Details
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Improvement
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Status: Closed
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Minor
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Resolution: Fixed
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1.0
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None
Description
Many distributions only compute the inverse CDF to 1e-9 relative error. Some fail to compute when the input p value maps to a very small x value (e.g. 1e-50). This is related to the defaults for the brent solver used in the default implementation.
Investigation of tolerances in the brent solver discovered a bug when evaluating very small objective functions (NUMBERS-168).
The brent solver requires a release to be used with this fix so work can use a local copy until all issues with it have been resolved, and the changes ported back to numbers.