Inverse cumulative normal distribution function

[rhettinger]

BPO	36324
Nosy	@rhettinger, @stevendaprano, @miss-islington
PRs	bpo-36324: Add inv_cdf() to statistics.NormalDist() #12377 bpo-36324: Improved code formatting for the NormalDist.inv_cdf rational approximation #12448 bpo-36324: NormalDist() add more tests and update comments #12476 bpo-36324: Make internal attributes for statistics.NormalDist() private. #14871 [3.8] bpo-36324: Make internal attributes for statistics.NormalDist() private. (GH-14871) #14875 bpo-36324: Update comments to include the target hash sums #15110 [3.8] bpo-36324: Update comments to include the target hash sums (GH-15110) #15112 bpo-36324: Apply review comments from Allen Downey #15693 [3.8] bpo-36324: Apply review comments from Allen Downey (GH-15693) #15694 bpo-36324: Apply review comment from Jake Vanderplas #15695 [3.8] bpo-36324: Apply review comment from Jake Vanderplas (GH-15695) #15696

^{Note: these values reflect the state of the issue at the time it was migrated and might not reflect the current state.}

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GitHub fields:

assignee = 'https://github.com/stevendaprano'
closed_at = <Date 2019-03-19.03:18:52.625>
created_at = <Date 2019-03-17.08:15:39.483>
labels = ['3.8', 'type-feature', 'library']
title = 'Inverse cumulative normal distribution function'
updated_at = <Date 2019-09-05.08:10:44.232>
user = 'https://github.com/rhettinger'

bugs.python.org fields:

activity = <Date 2019-09-05.08:10:44.232>
actor = 'rhettinger'
assignee = 'steven.daprano'
closed = True
closed_date = <Date 2019-03-19.03:18:52.625>
closer = 'rhettinger'
components = ['Library (Lib)']
creation = <Date 2019-03-17.08:15:39.483>
creator = 'rhettinger'
dependencies = []
files = []
hgrepos = []
issue_num = 36324
keywords = ['patch']
message_count = 15.0
messages = ['338120', '338306', '338313', '338314', '338410', '338450', '338511', '348228', '348230', '348995', '348996', '351184', '351187', '351189', '351190']
nosy_count = 3.0
nosy_names = ['rhettinger', 'steven.daprano', 'miss-islington']
pr_nums = ['12377', '12448', '12476', '14871', '14875', '15110', '15112', '15693', '15694', '15695', '15696']
priority = 'normal'
resolution = 'fixed'
stage = 'resolved'
status = 'closed'
superseder = None
type = 'enhancement'
url = 'https://bugs.python.org/issue36324'
versions = ['Python 3.8']

[rhettinger]

Give statistics.NormalDist()a method for computing the inverse cumulative distribution function. Model it after the NORM.INV function in MS Excel.

https://support.office.com/en-us/article/norm-inv-function-54b30935-fee7-493c-bedb-2278a9db7e13

Use the high accuracy approximation found here: http://csg.sph.umich.edu/abecasis/gas_power_calculator/algorithm-as-241-the-percentage-points-of-the-normal-distribution.pdf

[stevendaprano]

Looks good to me.

Later I will do some spot checks against the results returned by the Nspire calculator, but in the meantime I think this can go in. Thanks for your efforts Raymond, I think this NormalDist is shaping up to be a great addition.

[rhettinger]

New changeset 714c60d by Raymond Hettinger in branch 'master':
bpo-36324: Add inv_cdf() to statistics.NormalDist() (GH-12377)
714c60d

[rhettinger]

Thanks Steven.

[miss-islington]

New changeset fe13883 by Miss Islington (bot) (Raymond Hettinger) in branch 'master':
bpo-36324: Improved code formatting for the NormalDist.inv_cdf rational approximation (GH-12448)
fe13883

[stevendaprano]

On Tue, Mar 19, 2019 at 01:06:45AM +0000, Steven D'Aprano wrote:

Later I will do some spot checks against the results returned by the Nspire calculator

Looks good to me, they agree to 6 decimal places in my tests. Following
Mark's earlier investigation, I expect that where they differ, it is the
Nspire which is wrong.

[miss-islington]

New changeset 2afb598 by Miss Islington (bot) (Raymond Hettinger) in branch 'master':
bpo-36324: NormalDist() add more tests and update comments (GH-12476)
2afb598

[rhettinger]

New changeset 02c91f5 by Raymond Hettinger in branch 'master':
bpo-36324: Make internal attributes for statistics.NormalDist() private. (GH-14871)
02c91f5

[rhettinger]

New changeset c613c33 by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':
bpo-36324: Make internal attributes for statistics.NormalDist() private. (GH-14871) (GH-14875)
c613c33

[rhettinger]

New changeset 8183bb8 by Raymond Hettinger in branch 'master':
bpo-36324: Update comments to include the target hash sums (GH-15110)
8183bb8

[rhettinger]

New changeset d7d607c by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':
bpo-36324: Update comments to include the target hash sums (GH-15110) (GH-15112)
d7d607c

[rhettinger]

New changeset e4810b2 by Raymond Hettinger in branch 'master':
bpo-36324: Apply review comments from Allen Downey (GH-15693)
e4810b2

[rhettinger]

New changeset dafbe32 by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':
bpo-36324: Apply review comments from Allen Downey (GH-15693) (GH-15694)
dafbe32

[rhettinger]

New changeset 9b51570 by Raymond Hettinger in branch 'master':
bpo-36324: Apply review comment from Jake Vanderplas (GH-15695)
9b51570

[rhettinger]

New changeset f5649bf by Raymond Hettinger (Miss Islington (bot)) in branch '3.8':
bpo-36324: Apply review comment from Jake Vanderplas (GH-15695) (GH-15696)
f5649bf