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Issue36324

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classification
Title:Inverse cumulative normal distribution function
Type:enhancementStage:resolved
Components:Library (Lib)Versions:Python 3.8
process
Status:closedResolution:fixed
Dependencies:Superseder:
Assigned To: steven.dapranoNosy List: miss-islington, rhettinger, steven.daprano
Priority:normalKeywords:patch

Created on2019-03-17 08:15 byrhettinger, last changed2022-04-11 14:59 byadmin. This issue is nowclosed.

Pull Requests
URLStatusLinkedEdit
PR 12377mergedrhettinger,2019-03-17 08:27
PR 12448mergedrhettinger,2019-03-19 21:11
PR 12476mergedrhettinger,2019-03-20 20:10
PR 14871mergedrhettinger,2019-07-20 17:02
PR 14875mergedmiss-islington,2019-07-21 07:35
PR 15110mergedrhettinger,2019-08-04 18:16
PR 15112mergedmiss-islington,2019-08-04 18:53
PR 15693mergedrhettinger,2019-09-05 06:48
PR 15694mergedmiss-islington,2019-09-05 07:19
PR 15695mergedrhettinger,2019-09-05 07:56
PR 15696mergedmiss-islington,2019-09-05 08:03
Messages (15)
msg338120 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-03-17 08:15
Give statistics.NormalDist()a method for computing the inverse cumulative distribution function.  Model it after the NORM.INV function in MS Excel.https://support.office.com/en-us/article/norm-inv-function-54b30935-fee7-493c-bedb-2278a9db7e13Use the high accuracy approximation found here:http://csg.sph.umich.edu/abecasis/gas_power_calculator/algorithm-as-241-the-percentage-points-of-the-normal-distribution.pdf
msg338306 -(view)Author: Steven D'Aprano (steven.daprano)*(Python committer)Date: 2019-03-19 01:06
Looks good to me.Later I will do some spot checks against the results returned by the Nspire calculator, but in the meantime I think this can go in. Thanks for your efforts Raymond, I think this NormalDist is shaping up to be a great addition.
msg338313 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-03-19 03:17
New changeset714c60d7aca6d0f6d73ad2d7c876d2d683a7fce3 by Raymond Hettinger in branch 'master':bpo-36324: Add inv_cdf() to statistics.NormalDist() (GH-12377)https://github.com/python/cpython/commit/714c60d7aca6d0f6d73ad2d7c876d2d683a7fce3
msg338314 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-03-19 03:18
Thanks Steven.
msg338410 -(view)Author: miss-islington (miss-islington)Date: 2019-03-19 21:29
New changesetfe13883f01da855967403acab77e0f16707a56cb by Miss Islington (bot) (Raymond Hettinger) in branch 'master':bpo-36324: Improved code formatting for the NormalDist.inv_cdf rational approximation (GH-12448)https://github.com/python/cpython/commit/fe13883f01da855967403acab77e0f16707a56cb
msg338450 -(view)Author: Steven D'Aprano (steven.daprano)*(Python committer)Date: 2019-03-20 10:05
On Tue, Mar 19, 2019 at 01:06:45AM +0000, Steven D'Aprano wrote:> Later I will do some spot checks against the results returned by the Nspire calculatorLooks good to me, they agree to 6 decimal places in my tests. Following Mark's earlier investigation, I expect that where they differ, it is the Nspire which is wrong.
msg338511 -(view)Author: miss-islington (miss-islington)Date: 2019-03-20 20:29
New changeset2afb59861827a23c1b50e44022bb77291351c2f1 by Miss Islington (bot) (Raymond Hettinger) in branch 'master':bpo-36324: NormalDist() add more tests and update comments (GH-12476)https://github.com/python/cpython/commit/2afb59861827a23c1b50e44022bb77291351c2f1
msg348228 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-07-21 07:34
New changeset02c91f59b6f6e720a9e89635e00c55bcf7f932a8 by Raymond Hettinger in branch 'master':bpo-36324: Make internal attributes for statistics.NormalDist() private. (GH-14871)https://github.com/python/cpython/commit/02c91f59b6f6e720a9e89635e00c55bcf7f932a8
msg348230 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-07-21 07:55
