feat: add stats/base/dists/wald/cdf#9709
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Neerajpathak07 wants to merge 9 commits intostdlib-js:developfrom
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feat: add stats/base/dists/wald/cdf#9709Neerajpathak07 wants to merge 9 commits intostdlib-js:developfrom
stats/base/dists/wald/cdf#9709Neerajpathak07 wants to merge 9 commits intostdlib-js:developfrom
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Given that the CI error is not due to changes in this PR will go ahead and open it for review!! |
Neerajpathak07
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Jan 13, 2026
| z = sqrt( lambda / x ); | ||
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| // Φ(a) = 0.5 * erfc( -a / sqrt( 2 ) ) | ||
| t1 = 0.5 * erfc( ( -z * ( ( x / mu ) - 1.0 ) ) / sqrt( 2.0 ) ); |
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Representing phi in this format ref:-
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Could have used stats/base/dists/normal/cdf but while writing the C implementation using normal_cdf into the equation causes discrepancy in the return values.
Neerajpathak07
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Jan 13, 2026
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| y = mycdf( 8.0 ); | ||
| // returns ~0.999 |
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Throws an error if 0.998 is rounded of to 1.000 so used this instead!!
Planeshifter
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Jan 13, 2026
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Left a bunch of comments. Thanks!
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@Planeshifter Updated the changes. But, benchmarks do seem to fail but runs clean locally. |
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Progresses #209.
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