Fix numerical issues inside p-value computation #9
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Have been getting
infnegative log p-values where the correct numbers are reasonable (e.g. 60). This is because the computation involves direct p-values that are then log transformed. This doesn't give us any numerical stability benefits.This is not a full solution. It just fixes some floating point issues.
Would be ideal to have a C++ version of
scipy.stats.distributions.t.logsf, in which the log p-value is computed entirely in log space to avoid over/underflow before the log is applied.