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authorRaymond Hettinger <rhettinger@users.noreply.github.com>2019-08-26 18:25:58 (GMT)
committerGitHub <noreply@github.com>2019-08-26 18:25:58 (GMT)
commit6fee0f8ea72fa68155a32b33b6c0ed9e5a740e45 (patch)
tree6161e5ce58410db1a3165a55ed53c9dcca75f90f /Modules/_statisticsmodule.c
parent10c452b894d95fed06056fe11e8fe8e1a2a60040 (diff)
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bpo-37798: Minor code formatting and comment clean-ups. (GH-15526)
Diffstat (limited to 'Modules/_statisticsmodule.c')
-rw-r--r--Modules/_statisticsmodule.c35
1 files changed, 22 insertions, 13 deletions
diff --git a/Modules/_statisticsmodule.c b/Modules/_statisticsmodule.c
index 78ec90a..676d3fb 100644
--- a/Modules/_statisticsmodule.c
+++ b/Modules/_statisticsmodule.c
@@ -1,4 +1,4 @@
-/* statistics accelerator C extensor: _statistics module. */
+/* statistics accelerator C extension: _statistics module. */
#include "Python.h"
#include "structmember.h"
@@ -10,11 +10,13 @@ module _statistics
[clinic start generated code]*/
/*[clinic end generated code: output=da39a3ee5e6b4b0d input=864a6f59b76123b2]*/
-
-static PyMethodDef speedups_methods[] = {
- _STATISTICS__NORMAL_DIST_INV_CDF_METHODDEF
- {NULL, NULL, 0, NULL}
-};
+/*
+ * There is no closed-form solution to the inverse CDF for the normal
+ * distribution, so we use a rational approximation instead:
+ * Wichura, M.J. (1988). "Algorithm AS241: The Percentage Points of the
+ * Normal Distribution". Applied Statistics. Blackwell Publishing. 37
+ * (3): 477–484. doi:10.2307/2347330. JSTOR 2347330.
+ */
/*[clinic input]
_statistics._normal_dist_inv_cdf -> double
@@ -34,7 +36,7 @@ _statistics__normal_dist_inv_cdf_impl(PyObject *module, double p, double mu,
// Algorithm AS 241: The Percentage Points of the Normal Distribution
if(fabs(q) <= 0.425) {
r = 0.180625 - q * q;
- // Hash sum AB: 55.88319 28806 14901 4439
+ // Hash sum-55.8831928806149014439
num = (((((((2.5090809287301226727e+3 * r +
3.3430575583588128105e+4) * r +
6.7265770927008700853e+4) * r +
@@ -54,11 +56,11 @@ _statistics__normal_dist_inv_cdf_impl(PyObject *module, double p, double mu,
x = num / den;
return mu + (x * sigma);
}
- r = q <= 0.0? p : 1.0-p;
+ r = (q <= 0.0) ? p : (1.0 - p);
r = sqrt(-log(r));
if (r <= 5.0) {
r = r - 1.6;
- // Hash sum CD: 49.33206 50330 16102 89036
+ // Hash sum-49.33206503301610289036
num = (((((((7.74545014278341407640e-4 * r +
2.27238449892691845833e-2) * r +
2.41780725177450611770e-1) * r +
@@ -77,7 +79,7 @@ _statistics__normal_dist_inv_cdf_impl(PyObject *module, double p, double mu,
1.0);
} else {
r -= 5.0;
- // Hash sum EF: 47.52583 31754 92896 71629
+ // Hash sum-47.52583317549289671629
num = (((((((2.01033439929228813265e-7 * r +
2.71155556874348757815e-5) * r +
1.24266094738807843860e-3) * r +
@@ -96,23 +98,30 @@ _statistics__normal_dist_inv_cdf_impl(PyObject *module, double p, double mu,
1.0);
}
x = num / den;
- if (q < 0.0) x = -x;
+ if (q < 0.0) {
+ x = -x;
+ }
return mu + (x * sigma);
}
+
+static PyMethodDef statistics_methods[] = {
+ _STATISTICS__NORMAL_DIST_INV_CDF_METHODDEF
+ {NULL, NULL, 0, NULL}
+};
+
static struct PyModuleDef statisticsmodule = {
PyModuleDef_HEAD_INIT,
"_statistics",
_statistics__normal_dist_inv_cdf__doc__,
-1,
- speedups_methods,
+ statistics_methods,
NULL,
NULL,
NULL,
NULL
};
-
PyMODINIT_FUNC
PyInit__statistics(void)
{