diff --git a/build/Jamfile.v2 b/build/Jamfile.v2 index 4b96d51ba..fe21fc30f 100644 --- a/build/Jamfile.v2 +++ b/build/Jamfile.v2 @@ -13,9 +13,10 @@ project #intel-linux:off intel-darwin:off msvc-7.1:off - gcc:-fvisibility=hidden + #gcc:-fvisibility=hidden intel-linux:-fvisibility=hidden sun:-xldscope=hidden + [ check-target-builds ../config//has_gcc_visibility : -fvisibility=hidden : ] ; cpp-pch pch : ../src/tr1/pch.hpp : ../src/tr1 shared:BOOST_MATH_TR1_DYN_LINK=1 ; diff --git a/config/Jamfile.v2 b/config/Jamfile.v2 index 0ac348e8e..440796de2 100644 --- a/config/Jamfile.v2 +++ b/config/Jamfile.v2 @@ -15,11 +15,14 @@ obj has_mpfr_class : has_mpfr_class.cpp : obj has_ntl_rr : has_ntl_rr.cpp : $(ntl-path)/include ; obj has_gmpxx : has_gmpxx.cpp : $(gmp_path) $(gmp_path)/mpfr $(gmp_path)/gmpfrxx ; +obj has_gcc_visibility : has_gcc_visibility.cpp : + gcc:-fvisibility=hidden gcc:-Werror ; explicit has_long_double_support ; explicit has_mpfr_class ; explicit has_ntl_rr ; explicit has_gmpxx ; +explicit has_gcc_visibility ; diff --git a/config/has_gcc_visibility.cpp b/config/has_gcc_visibility.cpp new file mode 100644 index 000000000..6c7d6f915 --- /dev/null +++ b/config/has_gcc_visibility.cpp @@ -0,0 +1,13 @@ +// Copyright John Maddock 20010. +// Use, modification and distribution are subject to the +// Boost Software License, Version 1.0. (See accompanying file +// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) + +#ifndef __GNUC__ +# error "This is a GCC specific test case". +#endif + +int main() +{ + return 0; +} diff --git a/doc/html/index.html b/doc/html/index.html index 6fc94d160..e51c8fab0 100644 --- a/doc/html/index.html +++ b/doc/html/index.html @@ -3,7 +3,7 @@ Boost.Math - + @@ -17,7 +17,7 @@
-
+

@@ -51,11 +51,11 @@ Thijs van den Berg

-

Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, +

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, Hubert Holin, Daryle Walker, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and Thijs van den Berg

