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Quantile: use Newton method from Roots.jl #1900

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Commits on Sep 12, 2024

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  5. invlogcdf_newton()/invlogccdf_newton(): use strict inequality

    This 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.
    LebedevRI committed Sep 12, 2024
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Commits on Sep 13, 2024

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  4. 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)`.
    LebedevRI committed Sep 13, 2024
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Commits on Sep 19, 2024

  1. newton(): defer to Roots.jl implementation

    Note that we really do need `Roots.jl` 2.2.0-or-newer,
    because of JuliaMath/Roots.jl#445
    LebedevRI committed Sep 19, 2024
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  2. Roots.jl require julia 1.6+

    LebedevRI committed Sep 19, 2024
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  4. 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.
    LebedevRI committed Sep 19, 2024
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