feat: add `stats/base/dists/wald/cdf` by Neerajpathak07 · Pull Request #9709 · stdlib-js/stdlib

Neerajpathak07 · 2026-01-12T15:03:43Z

Progresses #209.

Description

What is the purpose of this pull request?

This pull request:

Adds stats/base/dists/wald/cdf

Related Issues

Does this pull request have any related issues?

This pull request has the following related issues:

RFC: add the Wald distribution #209

Questions

Any questions for reviewers of this pull request?

No.

Other

Any other information relevant to this pull request? This may include screenshots, references, and/or implementation notes.

No.

Checklist

Please ensure the following tasks are completed before submitting this pull request.

Read, understood, and followed the contributing guidelines

AI Assistance

When authoring the changes proposed in this PR, did you use any kind of AI assistance?

Yes
No

If you answered "yes" above, how did you use AI assistance?

Code generation (e.g., when writing an implementation or fixing a bug)
Test/benchmark generation
Documentation (including examples)
Research and understanding

Disclosure

If you answered "yes" to using AI assistance, please provide a short disclosure indicating how you used AI assistance. This helps reviewers determine how much scrutiny to apply when reviewing your contribution. Example disclosures: "This PR was written primarily by Claude Code." or "I consulted ChatGPT to understand the codebase, but the proposed changes were fully authored manually by myself.".

@stdlib-js/reviewers

stdlib-bot · 2026-01-12T18:48:23Z

Coverage Report

Package	Statements	Branches	Functions	Lines
stats/base/dists/wald/cdf	$\\color{green}361/361$ $\\color{green}+1.15\\%$	$\\color{green}35/35$ $\\color{green}+6.45\\%$	$\\color{green}4/4$ $\\color{green}+0.00\\%$	$\\color{green}361/361$ $\\color{green}+1.15\\%$

The above coverage report was generated for the changes in this PR.

Neerajpathak07 · 2026-01-13T03:32:48Z

Given that the CI error is not due to changes in this PR will go ahead and open it for review!!

Neerajpathak07 · 2026-01-13T04:13:29Z

+	z = sqrt( lambda / x );
+
+	// Φ(a) = 0.5 * erfc( -a / sqrt( 2 ) )
+	t1 = 0.5 * erfc( ( -z * ( ( x / mu ) - 1.0 ) ) / sqrt( 2.0 ) );


Representing phi in this format ref:-

Could have used stats/base/dists/normal/cdf but while writing the C implementation using normal_cdf into the equation causes discrepancy in the return values.

Neerajpathak07 · 2026-01-13T04:15:07Z

+y = mycdf( 8.0 );
+// returns ~0.999


Throws an error if 0.998 is rounded of to 1.000 so used this instead!!

Planeshifter

Left a bunch of comments. Thanks!

Neerajpathak07 · 2026-01-13T07:27:18Z

@Planeshifter Updated the changes. But, benchmarks do seem to fail but runs clean locally.
Is it a bug in this PR??

--- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown_pkg_readmes status: passed - task: lint_markdown_docs status: na - task: lint_markdown status: na - task: lint_package_json status: na - task: lint_repl_help status: na - task: lint_javascript_src status: na - task: lint_javascript_cli status: na - task: lint_javascript_examples status: na - task: lint_javascript_tests status: na - task: lint_javascript_benchmarks status: na - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: na - task: lint_c_examples status: na - task: lint_c_benchmarks status: na - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: passed - task: lint_typescript_tests status: na - task: lint_license_headers status: passed ---

--- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown_pkg_readmes status: na - task: lint_markdown_docs status: na - task: lint_markdown status: na - task: lint_package_json status: na - task: lint_repl_help status: passed - task: lint_javascript_src status: passed - task: lint_javascript_cli status: na - task: lint_javascript_examples status: na - task: lint_javascript_tests status: passed - task: lint_javascript_benchmarks status: passed - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: missing_dependencies - task: lint_c_examples status: na - task: lint_c_benchmarks status: na - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: passed - task: lint_typescript_tests status: passed - task: lint_license_headers status: passed ---

kgryte · 2026-07-16T01:47:44Z

@batpigandme Do we need to update our R versions again?

kgryte · 2026-07-16T01:49:53Z

Looks like CI failures stem from R to varying degree. @Neerajpathak07 Was there a reason why you decided to include R benchmarks in this PR?

kgryte · 2026-07-16T01:52:44Z

Also, @Neerajpathak07 you should address the R lint warnings, as they are simple fixes.

batpigandme · 2026-07-16T01:58:09Z

Something weird is going on because R 4.7 is still devel, and (much to my surprise) MASS depends on R >= 4.4.

