Statistics primitives ("Elusive Eight") Lassi Kortela (14 Mar 2024 12:54 UTC)
Re: Statistics primitives ("Elusive Eight") Pierpaolo Bernardi (14 Mar 2024 20:26 UTC)
Re: Statistics primitives ("Elusive Eight") Lassi Kortela (16 Mar 2024 14:37 UTC)
Re: Statistics primitives ("Elusive Eight") Lassi Kortela (17 Mar 2024 16:53 UTC)
Re: Statistics primitives ("Elusive Eight") Jens Axel Søgaard (17 Mar 2024 17:14 UTC)
Re: Useful srfi's [was Re: Statistics primitives ("Elusive Eight")] Arthur A. Gleckler (16 Mar 2024 16:02 UTC)
Re: Statistics primitives ("Elusive Eight") Alex Shinn (18 Mar 2024 02:14 UTC)

Statistics primitives ("Elusive Eight") Lassi Kortela 14 Mar 2024 12:54 UTC

The following essay is not well known but it seems well argued.

Statistical Shortcomings in Standard Math Libraries (And How To Fix
Them) --
https://www.evanmiller.org/statistical-shortcomings-in-standard-math-libraries.html

It proposes adding 8 functions to the standard math library of every
general-purpose programming language:

* Regularized incomplete beta function
* Inverse of incomplete beta integral

* Regularized incomplete gamma integral
* Complemented incomplete gamma integral
* Inverse of complemented incomplete gamma integral

* Normal distribution function
* Inverse of Normal distribution function

* Bessel function of non-integer order

There are several mathematically literate schemers on the SRFI lists.
Could some of you review Miller's essay (it's a quick and enjoyable
read) and check whether his case is sound?

If it is, these functions could be packaged as a SRFI. Miller links to
existing MIT-licensed C implementations of all of them at netlib.org.