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Use besselix instead of besseli for better numerical stability.

Open marcpabst opened this issue 2 years ago • 4 comments

This PR improves numerical stability for the von-Mises-Fisher distribution for large values of κ.

marcpabst avatar Jul 21 '22 18:07 marcpabst

Will do!

marcpabst avatar Jul 22 '22 08:07 marcpabst

Codecov Report

Base: 85.94% // Head: 85.94% // No change to project coverage :thumbsup:

Coverage data is based on head (6f8536e) compared to base (5566488). Patch coverage: 100.00% of modified lines in pull request are covered.

Additional details and impacted files
@@           Coverage Diff           @@
##           master    #1598   +/-   ##
=======================================
  Coverage   85.94%   85.94%           
=======================================
  Files         129      129           
  Lines        8083     8083           
=======================================
  Hits         6947     6947           
  Misses       1136     1136           
Impacted Files Coverage Δ
src/multivariate/vonmisesfisher.jl 93.33% <100.00%> (ø)

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codecov-commenter avatar Jul 22 '22 09:07 codecov-commenter

Okay, I hope tests are okay now?

marcpabst avatar Jul 22 '22 11:07 marcpabst

I think the one failing test is unrelated to my changes?

marcpabst avatar Jul 22 '22 13:07 marcpabst

Thank you for the PR!

I wanted to add these improvements, so I applied the suggestions and hope this is fine with you.

devmotion avatar Sep 17 '22 22:09 devmotion