The R lint fixes should be addressable. We could update R (again, really surprised about the versioning of MASS…must be a good reason, I’ll check the change log), but no released version of a package depends on 4.7.

Warning message:
package ‘MASS’ is not available for this version of R
‘MASS’ version 7.3-65 is in the repositories but depends on R (>= 4.4.0)
‘MASS’ version 7.3-65 is in the repositories but depends on R (>= 4.7)

batpigandme · 2026-07-16T02:08:32Z

We can definitely update to >= 4.4.0 if we need to. It looks like MASS just published a new version today (2026-07-15), so I wonder if there was a transient something that led to the 4.7 error.

kgryte · 2026-07-16T03:49:13Z

I am thinking we can just remove the R benchmarks altogether. They are not essential to getting this package in.

Neerajpathak07 · 2026-07-16T06:39:53Z

@kgryte sure I'll go ahead and remove the R benchmarks. Initially I implemented R benchmarks since R supports the wald/cdf distribution I tried checking out how the API would respond towards R benchmarks. Something which I tried for the first time.

--- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown_pkg_readmes status: na - task: lint_markdown_docs status: na - task: lint_markdown status: na - task: lint_package_json status: na - task: lint_repl_help status: na - task: lint_javascript_src status: na - task: lint_javascript_cli status: na - task: lint_javascript_examples status: na - task: lint_javascript_tests status: na - task: lint_javascript_benchmarks status: na - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: na - task: lint_c_examples status: na - task: lint_c_benchmarks status: na - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: passed - task: lint_typescript_tests status: na - task: lint_license_headers status: passed ---

Neerajpathak07 · 2026-07-16T06:53:58Z

@kgryte also I was wondering why git hooks didn't catch the lint R files errors?

kgryte · 2026-07-16T07:08:42Z

also I was wondering why git hooks didn't catch the lint R files errors?

Likely because, at least in CI, they are only warnings, not errors.

batpigandme · 2026-07-16T12:37:21Z

@kgryte do you still want me to upgrade to 4.4.0?

kgryte · 2026-07-16T18:38:02Z

@batpigandme Your call. I am not sure what is an appropriate minimum version to "support" in R world. The reality is that we are only using R for tests and benchmarks, so there is no production constraint. In which case, we are free to support what minimum version we want, at the cost of forcing devs to satisfy that constraint in their local environments. In short, I'll defer to you. 😅

… feedback - Add missing x === +infinity check to the factory-created CDF (was only fixed in main.js and src/main.c). - Call the factory-created unary function with a single argument in tests. - Extend +/- infinity tests to cover the non-degenerate case. - Align repl.txt lambda constraint with the implementation (lambda < 0 returns NaN; lambda = 0 is the degenerate case). --- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown status: na - task: lint_package_json status: na - task: lint_repl_help status: passed - task: lint_javascript_src status: passed - task: lint_javascript_cli status: na - task: lint_javascript_examples status: na - task: lint_javascript_tests status: passed - task: lint_javascript_benchmarks status: na - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: na - task: lint_c_examples status: na - task: lint_c_benchmarks status: na - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: na - task: lint_typescript_tests status: na - task: lint_license_headers status: passed ---

Planeshifter · 2026-07-23T04:44:24Z

Pushed 15b227b addressing the remaining review feedback:

The x === +infinity short-circuit was only added to lib/main.js and src/main.c; the factory-created CDF still returned NaN for +infinity with a non-degenerate lambda. Added the same check to lib/factory.js.
Updated test/test.factory.js to call the created unary function with a single argument (the degenerate-distribution test was still passing 3 arguments).
Extended the ±infinity tests in test/test.cdf.js, test/test.factory.js, and test/test.native.js to also cover the non-degenerate (lambda > 0) case, so the factory bug can't regress silently.
docs/repl.txt still said λ <= 0 returns NaN; changed to λ < 0 to match the implementation (λ = 0 is the documented degenerate case).

--- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown status: na - task: lint_package_json status: na - task: lint_repl_help status: na - task: lint_javascript_src status: na - task: lint_javascript_cli status: na - task: lint_javascript_examples status: na - task: lint_javascript_tests status: passed - task: lint_javascript_benchmarks status: na - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: na - task: lint_c_examples status: na - task: lint_c_benchmarks status: na - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: na - task: lint_typescript_tests status: na - task: lint_license_headers status: passed ---

Co-authored-by: Philipp Burckhardt <pburckhardt@outlook.com> Signed-off-by: Philipp Burckhardt <pburckhardt@outlook.com>

…feedback - Compute the exponentially-scaled term via `erfcx`: `exp( 2λ/μ ) * erfc( b ) = erfcx( b ) * exp( -a² )`, since `b² - a² = 2λ/μ`. Previously, `exp( 2λ/μ )` overflowed for `2λ/μ ≳ 709.8`, yielding `Infinity` or `NaN` for valid parameters (e.g., `cdf( 1.0, 1.0, 400.0 )`) and intermittently failing benchmarks which draw `μ` near `EPS`. Applied to JS main, factory, and C implementations; `erfcx` added to manifest dependencies. - Bump fixture ULP tolerance from 4 to 5 (max observed diff with the reformulated expression). - Exercise the created function's own `NaN` and `x <= 0` branches in factory tests (previously only degenerate/invalid-parameter paths were hit) and add dedicated nonpositive-`mu` tests to main, native, and factory suites; avoid conflating invalid `mu` with other failure causes in NaN tests, repl.txt, and TypeScript declaration examples. - Annotate `mu` as `{PositiveNumber}` in JSDoc; document `mu <= 0` constraint and add nonpositive-mean and degenerate examples to the TypeScript declarations. - Use Greek `μ` (U+03BC) instead of micro sign (U+00B5) and `F(x;μ,λ)` (CDF) instead of `f(x;μ,λ)` in printouts; capitalize "Wald". - Replace standalone "inverse"/"gaussian" keywords with "inverse gaussian"/"inverse-gaussian" per sibling packages. - Remove unused `LEN` define and restore standard C benchmark Makefile boilerplate. - Sync Julia fixture runner docstring with actual generation code and fix test message spacing. --- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown status: passed - task: lint_package_json status: passed - task: lint_repl_help status: passed - task: lint_javascript_src status: passed - task: lint_javascript_cli status: na - task: lint_javascript_examples status: passed - task: lint_javascript_tests status: passed - task: lint_javascript_benchmarks status: passed - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: missing_dependencies - task: lint_c_examples status: missing_dependencies - task: lint_c_benchmarks status: missing_dependencies - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: passed - task: lint_typescript_tests status: passed - task: lint_license_headers status: passed ---

Planeshifter

Let's get it in!

stdlib-bot · 2026-07-23T05:57:23Z

PR Commit Message

feat: add `stats/base/dists/wald/cdf`

PR-URL: https://github.com/stdlib-js/stdlib/pull/9709
Ref: https://github.com/stdlib-js/stdlib/issues/209

Co-authored-by: Athan Reines <kgryte@gmail.com>
Co-authored-by: Philipp Burckhardt <pburckhardt@outlook.com>
Reviewed-by: Philipp Burckhardt <pburckhardt@outlook.com>
Signed-off-by: Philipp Burckhardt <pburckhardt@outlook.com>

Please review the above commit message and make any necessary adjustments.

feat: add initial setup

8d24de8

stdlib-bot added the Statistics Issue or pull request related to statistical functionality. label Jan 12, 2026

Neerajpathak07 added the Feature Issue or pull request for adding a new feature. label Jan 12, 2026

chore: updating tests

ddc6da2

Neerajpathak07 added 4 commits January 13, 2026 00:38

chore: update package.json

1448183

chore: updating return values

86d2872

chore: clean up

92c7952

chore: updating return value

480cfb0

Neerajpathak07 commented Jan 13, 2026

View reviewed changes

Neerajpathak07 marked this pull request as ready for review January 13, 2026 04:39

Neerajpathak07 requested a review from Planeshifter January 13, 2026 04:40

stdlib-bot added the Needs Review A pull request which needs code review. label Jan 13, 2026

Planeshifter requested changes Jan 13, 2026

View reviewed changes

Planeshifter added Needs Changes Pull request which needs changes before being merged. and removed Needs Review A pull request which needs code review. labels Jan 13, 2026

