feat: add stats/base/dists/bradford/skewness

[vivekmaurya001]

Progresses #168.

This pull request:

• add stats/base/dists/bradford/skewness

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This pull request:

• resolves #{{TODO: add issue number}}

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@stdlib-js/reviewers

[vivekmaurya001]

/stdlib update-copyright-years

[vivekmaurya001]

currently there are 10 test cases which fail at tolerance factor of 50, but these cases persists even I increase the factor to 1e4

[vivekmaurya001]

@anandkaranubc , @kgryte , Any suggestion on this

[anandkaranubc]

@vivekmaurya001, that's the main reason I didn’t submit my PRs on skewness and kurtosis — they lead to large divergent results due to ("My Hypothesis"):

1. A lot of calculations being performed, which causes floating-point precision errors.
2. The shape parameter being very small, leading to differences in the ln calculations compared to the reference (SciPy) implementation.
3. The expected values being very small.

These are my local results:

• For small c: tol = 930226.0 * EPS * abs(expected[i])
• For large c: tol = 600.0 * EPS * abs(expected[i])

There are actually two ways to implement this:

k = ln(1.0 + c);
out = SQRT2;
out *= ( (12.0*c*c) - (9.0*k*c*(c+2.0)) + (2.0*k*k*(c*(c+3.0)+3.0)) );
out /= sqrt(c * (c*(k-2.0) + (2.0*k)));
out /= ( (3.0*c*(k-2.0)) + (6.0*k) );
return out;

or

var g1 = SQRT2 * (12*c*c - 9*c*k*(c+2) + 2*k*k*(c*(c+3)+3));
g1 /= sqrt(c*(c*(k-2)+2*k)) * (3*c*(k-2) + 6*k);
return g1;

The second one gives better results than the first. Here, better results mean less divergence from SciPy.

That said, I think we might need to check if there have been any changes in the upstream implementations of ln or log1p, and update ours if needed.

cc: @kgryte

[vivekmaurya001]

Yess, Also the scipy docs are using log(1+c) instead of log1p

[anandkaranubc]

Yess, Also the scipy docs are using log(1+c) instead of log1p

Would you mind checking the upstream implementation of ln to see if there's any difference? If there is, create an issue and we can sync up on that.

FreeBSD implementation
Our implementation

[vivekmaurya001]

Sure I will try it first

[vivekmaurya001]

@anandkaranubc , I found some slight differences in lg2, lg3 etc values in free bsd and our, I tried correcting it and running but still not improved, apart from this all looked same

[anandkaranubc]

@anandkaranubc , I found some slight differences in lg2, lg3 etc values in free bsd and our, I tried correcting it and running but still not improved, apart from this all looked same

Could you create a separate issue for this so we can tackle it there and get some feedback? It might also be worthwhile to check how SciPy has implemented ln.

Edit: Are you sure about that?

The values seem the same to me:

stdlib/lib/node_modules/@stdlib/math/base/special/ln/scripts/evalpoly.js

Lines 40 to 51 in 14a166d

	// Polynomial coefficients ordered in ascending degree...
	var P = [
	3.999999999940941908e-01, // 3FD99999 9997FA04
	2.222219843214978396e-01, // 3FCC71C5 1D8E78AF
	1.531383769920937332e-01 // 3FC39A09 D078C69F
	];
	var Q = [
	6.666666666666735130e-01, // 3FE55555 55555593
	2.857142874366239149e-01, // 3FD24924 94229359
	1.818357216161805012e-01, // 3FC74664 96CB03DE
	1.479819860511658591e-01 // 3FC2F112 DF3E5244
	];

[vivekmaurya001]

Oops yes, I realised some last digits were not matching

[vivekmaurya001]

Added ln logic instead of log1p and TODO comment in test file

[Planeshifter]

/stdlib merge

[stdlib-bot]

Coverage Report

Package	Statements	Branches	Functions	Lines
stats/base/dists/bradford/skewness	$\color{green}123/123$ $\color{green}+100.00\%$	$\color{green}6/6$ $\color{green}+100.00\%$	$\color{green}1/1$ $\color{green}+100.00\%$	$\color{green}123/123$ $\color{green}+100.00\%$

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

[Planeshifter]

Thanks, @vivekmaurya001!

We needed large tolerances for quite a few of the Bradford packages due to numerical differences accumulating from the various operations. I updated the tolerance so that tests pass and will merge once CI has cleared.

[stdlib-bot]

PR Commit Message

feat: add `stats/base/dists/bradford/skewness`

PR-URL: https://github.com/stdlib-js/stdlib/pull/6401
Ref: https://github.com/stdlib-js/stdlib/issues/168

Co-authored-by: Philipp Burckhardt <pburckhardt@outlook.com>
Co-authored-by: stdlib-bot <noreply@stdlib.io>
Reviewed-by: Philipp Burckhardt <pburckhardt@outlook.com>

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