-

+

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

@@ -461,7 +461,7 @@
- +

Last revised: , at

Last revised: September 01, 2010 at 19:10:43 +0100
diff --git a/doc/math.qbk b/doc/math.qbk index ca58aaa9e..8c1ce0142 100644 --- a/doc/math.qbk +++ b/doc/math.qbk @@ -1,12 +1,11 @@ [article Boost.Math - [quickbook 1.4] - [copyright 2006, 2007, 2008, 2009 John Maddock, Paul A. Bristow, Hubert Holin, Daryle Walker, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and Thijs van den Berg] + [quickbook 1.5] + [copyright 2006, 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, Hubert Holin, Daryle Walker, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and Thijs van den Berg] [license Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at [@http://www.boost.org/LICENSE_1_0.txt http://www.boost.org/LICENSE_1_0.txt]) ] - [category math] [authors [Maddock, John], [Bristow, Paul A.], [Holin, Hubert], [Walker, Daryle], [Zhang, Xiaogang], [Lalande, Bruno], [Råde, Johan], [Sewani, Gautam], [van den Berg, Thijs]] [last-revision $Date$] ] diff --git a/doc/sf_and_dist/FAQ.qbk b/doc/sf_and_dist/FAQ.qbk new file mode 100644 index 000000000..2aeb3fa08 --- /dev/null +++ b/doc/sf_and_dist/FAQ.qbk @@ -0,0 +1,87 @@ +[section:faq Frequently Asked Questions FAQ] + +# ['I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't see where the functions like dnorm(mean, sd) are in Boost.Math?] [br] +Nearly all are provided, and many more like mean, skewness, quantiles, complements ... +but Boost.Math makes full use of C++, and it looks a bit different. +But do not panic! See section on construction and the many examples. +Briefly, the distribution is constructed with the parameters (like location and scale) +(things after the | in representation like P(X=k|n, p) or ; in a common represention of pdf f(x; [mu][sigma][super 2]). +Functions like pdf, cdf are called with the name of that distribution and the random variate often called x or k. +For example, `normal my_norm(0, 1); pdf(my_norm, 2.0);` [br] +# ['I'm allegic to reading manuals and prefer to learn from examples.][br] +Fear not - you are not alone! Many examples are available for functions and distributions. +Some are referenced directly from the text. Others can be found at \boost_latest_release\libs\math\example. +If you are a Visual Studio user, you should be able to create projects from each of these, +making sure that the Boost library is in the include directories list. +# ['How do I make sure that the Boost library is in the Visual Studio include directories list?][br] +You can add an include path, for example, your Boost place /boost-latest_release, +for example `X:/boost_1_45_0/` if you have a separate partition X for Boost releases. +Or you can use an environment variable BOOST_ROOT set to your Boost place, and include that. +Visual Studio before 2010 provided Tools, Options, VC++ Directories to control directories: +Visual Studio 2010 instead provides property sheets to assist. +You may find it convenient to create a new one adding \boost-latest_release; +to the existing include items in $(IncludePath). +# ['I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and +I don't see where the properties like mean, median, mode, variance, skewness of distributions are in Boost.Math?][br] +They are all available (if defined for the parameters with which you constructed the distribution) via __usual_accessors. +# ['I am a C programmer. Can I user Boost.Math with C?][br] +Yes you can, including all the special functions, and TR1 functions like isnan. +They appear as C functions, by being declared as "extern C". +# ['I am a C# (Basic? F# FORTRAN? Other CLI?) programmer. Can I use Boost.Math with C#?] [br] +Yes you can, including all the special functions, and TR1 functions like isnan. +But you [*must build the Boost.Math as a dynamic library (.dll) and compile with the /CLI option]. +See the boost/math/dot_net_example folder which contains an example that +builds a simple statistical distribution app with a GUI. +See [@http://sourceforge.net/projects/distexplorer/ Statistical Distribution Explorer] [br] +# ['What these "policies" things for?] [br] +Policies are a powerful (if necessarily complex) fine-grain mechanism that +allow you to customise the behaviour of the Boost.Math library according to your precise needs. +See __policy_section. But if, very probably, the default behaviour suits you, you don't need to know more. +# ['I am a C user and expect to see global C-style`::errno` set for overflow/errors etc?] [br] +You can achieve what you want - see __error_policy and __user_error_handling and many examples. +# ['I am a C user and expect to silently return a max value for overflow?] [br] +You (and C++ users too) can return whatever you want on overflow +- see __overflow_error and __error_policy and several examples. +# ['I don't want any error message for overflow etc?] [br] +You can control exactly what happens for all the abnormal conditions, including the values returned. +See __domain_error, __overflow_error __error_policy __user_error_handling etc and examples. +# ['My environment doesn't allow and/or I don't want exceptions. Can I still user Boost.Math?] [br] +Yes but you must customise the error handling: see __user_error_handling and __changing_policy_defaults . +# ['The docs are several hundreds of pages long! Can I read the docs off-line or on paper?] [br] +Yes - you can download the Boost current release of most documentation +as a zip of pdfs (including Boost.Math) from Sourceforge, +for example [@https://sourceforge.net/projects/boost/files/boost-docs/1.45.0/boost_pdf_1_45_0.tar.gz/download]. +And you can print any pages you need (or even print all pages - but be warned that there are several hundred!). +Both html and pdf versions are highly hyperlinked. +The entire Boost.Math pdf can be searched with Adobe Reader, Edit, Find ... +This can often find what you seek, a partial substitute for a full index. +# ['I want a compact version for an embedded application. Can I use float precision?] [br] +Yes - by selecting RealType template parameter as float: +for example normal_distribution your_normal(mean, sd); +(But double may still be used internally, so space saving may be less that you hope for). +You can also change the promotion policy, but accuracy might be much reduced. +# ['I seem to get somewhat different results compared to other programs. Why?] +We hope Boost.Math to be more accurate: our priority is accuracy (over speed). +See the section on accuracy. But for evaluations that require iterations +there are parameters which can change the required accuracy. You might be able to +squeeze a little more accuracy at the cost of runtime. +# ['Will my program run more slowly compared to other math functions and statistical libraries?] +Probably, thought not always, and not by too much: our priority is accuracy. +For most functions, making sure you have the latest compiler version with all optimisations switched on is the key to speed. +For evaluations that require iteration, you may be able to gain a little more speed at the expense of accuracy. +See detailed suggestions and results on __performance. +# ['Where are the pre-built libraries?] [br] +Good news - you probably don't need any! - just #include . +But in the unlikely event that you do, see __building. +# ['I don't see the function or distribution that I want.] [br] +You could try an email to ask the authors - but no promises! + +[endsect] [/section:faq Frequently Asked Questions] + +[/ + Copyright 2010 John Maddock and Paul A. Bristow. + Distributed under the Boost Software License, Version 1.0. + (See accompanying file LICENSE_1_0.txt or copy at + http://www.boost.org/LICENSE_1_0.txt). +] + diff --git