Replace Rmath noncentral beta with pure Julia implementation#206
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Replace Rmath noncentral beta with pure Julia implementation#206andreasnoack wants to merge 2 commits into
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Port hypergeometric distribution functions from Ian Smith's VBA code, removing the dependency on Rmath for all 10 hyper functions (pdf, logpdf, cdf, ccdf, logcdf, logccdf, invcdf, invccdf, invlogcdf, invlogccdf). Add helper functions logfbit, lfbaccdif1, and ab_minus_cd to misc.jl for accurate Stirling correction and cross-product computation.
Port all 10 noncentral beta distribution functions from Rmath to pure Julia, based on VBA code by Ian Smith. Core CDF computation uses Poisson-weighted sum of incomplete beta function values (beta_nc1/comp_beta_nc1). Inverse CDF uses Newton-Raphson with Abramowitz & Stegun 26.6.26 initial estimate. Add reusable helpers to misc.jl: - _poisson_term: high-precision Poisson PMF via Stirling corrections - _binomial_term: high-precision binomial PMF via Stirling corrections - _logdif: accurate log(pr/prob) for Newton iteration
Codecov Report❌ Patch coverage is
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## an/normath-hyper #206 +/- ##
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- Coverage 72.39% 69.44% -2.95%
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Files 22 22
Lines 1007 1774 +767
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+ Hits 729 1232 +503
- Misses 278 542 +264 ☔ View full report in Codecov by Harness. 🚀 New features to boost your workflow:
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Summary
misc.jl:_poisson_term,_binomial_term,_logdifTest plan
rmathcomp_tests🤖 Generated with Claude Code