |
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badInputLength?
(I'm not sure that badSizeMismatch is a good label anyway - what does it mean? A really bad size mismatch or a size mismatch is not actually a size mismatch).
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What is badSizeMismatch supposed to be used for? I think we should bring these constants together - having them spread around in separate files the way they are leads to this kind of problem.
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ping |
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Thanks |
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