New changesetc613c3319ed9bdc8cd74c730ad946169c0776c8a by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':bpo-36324: Make internal attributes for statistics.NormalDist() private. (GH-14871) (GH-14875)https://github.com/python/cpython/commit/c613c3319ed9bdc8cd74c730ad946169c0776c8a
msg348995 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-08-04 18:52
New changeset8183bb8150edcac6a7525bfb7708d08837ecb095 by Raymond Hettinger in branch 'master':bpo-36324: Update comments to include the target hash sums (GH-15110)https://github.com/python/cpython/commit/8183bb8150edcac6a7525bfb7708d08837ecb095
msg348996 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-08-04 19:16
New changesetd7d607c000a28432f87d24d2a5a9315c51017041 by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':bpo-36324: Update comments to include the target hash sums (GH-15110) (GH-15112)https://github.com/python/cpython/commit/d7d607c000a28432f87d24d2a5a9315c51017041
msg351184 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-09-05 07:18
New changesete4810b2a6c1d0db1a27ad046831b8fa3b57967a4 by Raymond Hettinger in branch 'master':bpo-36324:  Apply review comments from Allen Downey (GH-15693)https://github.com/python/cpython/commit/e4810b2a6c1d0db1a27ad046831b8fa3b57967a4
msg351187 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-09-05 07:42
New changesetdafbe3265657dc5a5c46e762080023f0aa25ec58 by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':bpo-36324:  Apply review comments from Allen Downey (GH-15693) (GH-15694)https://github.com/python/cpython/commit/dafbe3265657dc5a5c46e762080023f0aa25ec58
msg351189 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-09-05 08:03
New changeset9b51570ffd0494c07dafe10c7d2afe865754694c by Raymond Hettinger in branch 'master':bpo-36324:  Apply review comment from Jake Vanderplas (GH-15695)https://github.com/python/cpython/commit/9b51570ffd0494c07dafe10c7d2afe865754694c
msg351190 -(view)Author: Raymond Hettinger (rhettinger)*(Python committer)Date: 2019-09-05 08:10
New changesetf5649bfe7622447b302ef55e4db3a96b5840f8e8 by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':bpo-36324:  Apply review comment from Jake Vanderplas (GH-15695) (GH-15696)https://github.com/python/cpython/commit/f5649bfe7622447b302ef55e4db3a96b5840f8e8
History
DateUserActionArgs
2022-04-11 14:59:12adminsetgithub: 80505
2019-09-05 08:10:44rhettingersetmessages: +msg351190
2019-09-05 08:03:24miss-islingtonsetpull_requests: +pull_request15353
2019-09-05 08:03:20rhettingersetmessages: +msg351189
2019-09-05 07:56:50rhettingersetpull_requests: +pull_request15352
2019-09-05 07:42:31rhettingersetmessages: +msg351187
2019-09-05 07:19:06miss-islingtonsetpull_requests: +pull_request15351
2019-09-05 07:18:50rhettingersetmessages: +msg351184
2019-09-05 06:48:33rhettingersetpull_requests: +pull_request15350
2019-08-04 19:16:22rhettingersetmessages: +msg348996
2019-08-04 18:53:54miss-islingtonsetpull_requests: +pull_request14854
2019-08-04 18:52:08rhettingersetmessages: +msg348995
2019-08-04 18:16:37rhettingersetpull_requests: +pull_request14852
2019-07-21 07:55:23rhettingersetmessages: +msg348230
2019-07-21 07:35:03miss-islingtonsetpull_requests: +pull_request14662
2019-07-21 07:34:57rhettingersetmessages: +msg348228
2019-07-20 17:02:14rhettingersetpull_requests: +pull_request14660
2019-03-20 20:29:11miss-islingtonsetmessages: +msg338511
2019-03-20 20:10:17rhettingersetpull_requests: +pull_request12428
2019-03-20 10:05:19steven.dapranosetmessages: +msg338450
2019-03-19 21:29:18miss-islingtonsetnosy: +miss-islington
messages: +msg338410
2019-03-19 21:11:34rhettingersetpull_requests: +pull_request12402
2019-03-19 03:18:52rhettingersetstatus: open -> closed
resolution: fixed
messages: +msg338314

stage: patch review -> resolved
2019-03-19 03:17:17rhettingersetmessages: +msg338313
2019-03-19 01:06:45steven.dapranosetmessages: +msg338306
2019-03-17 08:27:02rhettingersetkeywords: +patch
stage: patch review
pull_requests: +pull_request12337
2019-03-17 08:15:39rhettingercreate
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