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fix infinite loop of Newton's method #666

Merged
merged 2 commits into from
Sep 20, 2017
Merged

fix infinite loop of Newton's method #666

merged 2 commits into from
Sep 20, 2017

Commits on Sep 20, 2017

  1. fix infinite loop of Newton's method 

    quantile_newton and cquantile_newton find a quantile of a distribution
using Newton's method. However, their convergence will never be
satisfied when the initial point and the mode are the same. For example,
quantile_newton(Normal(0, 1), 0.5) will result in an infinite loop. This
patch fixes the problem by relaxing the convergence criterion.
    @bicycle1885
    bicycle1885 committed Sep 20, 2017
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  2. test

    @bicycle1885
    bicycle1885 committed Sep 20, 2017
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