Comments (4)
Thank you so much for opening this issue! Would you be willing to open a PR implementing the more precise algorithms? (Is there any performance cost to doing so?)
I'll look into it. I haven't tried to implement the one in the paper. Since it requires a solution to an eigenvalue problem it may be slower, but correctness is of course more important.
from statsbase.jl.
Thank you so much for opening this issue! Would you be willing to open a PR implementing the more precise algorithms? (Is there any performance cost to doing so?)
from statsbase.jl.
Scipy restricts the range to 1:4, perhaps to avoid the numerical instabilities?
https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.kstat.html
from statsbase.jl.
That would be great, thank you!
It might also be worth checking out what OnlineStats.jl does. IME it usually has cleaner/faster/more accurate implementations than we do.
from statsbase.jl.
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from statsbase.jl.