a/doc/sf_and_dist/background.qbk b/doc/sf_and_dist/background.qbk index 34a0bfeb0..dca8d3276 100644 --- a/doc/sf_and_dist/background.qbk +++ b/doc/sf_and_dist/background.qbk @@ -3,12 +3,12 @@ [@http://en.wikipedia.org/wiki/Random_variate Random variates] and [@http://en.wikipedia.org/wiki/Parameter distribution parameters] are conventionally distinguished (for example in Wikipedia and Wolfram MathWorld -by placing a semi-colon after the random variate (whose value you 'choose'), +by placing a semi-colon after the __random_variate (whose value you 'choose'), to separate the variate from the parameter(s) that defines the shape of the distribution. For example, the binomial distribution has two parameters: n (the number of trials) and p (the probability of success on one trial). -It also has the random variate /k/: the number of successes observed. +It also has the __random_variate /k/: the number of successes observed. This means the probability density\/mass function (pdf) is written as ['f(k; n, p)]. Translating this into code the `binomial_distribution` constructor @@ -18,7 +18,7 @@ therefore has two parameters: While the function `pdf` has one argument specifying the distribution type (which includes it's parameters, if any), -and a second argument for the random variate. So taking our binomial distribution +and a second argument for the __random_variate. So taking our binomial distribution example, we would write: pdf(binomial_distribution(n, p), k); @@ -30,16 +30,15 @@ example, we would write: Note that the [@http://en.wikipedia.org/wiki/Discrete_probability_distribution discrete distributions], including the binomial, negative binomial, Poisson & Bernoulli, are all mathematically defined as discrete functions: -only integral values of the random variate are envisaged +only integral values of the __random_variate are envisaged and the functions are only defined at these integral values. However because the method of calculation often uses continuous functions, it is convenient to treat them as if they were continuous functions, and permit non-integral values of their parameters. To enforce a strict mathematical model, -users may use floor or ceil functions on the random variate, -prior to calling the distribution function, -to enforce integral values. +users may use floor or ceil functions on the __random_variate, +prior to calling the distribution function, to enforce integral values. For similar reasons, in continuous distributions, parameters like degrees of freedom that might appear to be integral, are treated as real values diff --git a/doc/sf_and_dist/building.qbk b/doc/sf_and_dist/building.qbk index bc133550e..f2c30f161 100644 --- a/doc/sf_and_dist/building.qbk +++ b/doc/sf_and_dist/building.qbk @@ -1,10 +1,15 @@ -[section:building If and How to Build the Library and its Examples and Tests] +[section:building If and How to Build a Boost.Math Library, and its Examples and Tests] -[h4 Building the Library] +[h4 Building a Library (shared, dynamic .dll or static .lib)] The first thing you need to ask yourself is "Do I need to build anything at all?" as the bulk of this library is header only: meaning you can use it just by -#including the necessary header(s). Refer to +#including the necessary header(s). + +For most simple uses, +including a header (or few) is best for compile time and program size. + +Refer to [link math_toolkit.extern_c C99 and C++ TR1 C-style Functions] for pros and cons of using the TR1 components as opposed to the header only ones. @@ -15,7 +20,7 @@ using Boost.Build, from a commandline boost-root directory issue a command like: bjam toolset=gcc --with-math install -will do the job on Linux, while: +that will do the job on Linux, while: bjam toolset=msvc --with-math --build-type=complete stage @@ -94,7 +99,7 @@ will do this automatically when appropriate. [endsect] [/ building.qbk - Copyright 2006, 2007, 2008 John Maddock and Paul A. Bristow. + Copyright 2006, 2007, 2008, 2010 John Maddock and Paul A. Bristow. Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt). diff --git a/doc/sf_and_dist/common_overviews.qbk b/doc/sf_and_dist/common_overviews.qbk index 236331ca9..b25bd9c8b 100644 --- a/doc/sf_and_dist/common_overviews.qbk +++ b/doc/sf_and_dist/common_overviews.qbk @@ -7,7 +7,7 @@ behaviour of this library according to your needs. There is more information available in the [link math_toolkit.policy.pol_tutorial policy tutorial] and the [link math_toolkit.policy.pol_ref policy reference]. -Generally speaking unless you find that the +Generally speaking, unless you find that the [link math_toolkit.policy.pol_tutorial.policy_tut_defaults default policy behaviour] when encountering 'bad' argument values does not meet your needs, @@ -53,7 +53,7 @@ statistical distribution]. [template performance_overview[] By and large the performance of this library should be acceptable -for most needs. However, you should note that the library's primary +for most needs. However, you should note that this library's primary emphasis is on accuracy and numerical stability, and /not/ speed. In terms of the algorithms used, this library aims to use the same "best @@ -73,7 +73,7 @@ from this library are: and "debug" builds can easily be a [link math_toolkit.perf.getting_best factor of 20]. # Pick your compiler carefully: [link math_toolkit.perf.comp_compilers performance differences of up to -8 fold] have been found between some windows compilers for example. +8 fold] have been found between some Windows compilers for example. The [link math_toolkit.perf performance section] contains more information on the performance diff --git a/doc/sf_and_dist/credits.qbk b/doc/sf_and_dist/credits.qbk index bc708e7ae..6398b5942 100644 --- a/doc/sf_and_dist/credits.qbk +++ b/doc/sf_and_dist/credits.qbk @@ -30,6 +30,9 @@ Gautam Sewani coded the logistic distribution as part of a Google Summer of Code M. A. (Thijs) van den Berg coded the Laplace distribution. (Thijs has also threatened to implement some multivariate distributions). +Thomas Mang requested the inverse gamma in chi squared distributions +for Bayesian applications and helped in their implementation. + Professor Nico Temme for advice on the inverse incomplete beta function. [@http://www.shoup.net Victor Shoup for NTL], @@ -42,6 +45,10 @@ We are grateful to Joel Guzman for helping us stress-test his program used to generate the html and pdf versions of this document, adding several new features en route. +Thanks to Mark Coleman and Georgi Boshnakov for spot test values +from __Mathematica, and of course, +to Eric Weissten for nurturing __Mathworld, an invaluable resource. + Plots of the functions and distributions were prepared in [@http://www.w3.org/ W3C] standard [@http://www.svg.org/ Scalable Vector Graphic (SVG)] format @@ -62,7 +69,7 @@ Arnaldur Gylfason, John Phillips, Stephan Tolksdorf and Jeff Garland [endsect] [/section:credits Credits and Acknowledgements] [/ - Copyright 2006, 2007, 2008, 2009 John Maddock and Paul A. Bristow. + Copyright 2006, 2007, 2008, 2009, 2010 John Maddock and Paul A. Bristow. Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt). diff --git a/doc/sf_and_dist/dist_reference.qbk b/doc/sf_and_dist/dist_reference.qbk index 9ca5a249e..f5b036fa5 100644 --- a/doc/sf_and_dist/dist_reference.qbk +++ b/doc/sf_and_dist/dist_reference.qbk @@ -13,6 +13,8 @@ [include distributions/extreme_value.qbk] [include distributions/fisher.qbk] [include distributions/gamma.qbk] +[include distributions/inverse_chi_squared.qbk] +[include distributions/inverse_gamma.qbk] [include distributions/hypergeometric.qbk] [include distributions/laplace.qbk] [include distributions/logistic.qbk] @@ -121,7 +123,7 @@ opportunity to integrate the statistical tests with this framework at some later [endsect][/section:future Extras Future Directions] [/ dist_reference.qbk - Copyright 2006 John Maddock and Paul A. Bristow. + Copyright 2006, 2010 John Maddock and Paul A. Bristow. Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt). diff --git a/doc/sf_and_dist/dist_tutorial.qbk b/doc/sf_and_dist/dist_tutorial.qbk index 2fd24633c..a059ad3de 100644 --- a/doc/sf_and_dist/dist_tutorial.qbk +++ b/doc/sf_and_dist/dist_tutorial.qbk @@ -1,4 +1,4 @@ -[/ def names end in distrib to avoid clashes] +[/ def names all end in distrib to avoid clashes with names of functions] [def __binomial_distrib [link math_toolkit.dist.dist_ref.dists.binomial_dist Binomial Distribution]] [def __chi_squared_distrib [link math_toolkit.dist.dist_ref.dists.chi_squared_dist Chi Squared Distribution]] [def __normal_distrib [link math_toolkit.dist.dist_ref.dists.normal_dist Normal Distribution]] @@ -19,14 +19,22 @@ provides a few worked examples of applying the library to statistical tests. All the code in this library is inside namespace boost::math. + In order to use a distribution /my_distribution/ you will need to include either the header or -the "include everything" header: . +the "include all the distributions" header: . For example, to use the Students-t distribution include either or +You also need to bring distribution names into scope, +perhaps with a `using namespace boost::math;` declaration, + +or specific `using` declarations like `using boost::math::normal;` (*recommended*). + +[caution Some math function names are also used in namespace std so including could cause ambiguity!] + [endsect] [/ section:headers Headers and Namespaces] [section:objects Distributions are Objects] @@ -63,7 +71,12 @@ in which case using the default template arguments - `RealType = double` - is nearly as convenient). Probably 95% of uses are covered by these typedefs: - using namespace boost::math; + // using namespace boost::math; // Avoid potential ambiguity with names in std + // Safer to declare specific functions with using statement(s): + + using boost::math::beta_distribution; + using boost::math::binomial_distribution; + using boost::math::students_t; // Construct a students_t distribution with 4 degrees of freedom: students_t d1(4); @@ -136,37 +149,47 @@ efficient algorithms available that are specific to random number generation. ] [/tip Random numbers that approximate Quantiles of Distributions] For example, the binomial distribution has two parameters: -n (the number of trials) and p (the probability of success on one trial). +n (the number of trials) and p (the probability of success on any one trial). The `binomial_distribution` constructor therefore has two parameters: `binomial_distribution(RealType n, RealType p);` -For this distribution the random variate is k: the number of successes observed. +For this distribution the __random_variate is k: the number of successes observed. The probability density\/mass function (pdf) is therefore written as ['f(k; n, p)]. [note [*Random Variates and Distribution Parameters] -[@http://en.wikipedia.org/wiki/Random_variate Random variates] +The concept of a __random_variable is closely linked to the term __random_variate: +a random variate is a particular value (outcome) of a random variable. and [@http://en.wikipedia.org/wiki/Parameter distribution parameters] -are conventionally distinguished (for example in Wikipedia and Wolfram MathWorld -by placing a semi-colon (or sometimes vertical bar) -after the random variate (whose value you 'choose'), -to separate the variate from the parameter(s) that defines the shape of the distribution. +are conventionally distinguished (for example in Wikipedia and Wolfram MathWorld) +by placing a semi-colon or vertical bar) +/after/ the __random_variable (whose value you 'choose'), +to separate the variate from the parameter(s) that defines the shape of the distribution.[br] +For example, the binomial distribution probability distribution function (PDF) is written as +['f(k| n, p)] = Pr(K = k|n, p) = probability of observing k successes out of n trials. +K is the __random_variable, k is the __random_variate, +the parameters are n (trials) and p (probability). ] [/tip Random Variates and Distribution Parameters] +[note By convention, __random_variate are lower case, usually k is integral, x if real, and +__random_variable are upper case, K if integral, X if real. But this implementation treats +all as floating point values `RealType`, so if you really want an integral result, +you must round: see note on Discrete Probability Distributions below for details.] + As noted above the non-member function `pdf` has one parameter for the distribution object, and a second for the random variate. So taking our binomial distribution example, we would write: `pdf(binomial_distribution(n, p), k);` -The ranges of random variate values that are permitted and are supported can be +The ranges of __random_variate values that are permitted and are supported can be tested by using two functions `range` and `support`. -The distribution (effectively the random variate) is said to be 'supported' +The distribution (effectively the __random_variate) is said to be 'supported' over a range that is [@http://en.wikipedia.org/wiki/Probability_distribution "the smallest closed set whose complement has probability zero"]. @@ -177,7 +200,7 @@ Outside are uninteresting zones where the pdf is zero, and the cdf zero or unity For most distributions, with probability distribution functions one might describe as 'well-behaved', we have decided that it is most useful for the supported range -to exclude random variate values like exact zero *if the end point is discontinuous*. +to *exclude* random variate values like exact zero *if the end point is discontinuous*. For example, the Weibull (scale 1, shape 1) distribution smoothly heads for unity as the random variate x declines towards zero. But at x = zero, the value of the pdf is suddenly exactly zero, by definition. @@ -412,6 +435,7 @@ Now that you have the basics, the next section looks at some worked examples. [include distributions/binomial_example.qbk] [include distributions/negative_binomial_example.qbk] [include distributions/normal_example.qbk] +[/include distributions/inverse_gamma_example.qbk] [include distributions/nc_chi_squared_example.qbk] [include distributions/error_handling_example.qbk] [include distributions/find_location_and_scale.qbk] @@ -424,7 +448,7 @@ Now that you have the basics, the next section looks at some worked examples. [endsect] [/ section:stat_tut Statistical Distributions Tutorial] [/ dist_tutorial.qbk - Copyright 2006 John Maddock and Paul A. Bristow. + Copyright 2006, 2010 John Maddock and Paul A. Bristow. Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt). diff --git a/doc/sf_and_dist/distributions/binomial.qbk b/doc/sf_and_dist/distributions/binomial.qbk index d790e1708..ec94106e3 100644 --- a/doc/sf_and_dist/distributions/binomial.qbk +++ b/doc/sf_and_dist/distributions/binomial.qbk @@ -323,7 +323,7 @@ the context of this distribution: is a real-number, and not an integer. Depending on the use case you may want to take either the floor or ceiling of the result. For example: -`quantile(complement(binomial(n, p), P))``]] +`quantile(complement(binomial(n, p), P))`]] ] [h4 Examples] diff --git a/doc/sf_and_dist/distributions/gamma.qbk b/doc/sf_and_dist/distributions/gamma.qbk index 24b5d8adf..8568df2b6 100644 --- a/doc/sf_and_dist/distributions/gamma.qbk +++ b/doc/sf_and_dist/distributions/gamma.qbk @@ -127,10 +127,11 @@ and /q = 1-p/. [[kurtosis excess][6 / k ]] ] -[endsect][/section:normal_dist Normal] +[endsect][/section:gamma_dist Gamma (and Erlang) Distribution] + [/ - Copyright 2006 John Maddock and Paul A. Bristow. + Copyright 2006, 2010 John Maddock and Paul A. Bristow. Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt). diff --git a/doc/sf_and_dist/distributions/inverse_chi_squared.qbk b/doc/sf_and_dist/distributions/inverse_chi_squared.qbk new file mode 100644 index 000000000..943db4295 --- /dev/null +++ b/doc/sf_and_dist/distributions/inverse_chi_squared.qbk @@ -0,0 +1,176 @@ +[section:inverse_chi_squared_dist Inverse Chi Squared Distribution] + +``#include `` + + namespace boost{ namespace math{ + + template + class inverse_chi_squared_distribution + { + public: + typedef RealType value_type; + typedef Policy policy_type; + + inverse_chi_squared_distribution(RealType df = 1); // Not explicitly scaled, default 1/df. + inverse_chi_squared_distribution(RealType df, RealType scale = 1/df); // Scaled. + + RealType degrees_of_freedom()const; // Default 1. + RealType scale()const; // Optional scale [xi] (variance), default 1/degrees_of_freedom. + }; + + }} // namespace boost // namespace math + +The inverse chi squared distribution is a continuous probability distribution +of the *reciprocal* of a variable distributed according to the chi squared distribution. + +The sources below give confusingly different formulae +using different symbols for the distribution pdf, +but they are all the same, or related by a change of variable, or choice of scale. + +Two constructors are available to implement both the scaled and (implicitly) unscaled versions. + +The main version has an explicit scale parameter which implements the +[@http://en.wikipedia.org/wiki/Scaled-inverse-chi-square_distribution scaled inverse chi_squared distribution]. + +A second version has an implicit scale = 1/degrees of freedom and gives the 1st definition in the +[@http://en.wikipedia.org/wiki/Inverse-chi-square_distribution Wikipedia inverse chi_squared distribution]. +The 2nd Wikipedia inverse chi_squared distribution definition can be implemented +by explicitly specifying a scale = 1. + +Both definitions are also available in Wolfram Mathematica and in __R (geoR) with default scale = 1/degrees of freedom. + +See + +* Inverse chi_squared distribution [@http://en.wikipedia.org/wiki/Inverse-chi-square_distribution] +* Scaled inverse chi_squared distribution[@http://en.wikipedia.org/wiki/Scaled-inverse-chi-square_distribution] +* R inverse chi_squared distribution functions [@http://hosho.ees.hokudai.ac.jp/~kubo/Rdoc/library/geoR/html/InvChisquare.html R ] +* Inverse chi_squared distribution functions [@http://mathworld.wolfram.com/InverseChi-SquaredDistribution.html Weisstein, Eric W. "Inverse Chi-Squared Distribution." From MathWorld--A Wolfram Web Resource.] +* Inverse chi_squared distribution reference [@http://reference.wolfram.com/mathematica/ref/InverseChiSquareDistribution.html Weisstein, Eric W. "Inverse Chi-Squared Distribution reference." From Wolfram Mathematica.] + +The inverse_chi_squared distribution is used in +[@http://en.wikipedia.org/wiki/Bayesian_statistics Bayesian statistics]: +the scaled inverse chi-square is conjugate prior for the normal distribution +with known mean, model parameter [sigma][pow2] (variance). + +See [@http://en.wikipedia.org/wiki/Conjugate_prior conjugate priors including a table of distributions and their priors.] + +See also __inverse_gamma_distrib and __chi_squared_distrib. + +The inverse_chi_squared distribution is a special case of a inverse_gamma distribution +with [nu] (degrees_of_freedom) shape ([alpha]) and scale ([beta]) where + +__spaces [alpha]= [nu] /2 and [beta] = [frac12]. + +[note This distribution *does* provide the typedef: + +``typedef inverse_chi_squared_distribution inverse_chi_squared;`` + +If you want a `double` precision inverse_chi_squared distribution you can use + +``boost::math::inverse_chi_squared_distribution<>`` + +or you can write `inverse_chi_squared my_invchisqr(2, 3);`] + +For degrees of freedom parameter [nu], +the (*unscaled*) inverse chi_squared distribution is defined by the probability density function (PDF): + +__spaces f(x;[nu]) = 2[super -[nu]/2] x[super -[nu]/2-1] e[super -1/2x] / [Gamma]([nu]/2) + +and Cumulative Density Function (CDF) + +__spaces F(x;[nu]) = [Gamma]([nu]/2, 1/2x) / [Gamma]([nu]/2) + +For degrees of freedom parameter [nu] and scale parameter [xi], +the *scaled* inverse chi_squared distribution is defined by the probability density function (PDF): + +__spaces f(x;[nu], [xi]) = ([xi][nu]/2)[super [nu]/2] e[super -[nu][xi]/2x] x[super -1-[nu]/2] / [Gamma]([nu]/2) + +and Cumulative Density Function (CDF) + +__spaces F(x;[nu], [xi]) = [Gamma]([nu]/2, [nu][xi]/2x) / [Gamma]([nu]/2) + +The following graphs illustrate how the PDF and CDF of the inverse chi_squared distribution +varies for a few values of parameters [nu] and [xi]: + +[graph inverse_chi_squared_pdf] [/.png or .svg] + +[graph inverse_chi_squared_cdf] + +[h4 Member Functions] + + inverse_chi_squared_distribution(RealType df = 1); // Implicitly scaled 1/df. + inverse_chi_squared_distribution(RealType df = 1, RealType scale); // Explicitly scaled. + +Constructs an inverse chi_squared distribution with [nu] degrees of freedom ['df], +and scale ['scale] with default value 1\/df. + +Requires that the degrees of freedom [nu] parameter is greater than zero, otherwise calls +__domain_error. + + RealType degrees_of_freedom()const; + +Returns the degrees_of_freedom [nu] parameter of this distribution. + + RealType scale()const; + +Returns the scale [xi] parameter of this distribution. + +[h4 Non-member Accessors] + +All the [link math_toolkit.dist.dist_ref.nmp usual non-member accessor functions] that are generic to all +distributions are supported: __usual_accessors. + +The domain of the random variate is \[0,+[infin]\]. +[note Unlike some definitions, this implementation supports a random variate +equal to zero as a special case, returning zero for both pdf and cdf.] + +[h4 Accuracy] + +The inverse gamma distribution is implemented in terms of the +incomplete gamma functions like the __inverse_gamma_distrib that use +__gamma_p and __gamma_q and their inverses __gamma_p_inv and __gamma_q_inv: +refer to the accuracy data for those functions for more information. +But in general, gamma (and thus inverse gamma) results are often accurate to a few epsilon, +>14 decimal digits accuracy for 64-bit double. +unless iteration is involved, as for the estimation of degrees of freedom. + +[h4 Implementation] + +In the following table [nu] is the degrees of freedom parameter and +[xi] is the scale parameter of the distribution, +/x/ is the random variate, /p/ is the probability and /q = 1-p/ its complement. +Parameters [alpha] for shape and [beta] for scale +are used for the inverse gamma function: [alpha] = [nu]/2 and [beta] = [nu] * [xi]/2. + +[table +[[Function][Implementation Notes]] +[[pdf][Using the relation: pdf = __gamma_p_derivative([alpha], [beta]/ x, [beta]) / x * x ]] +[[cdf][Using the relation: p = __gamma_q([alpha], [beta] / x) ]] +[[cdf complement][Using the relation: q = __gamma_p([alpha], [beta] / x) ]] +[[quantile][Using the relation: x = [beta][space]/ __gamma_q_inv([alpha], p) ]] +[[quantile from the complement][Using the relation: x = [alpha][space]/ __gamma_p_inv([alpha], q) ]] +[[mode][[nu] * [xi] / ([nu] + 2) ]] +[[median][no closed form analytic equation is known, but is evaluated as quantile(0.5)]] +[[mean][[nu][xi] / ([nu] - 2) for [nu] > 2, else a __domain_error]] +[[variance][2 [nu][pow2] [xi][pow2] / (([nu] -2)[pow2] ([nu] -4)) for [nu] >4, else a __domain_error]] +[[skewness][4 [sqrt]2 [sqrt]([nu]-4) /([nu]-6) for [nu] >6, else a __domain_error ]] +[[kurtosis_excess][12 * (5[nu] - 22) / (([nu] - 6) * ([nu] - 8)) for [nu] >8, else a __domain_error]] +[[kurtosis][3 + 12 * (5[nu] - 22) / (([nu] - 