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Make Weibull cdf & lcdf more robust, handle y = 0 inputs #3037
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Awesome! |
Jenkins Console Log Machine informationNo LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focalCPU: G++: Clang: |
Jenkins Console Log Machine informationNo LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focalCPU: G++: Clang: |
Summary
Reworks #2811 so that more of the (L)CDF & gradient calculations are on the log scale for stability
Tests
Mix tests added using the AD framework for all combinations or scalar and vector inputs, including
y == 0.0
Side Effects
N/A
Release notes
Updated the
weibull_cdf
andweibull_lcdf
functions for numerical stability as well as correct handling ofy == 0.0
Checklist
Copyright holder: Andrew Johnson
The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
the basic tests are passing
./runTests.py test/unit
)make test-headers
)make test-math-dependencies
)make doxygen
)make cpplint
)the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested