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.