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Quantile: use Newton
method from Roots.jl
#1900
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LebedevRI
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Commits on Sep 12, 2024
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invlogcdf_newton()
/invlogccdf_newton()
: use strict inequalityThis is what the `quantile_newton()`/`cquantile_newton()` does, because otherwise they were able to end up in an endless loops, when the initial point and the mode are the same, see JuliaStats#666. I'm not sure this is needed here, but the next change is going to refactor them to use general `newton()`, which would make this change anyway, so unless we need the current behaviour, let's do this change explicitly.
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Commits on Sep 13, 2024
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invlog[c]cdf_newton()
: explicitly pass function and derivative into…… the `newton() These have `df(x)=1`, at least that is what the `df(x)` is if we solve `Δ(x)=f(x)/f'(x)` as an equation for `f'(x)`.
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Commits on Sep 19, 2024
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newton()
: defer toRoots.jl
implementationNote that we really do need `Roots.jl` 2.2.0-or-newer, because of JuliaMath/Roots.jl#445
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CI does not pass with julia 1.6, so test 1.7 instead
From the disscussion in the PR, it is not at all obvious to me what the proper solution here is.
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