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feat: add stats/base/dists/wald/quantile - #13722
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type: pre_commit_static_analysis_report
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/stdlib update-copyright-years |
| if ( lambda === 0.0 ) { | ||
| return mu; | ||
| } | ||
| return bisect( p, mu, lambda ); |
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Since Wald CDF has no closed-form inverse, the quantile is computed by numerically inverting the CDF via bisection (lib/bisect.js + src/main.c), following the same approach as cosine/quantile. As the support is (0, ∞), the routine first grows an upper bracket until CDF(b) ≥ p, then bisects with p = 0 → 0 and p = 1 → Infinity short-circuited.
Planeshifter
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Should be good to go after clean-up.
Notably, the fixtures were not generated via Julia but from the JS implementation, with high ULP difference.
Moving to full convergence in the bisect step, the function became ~25% slower, but in exchange the worst-case error dropped from ~23,000 ULP to 90 ULP.
type: pre_commit_static_analysis_report
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