3 ms·
If it's so easy can you show me an example code for it? The speed doesn't matter, it's the algorithm that's important. Please make sure that you handle all the
by xiphias2 8y ago
If it's so easy can you show me an example code for it?
The speed doesn't matter, it's the algorithm that's important. Please make sure that you handle all the numerical instabilities, and show me the Julia code for binomial and trinomial normal CDF computation that is not using integration, but a fast, correct and precise approximation.
- ChrisRackauckas 8y agoDid you not look at StatFuns.jl? Bivariate is here: https://github.com/JuliaStats/StatsFuns.jl/blob/e21bc26b1773aeb86bc8df4832db9c371d09ba2b/src/tvpack.jl#L338 https://github.com/JuliaStats/StatsFuns.jl/blob/e21bc26b1773... . For trivariate you'd just do the same kind of translation process if you have a Fortran code which has an appropriate license of course. If you have an example of a Fortran file for trivariate, we can open an issue on StatFuns.jl and get an undergrad via Google Summer of Code to translate it over, or implement from scratch from a paper's description. The reason why this kind of code is easy to translate is because there is a direct mapping of language features (difficult to translate code is code that uses unique language structures). The only real difficulty of mapping (non-object oriented non-distributed) Fortran into a higher level language is keeping the speed.
- xiphias2 8y agoIt's cool, thank you very much! I was looking at Distributions.jl when I was searching for it, but didn't find it there.