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Ran 25 Nov 2021 06:47PM UTC

Jobs 1

Files 35

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Build # 235

Build Type

push

travis-ci-com

Committed by

aherbert

Commit Message

Update normal distribution pdf to compute directly.

Use of exp(logDensity) can suffer errors as x increases in magnitude for
the standard normal distribution (mu=0, sd=1).

Approximate errors:
x   ulp
3   3
6   10
12  >40

Added extended precision test data for the standard normal distribution
computed using maxima. ULP errors are below 2 for x <= 12 when computing
the PDF directly.

Added extended precision computation of x * sqrt(2 * pi) for use in the
PDF computation for normal distributions with a mean other than 1.

This computes more accurately than x * Math.sqrt(2 * Math.PI), or x *
SQRT2PI if using a pre-computed constant.

Run Details

1497 of 1497 relevant lines covered (100.0%)

1.0 hits per line

Jobs

ID	Job ID	Ran	Files	Coverage
1	235.1	25 Nov 2021 06:47PM UTC	0	100.0	Travis Job 235.1

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