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Accepted modifications for nc close to 0

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This commit is contained in:
Jacob Hass
2026-01-27 12:51:55 -08:00
parent 59a4e7a46d
commit 03bfa3362d
2 changed files with 21 additions and 19 deletions
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22
include/boost/math/distributions/non_central_f.hpp
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@@ -46,8 +46,7 @@ namespace boost
};
template <class RealType, class Policy>
BOOST_MATH_GPU_ENABLED RealType find_non_centrality_f(const RealType x, const RealType v1, const RealType v2, const RealType p, const RealType q, const Policy& pol)
{
BOOST_MATH_GPU_ENABLED RealType find_non_centrality_f(const RealType x, const RealType v1, const RealType v2, const RealType p, const RealType q, const RealType p_q_precision, const Policy& pol) {
constexpr auto function = "non_central_f<%1%>::find_non_centrality";
if ( p == 0 || q == 0) {
@@ -56,17 +55,20 @@ namespace boost
}
// Check if nc = 0 (which is just the F-distribution)
// I first tried comparing to boost::math::tools::epsilon<RealType>(),
// but this was never satisfied for floats or doubles. Only
// long doubles would correctly return 0.
fisher_f_distribution<RealType, Policy> dist(v1, v2);
if (boost::math::relative_difference(pdf(dist, x), p) < 1e-7){
non_centrality_finder_f<RealType, Policy> f(x, v1, v2, p < q ? p : q, p < q ? false : true);
// This occurs when the root finder would need to find a result smaller than
// tools::min_value (which it cannot do). Note that we have to add in a small
// amount of "tolerance" since the subtraction in our termination condition
// implies a small amount of wobble in the result which should be of the
// order p * eps (note not q * eps, since q is calculated as 1-p).
// Also note that p_q_precision is passed down from our caller as the
// epsilon of the original called values, and not after possible promotion.
if (f(tools::min_value<RealType>()) <= 3 * p_q_precision * p){
return 0;
}
non_centrality_finder_f<RealType, Policy> f(x, v1, v2, p < q ? p : q, p < q ? false : true);
RealType guess = RealType(10); // Starting guess.
RealType factor = RealType(2); // How big steps to take when searching.
RealType factor = RealType(2); // How big steps to take when searching.
boost::math::uintmax_t max_iter = policies::get_max_root_iterations<Policy>();
tools::eps_tolerance<RealType> tol(policies::digits<RealType, Policy>());
@@ -134,6 +136,7 @@ namespace boost
static_cast<eval_type>(v2),
static_cast<eval_type>(p),
static_cast<eval_type>(1-p),
static_cast<eval_type>(tools::epsilon<RealType>()),
forwarding_policy());
return policies::checked_narrowing_cast<RealType, forwarding_policy>(
result,
@@ -156,6 +159,7 @@ namespace boost
static_cast<eval_type>(c.param2),
static_cast<eval_type>(1-c.param3),
static_cast<eval_type>(c.param3),
static_cast<eval_type>(tools::epsilon<RealType>()),
forwarding_policy());
return policies::checked_narrowing_cast<RealType, forwarding_policy>(
result,