6) * ([nu]-8)) for [nu] >8, else a __domain_error]] +] [/table] + +[h4 References] + +# Bayesian Data Analysis, Andrew Gelman, John B. Carlin, Hal S. Stern, Donald B. Rubin, +ISBN-13: 978-1584883883, Chapman & Hall; 2 edition (29 July 2003). + +# Bayesian Computation with R, Jim Albert, ISBN-13: 978-0387922973, Springer; 2nd ed. edition (10 Jun 2009) + +[endsect] [/section:inverse_chi_squared_dist Inverse chi_squared Distribution] + +[/ + Copyright 2010 John Maddock and Paul A. Bristow. + Distributed under the Boost Software License, Version 1.0. + (See accompanying file LICENSE_1_0.txt or copy at + http://www.boost.org/LICENSE_1_0.txt). +] \ No newline at end of file diff --git a/doc/sf_and_dist/distributions/inverse_gamma.qbk b/doc/sf_and_dist/distributions/inverse_gamma.qbk new file mode 100644 index 000000000..177f2fd87 --- /dev/null +++ b/doc/sf_and_dist/distributions/inverse_gamma.qbk @@ -0,0 +1,129 @@ +[section:inverse_gamma_dist Inverse Gamma Distribution] + +``#include `` + + namespace boost{ namespace math{ + + template + class inverse_gamma_distribution + { + public: + typedef RealType value_type; + typedef Policy policy_type; + + inverse_gamma_distribution(RealType shape, RealType scale = 1) + + RealType shape()const; + RealType scale()const; + }; + + }} // namespaces + +The inverse_gamma distribution is a continuous probability distribution +of the reciprocal of a variable distributed according to the gamma distribution. + +The inverse_gamma distribution is used in Bayesian statistics. + +See [@http://en.wikipedia.org/wiki/Inverse-gamma_distribution inverse gamma distribution]. + +[@http://rss.acs.unt.edu/Rdoc/library/pscl/html/igamma.html R inverse gamma distribution functions]. + +[@http://reference.wolfram.com/mathematica/ref/InverseGammaDistribution.html Wolfram inverse gamma distribution]. + +See also __gamma_distrib. + + +[note +In spite of potential confusion with the inverse gamma function, this +distribution *does* provide the typedef: + +``typedef inverse_gamma_distribution gamma;`` + +If you want a `double` precision gamma distribution you can use + +``boost::math::inverse_gamma_distribution<>`` + +or you can write `inverse_gamma my_ig(2, 3);`] + +For shape parameter [alpha] and scale parameter [beta], it is defined +by the probability density function (PDF): + +__spaces f(x;[alpha], [beta]) = [beta][super [alpha]] * (1/x) [super [alpha]+1] exp(-[beta]/x) / [Gamma]([alpha]) + +and cumulative density function (CDF) + +__spaces F(x;[alpha], [beta]) = [Gamma]([alpha], [beta]/x) / [Gamma]([alpha]) + +The following graphs illustrate how the PDF and CDF of the inverse gamma distribution +varies as the parameters vary: + +[graph inverse_gamma_pdf] [/png or svg] + +[graph inverse_gamma_cdf] + +[h4 Member Functions] + + inverse_gamma_distribution(RealType shape = 1, RealType scale = 1); + +Constructs an inverse gamma distribution with shape [alpha] and scale [beta]. + +Requires that the shape and scale parameters are greater than zero, otherwise calls +__domain_error. + + RealType shape()const; + +Returns the [alpha] shape parameter of this inverse gamma distribution. + + RealType scale()const; + +Returns the [beta] scale parameter of this inverse gamma distribution. + +[h4 Non-member Accessors] + +All the [link math_toolkit.dist.dist_ref.nmp usual non-member accessor functions] that are generic to all +distributions are supported: __usual_accessors. + +The domain of the random variate is \[0,+[infin]\]. +[note Unlike some definitions, this implementation supports a random variate +equal to zero as a special case, returning zero for pdf and cdf.] + +[h4 Accuracy] + +The inverse gamma distribution is implemented in terms of the +incomplete gamma functions __gamma_p and __gamma_q and their +inverses __gamma_p_inv and __gamma_q_inv: refer to the accuracy +data for those functions for more information. +But in general, inverse_gamma results are accurate to a few epsilon, +>14 decimal digits accuracy for 64-bit double. + +[h4 Implementation] + +In the following table [alpha] is the shape parameter of the distribution, +[alpha][space] is its scale parameter, /x/ is the random variate, /p/ is the probability +and /q = 1-p/. + +[table +[[Function][Implementation Notes]] +[[pdf][Using the relation: pdf = __gamma_p_derivative([alpha], [beta]/ x, [beta]) / x * x ]] +[[cdf][Using the relation: p = __gamma_q([alpha], [beta] / x) ]] +[[cdf complement][Using the relation: q = __gamma_p([alpha], [beta] / x) ]] +[[quantile][Using the relation: x = [beta][space]/ __gamma_q_inv([alpha], p) ]] +[[quantile from the complement][Using the relation: x = [alpha][space]/ __gamma_p_inv([alpha], q) ]] +[[mode][[beta] / ([alpha] + 1) ]] +[[median][no analytic equation is known, but is evaluated as quantile(0.5)]] +[[mean][[beta] / ([alpha] - 1) for [alpha] > 1, else a __domain_error]] +[[variance][([beta] * [beta]) / (([alpha] - 1) * ([alpha] - 1) * ([alpha] - 2)) for [alpha] >2, else a __domain_error]] +[[skewness][4 * sqrt ([alpha] -2) / ([alpha] -3) for [alpha] >3, else a __domain_error]] +[[kurtosis_excess][(30 * [alpha] - 66) / (([alpha]-3)*([alpha] - 4)) for [alpha] >4, else a __domain_error]] +] [/table] + +[endsect][/section:inverse_gamma_dist Inverse Gamma Distribution] + +[/ + Copyright 2010 John Maddock and Paul A. Bristow. + Distributed under the Boost Software License, Version 1.0. + (See accompanying file LICENSE_1_0.txt or copy at + http://www.boost.org/LICENSE_1_0.txt). +] + diff --git a/doc/sf_and_dist/distributions/inverse_gamma_example.qbk b/doc/sf_and_dist/distributions/inverse_gamma_example.qbk new file mode 100644 index 000000000..3feaa26e8 --- /dev/null +++ b/doc/sf_and_dist/distributions/inverse_gamma_example.qbk @@ -0,0 +1,15 @@ + +[section:inverse_gamma_eg Inverse Gamma Distribution Bayes Example] + +TODO + +[endsect] [/section:inverse_gamma_eg Inverse Gamma Distribution Bayes Example] + + +[/ + Copyright 2006, 2010 John Maddock and Paul A. Bristow. + Distributed under the Boost Software License, Version 1.0. + (See accompanying file LICENSE_1_0.txt or copy at + http://www.boost.org/LICENSE_1_0.txt). +] + diff --git a/doc/sf_and_dist/distributions/non_members.qbk b/doc/sf_and_dist/distributions/non_members.qbk index d94874226..07bb7378e 100644 --- a/doc/sf_and_dist/distributions/non_members.qbk +++ b/doc/sf_and_dist/distributions/non_members.qbk @@ -1,7 +1,7 @@ [section:nmp Non-Member Properties] Properties that are common to all distributions are accessed via non-member -getter functions. This allows more of these functions to be added over time +getter functions: non-membership allows more of these functions to be added over time, as the need arises. Unfortunately the literature uses many different and confusing names to refer to a rather small number of actual concepts; refer to the [link concept_index concept index] to find the property you @@ -70,7 +70,7 @@ to the integral from -infinity to x of the __pdf. This function may return a __domain_error if the random variable is outside the defined range for the distribution. -For example the following graph shows the cdf for the +For example, the following graph shows the cdf for the normal distribution: [$../graphs/cdf.png] @@ -98,7 +98,7 @@ function in a call to `complement`, for example: // print survival function for x=2.0: std::cout << cdf(complement(norm, 2.0)) << std::endl; -For example the following graph shows the __complement of the cdf for the +For example, the following graph shows the __complement of the cdf for the normal distribution: [$../graphs/survival.png] @@ -180,11 +180,11 @@ variate takes the value x. This function may return a __domain_error if the random variable is outside the defined range for the distribution. -For example for a standard