Neerajpathak07 added 2 commits January 13, 2026 12:16

chore: apply suggested changes

13b639d

chore: clean up

8c7437d

Neerajpathak07 requested a review from Planeshifter January 16, 2026 12:17

stdlib-bot added the Needs Review A pull request which needs code review. label Jan 16, 2026

chore: update native benchmarks to use format

96d00bf

Neerajpathak07 marked this pull request as draft January 25, 2026 10:33

stdlib-bot removed the Needs Review A pull request which needs code review. label Jan 25, 2026

kgryte and others added 4 commits May 26, 2026 10:32

Merge branch 'develop' into wald/cdf

63a1a9a

Merge branch 'develop' into wald/cdf

dbb3fc2

Neerajpathak07 requested a review from a team July 15, 2026 15:27

stdlib-bot added the Needs Review A pull request which needs code review. label Jul 15, 2026

kgryte removed the Needs Changes Pull request which needs changes before being merged. label Jul 16, 2026

Planeshifter mentioned this pull request Jul 23, 2026

Land stats/base/dists PRs adding missing distribution functions stdlib-js/metr-issue-tracker#1077

Closed

Planeshifter reviewed Jul 23, 2026

View reviewed changes

Comment thread lib/node_modules/@stdlib/stats/base/dists/wald/cdf/test/test.main.js

Planeshifter reviewed Jul 23, 2026

View reviewed changes

Comment thread lib/node_modules/@stdlib/stats/base/dists/wald/cdf/README.md Outdated

Planeshifter reviewed Jul 23, 2026

View reviewed changes

Comment thread lib/node_modules/@stdlib/stats/base/dists/wald/cdf/examples/index.js Outdated

Planeshifter added 2 commits July 23, 2026 00:13

docs: use F instead of f for CDF in printout

99d4ec4

Co-authored-by: Philipp Burckhardt <pburckhardt@outlook.com> Signed-off-by: Philipp Burckhardt <pburckhardt@outlook.com>

Planeshifter approved these changes Jul 23, 2026

View reviewed changes

Planeshifter added the Ready To Merge label Jul 23, 2026

stdlib-bot removed the Needs Review A pull request which needs code review. label Jul 23, 2026

Planeshifter merged commit 01a27ec into stdlib-js:develop Jul 23, 2026
31 checks passed

stdlib-bot removed the Ready To Merge label Jul 23, 2026

Conversation

Neerajpathak07 commented Jan 12, 2026

Description

Related Issues

Questions

Other

Checklist

AI Assistance

Disclosure

Uh oh!

stdlib-bot commented Jan 12, 2026 • edited Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

Coverage Report

Uh oh!

Neerajpathak07 commented Jan 13, 2026

Uh oh!

Neerajpathak07 Jan 13, 2026

Choose a reason for hiding this comment

Uh oh!

Neerajpathak07 Jan 13, 2026 • edited Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

Choose a reason for hiding this comment

Uh oh!

Neerajpathak07 Jan 13, 2026

Choose a reason for hiding this comment

Uh oh!

Planeshifter left a comment

Choose a reason for hiding this comment

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Uh oh!

Neerajpathak07 commented Jan 13, 2026

Uh oh!

kgryte commented Jul 16, 2026

Uh oh!

kgryte commented Jul 16, 2026

Uh oh!

kgryte commented Jul 16, 2026

Uh oh!

batpigandme commented Jul 16, 2026

Uh oh!

batpigandme commented Jul 16, 2026

Uh oh!

kgryte commented Jul 16, 2026

Uh oh!

Neerajpathak07 commented Jul 16, 2026

Uh oh!

Neerajpathak07 commented Jul 16, 2026

Uh oh!

kgryte commented Jul 16, 2026

Uh oh!

batpigandme commented Jul 16, 2026

Uh oh!

kgryte commented Jul 16, 2026 • edited Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

Uh oh!

Uh oh!

Planeshifter commented Jul 23, 2026

Uh oh!

Uh oh!

Uh oh!

Planeshifter left a comment

Choose a reason for hiding this comment

Uh oh!

stdlib-bot commented Jul 23, 2026 • edited by Planeshifter Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

PR Commit Message

Uh oh!

Uh oh!

Reviewers

Uh oh!

Assignees

Labels

Projects

stdlib-bot commented Jan 12, 2026 •

edited

Loading

Neerajpathak07 Jan 13, 2026 •

edited

Loading

kgryte commented Jul 16, 2026 •

edited

Loading

stdlib-bot commented Jul 23, 2026 •

edited by Planeshifter

Loading