Add CDF methods to continuous distributions #2073
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No need to perform both absolute value and square.
Log CDF methods for several distributions
The reasoning behind this is that a Flat distribution is a Uniform distribution with bounds stretching symmetrically towards negative and positive infinity. Or a Normal distribution with infinite standard deviation. Both of these give values of 1/2 for any finite point in the CDF. At negative infinity, the CDF is 0 and at positive infinity it is 1.
Since the normal CDF is used in both Wald and Normal it is refactored into a function but not exported
WIP: Implement more continuous log CDF functions
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Unfortunately, my beta log-CDF appears not to be very precise. |
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Maybe we should close #2048, since the commits are here anyhow. |
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My bad, I hadn't refreshed my browser tab... |
This was referenced Oct 30, 2017
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Closing in favor of #2688 |
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This PR is mostly work by @domenzain that implements log-CDF methods to the continuous distributions. This merges the collaborative feature branch into master.