{{ message }}
Repository navigation
Conversation
Chain rules for partial derivatives of incomplete beta. Code is by @arzwa and taken from https://github.com/arzwa/IncBetaDer/blob/main/src/beta_inc_grad.jl Related to effort to provide julia implementations of pdf/cdf like functions (JuliaStats/StatsFuns.jl#113) and JuliaStats/Distributions.jl#1334
Author
Author
|
After reviewing the algorithms used for incomplete beta it is obvious that different approximations perform better in different domains of input variables. Unfortunately I have only found derivations of partial derivatives for a continued fraction approximation of incomplete beta (however not the one we are using for the incomplete beta). We can put these derivatives in place while acknowledging that they are not be accurate for all ranges of inputs, or we can hold off until someone derives partial derivatives for more of the approximation methods (if that is even possible). Thoughts? |
Author
This branch has not been deployed
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Chain rules for partial derivatives of incomplete beta. Code is by @arzwa and taken from
https://github.com/arzwa/IncBetaDer/blob/main/src/beta_inc_grad.jl
Related to effort to provide julia implementations of pdf/cdf like functions (JuliaStats/StatsFuns.jl#113) and associated problems (JuliaStats/Distributions.jl#1334)