Expand description
Halley’s method: cubic convergence using the first and second
derivatives. Used to polish the inverse normal CDF
(inv_norm_cdf).
Functions§
- halley
- Halley iteration
x - 2 f f' / (2 f'^2 - f f'').
Halley’s method: cubic convergence using the first and second
derivatives. Used to polish the inverse normal CDF
(inv_norm_cdf).
x - 2 f f' / (2 f'^2 - f f'').