normal distribution the pdf looks like this: +For example, for a standard normal distribution the pdf looks like this: [$../graphs/pdf.png] -[h4 [#math.dist.range]range] +[h4 [#math.dist.range]Range] template std::pair range(const ``['Distribution-Type]``& dist); diff --git a/doc/sf_and_dist/error_handling.qbk b/doc/sf_and_dist/error_handling.qbk index 4ef6f6ba4..34cf033fb 100644 --- a/doc/sf_and_dist/error_handling.qbk +++ b/doc/sf_and_dist/error_handling.qbk @@ -54,7 +54,7 @@ appropriate result]] ] The following tables show all the permutations of errors and actions, -with the default action for each error shown in bold: +with the *default action for each error shown in bold*: [table Possible Actions for Domain Errors [[Action] [Behaviour]] @@ -136,14 +136,19 @@ with the default action for each error shown in bold: this function must be defined by the user].]] ] +All these error conditions are in namespace boost::math::policies, +made available, for example, a by namespace declaration +using `namespace boost::math::policies;` or individual using declarations +`using boost::math::policies::overflow_error;`. + [heading Rationale] -The flexibility of the current implementation should be reasonably obvious, the +The flexibility of the current implementation should be reasonably obvious: the default behaviours were chosen based on feedback during the formal review of this library. It was felt that: * Genuine errors should be flagged with exceptions -rather than following C-compatible behaviour and setting ::errno. +rather than following C-compatible behaviour and setting `::errno`. * Numeric underflow and denormalised results were not considered to be fatal errors in most cases, so it was felt that these should be ignored. @@ -180,7 +185,7 @@ in use for the function that was called. The default policy behaviour of this function is to throw a std::domain_error C++ exception. But if the __Policy is to ignore -the error, or set global ::errno, then a NaN will be returned. +the error, or set global `::errno`, then a NaN will be returned. This behaviour is chosen to assist compatibility with the behaviour of ['ISO/IEC 9899:1999 Programming languages - C] @@ -328,8 +333,8 @@ Where `T` is the floating-point type passed to the function, `FunctionName` is the name of the function, `Message` is an error message describing the problem, Val is the value for which the result is indeterminate, Default is an -alternative default result that must be returned for ignore_error and -errno_on_error policies, and __Policy is the current policy in use for the +alternative default result that must be returned for `ignore_error` and +`errno_on_erro` policies, and __Policy is the current policy in use for the function that was called. The default policy for this function is `ignore_error`: note that this error @@ -351,8 +356,7 @@ Where `T` is the floating point type passed to the function, `FunctionName` is the name of the function, `Message` is an error message describing the problem, `Val` is the erroneous argument, -and __Policy is the current policy -in use for the called function. +and __Policy is the current policy in use for the called function. The default behaviour of this function is to throw a `boost::math::rounding_error`. @@ -384,7 +388,7 @@ listed above on [link overflow_error overflow], [endsect][/section:error_handling Error Handling] [/ - Copyright 2006 John Maddock and Paul A. Bristow. + Copyright 2006 - 2010 John Maddock and Paul A. Bristow. Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt). diff --git a/doc/sf_and_dist/fpclassify.qbk b/doc/sf_and_dist/fpclassify.qbk index a15e627a6..a21a5a50c 100644 --- a/doc/sf_and_dist/fpclassify.qbk +++ b/doc/sf_and_dist/fpclassify.qbk @@ -50,7 +50,7 @@ these as macros. That mean that the following have differing meanings: // it works for any type that has numeric_limits support for type z: (isnan)(z); // - // As above but with namespace qualification. + // As above but with explicit namespace qualification. (boost::math::isnan)(z); // // This will cause a compiler error if isnan is a native macro: @@ -58,7 +58,7 @@ these as macros. That mean that the following have differing meanings: // So always use instead: (boost::math::isnan)(z); // - // You can also add a using statment, + // You can also add a using statement, // globally to a .cpp file, or to a local function in a .hpp file. using boost::math::isnan; // so you can write the shorter and less cluttered diff --git a/doc/sf_and_dist/graphs/inverse_chi_squared_cdf.png b/doc/sf_and_dist/graphs/inverse_chi_squared_cdf.png new file mode 100644 index 000000000..4592e5b19 Binary files /dev/null and b/doc/sf_and_dist/graphs/inverse_chi_squared_cdf.png differ diff --git a/doc/sf_and_dist/graphs/inverse_chi_squared_cdf.svg b/doc/sf_and_dist/graphs/inverse_chi_squared_cdf.svg new file mode 100644 index 000000000..33f61de6f --- /dev/null +++ b/doc/sf_and_dist/graphs/inverse_chi_squared_cdf.svg @@ -0,0 +1,79 @@ + + + + + + + + + + + + + + + + + + + + + + +0 +1 +2 +3 +4 +5 +6 +0 + +0 +0.1 +0.2 +0.3 +0.4 +0.5 +0.6 +0.7 +0.8 +0.9 +1 +1.1 +0 + +Probability + +Random Variable + + + + + + + + + + + + + + + +ν = 1 +ν = 3, (ξ = 1/3) +ν = 1, ξ = 1 +ν = 4, (ξ = 1/4) +ν = 3, (ξ = 1/5 + +Inverse Chi Squared Distribution CDF + + + diff --git a/doc/sf_and_dist/graphs/inverse_chi_squared_pdf.png b/doc/sf_and_dist/graphs/inverse_chi_squared_pdf.png new file mode 100644 index 000000000..776eacc0a Binary files /dev/null and b/doc/sf_and_dist/graphs/inverse_chi_squared_pdf.png differ diff --git a/doc/sf_and_dist/graphs/inverse_chi_squared_pdf.svg b/doc/sf_and_dist/graphs/inverse_chi_squared_pdf.svg new file mode 100644 index 000000000..ce7b56ba4 --- /dev/null +++ b/doc/sf_and_dist/graphs/inverse_chi_squared_pdf.svg @@ -0,0 +1,72 @@ + + + + + + + + + + + + + + + + + + + + + + +0 +1 +2 +3 +4 +5 +6 +0 + +0 +1 +2 +3 +4 +0 + +Probability + +Random Variable + + + + + + + + + + + + + + + +ν = 1 +ν = 3, (ξ = 1/3) +ν = 3, ξ = 1 +ν = 4, (ξ = 1/4) +ν = 5, (ξ = 1/5) + +Inverse Chi Squared Distribution PDF + + + diff --git a/doc/sf_and_dist/graphs/inverse_gamma_cdf.png b/doc/sf_and_dist/graphs/inverse_gamma_cdf.png new file mode 100644 index 000000000..d3fdf7ec7 Binary files /dev/null and b/doc/sf_and_dist/graphs/inverse_gamma_cdf.png differ diff --git a/doc/sf_and_dist/graphs/inverse_gamma_cdf.svg b/doc/sf_and_dist/graphs/inverse_gamma_cdf.svg new file mode 100644 index 000000000..89af2890c --- /dev/null +++ b/doc/sf_and_dist/graphs/inverse_gamma_cdf.svg @@ -0,0 +1,75 @@ + + + + + + + + + + + + + + + + + + + + + + +0 +1 +2 +3 +4 +5 +0 + +0 +0.1 +0.2 +0.3 +0.4 +0.5 +0.6 +0.7 +0.8 +0.9 +1 +1.1 +0 + +Probability + +Random Variable + + + + + + + + + + + + + +α = 1, β = 1 +α = 2, β = 1 +α = 3, β = 2 +α = 3, β = 0.5 + +Inverse Gamma Distribution CDF + + + diff --git a/doc/sf_and_dist/graphs/inverse_gamma_pdf.png b/doc/sf_and_dist/graphs/inverse_gamma_pdf.png new file mode 100644 index 000000000..ff2451ad4 Binary files /dev/null and b/doc/sf_and_dist/graphs/inverse_gamma_pdf.png differ diff --git a/doc/sf_and_dist/graphs/inverse_gamma_pdf.svg b/doc/sf_and_dist/graphs/inverse_gamma_pdf.svg new file mode 100644 index 000000000..30deecfa6 --- /dev/null +++ b/doc/sf_and_dist/graphs/inverse_gamma_pdf.svg @@ -0,0 +1,69 @@ + + + + + + + + + + + + + + + + + + + + + + +0 +1 +2 +3 +4 +5 +0 + +0 +1 +2 +3 +4 +5 +0 + +Probability + +Random Variable + + + + + + + + + + + + + +α = 1, β = 1 +α = 2, β = 1 +α = 3, β = 2 +α = 3, β = 0.5 + +Inverse Gamma Distribution PDF + + + diff --git a/doc/sf_and_dist/html/index.html b/doc/sf_and_dist/html/index.html index 11dcb4526..017fce59c 100644 --- a/doc/sf_and_dist/html/index.html +++ b/doc/sf_and_dist/html/index.html @@ -49,11 +49,11 @@ Thijs van den Berg
-

Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

-

+

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

@@ -80,11 +80,13 @@
Thread Safety
Performance
If and How to Build - the Library and its Examples and Tests
+ a Boost.Math Library, and its Examples and Tests
History and What's New
C99 and C++ TR1 C-style Functions
+
Frequently Asked Questions + FAQ
Contact Info and Support
@@ -123,6 +125,8 @@ Binomial Distribution Examples
Normal Distribution Examples
+
+ Inverse Gamma Distribution Bayes Example
Non Central Chi Squared Example
Error Handling @@ -162,6 +166,10 @@
F Distribution
Gamma (and Erlang) Distribution
+
+ Inverse Chi Squared Distribution
+
+ Inverse Gamma Distribution
Hypergeometric Distribution
Laplace @@ -375,6 +383,7 @@ Without Derivatives
Locating Function Minima
+
Tuples
Testing and Development
@@ -430,7 +439,7 @@
Error Handling Policies
Internal - Promotion Policies
+ Floating-point Promotion Policies
Mathematically Undefined Function Policies
Discrete @@ -480,15 +489,15 @@

- ISBN 0-9504833-2-X 978-0-9504833-2-0, Classification 519.2-dc22

This manual is also available in printer - friendly PDF format. + friendly PDF format, and as a CD ISBN 0-9504833-2-X 978-0-9504833-2-0, + Classification 519.2-dc22.

- +

Last revised: August 23, 2010 at 10:23:09 GMT

Last revised: September 29, 2010 at 17:50:24 GMT
diff --git a/doc/sf_and_dist/html/math_toolkit/backgrounders.html b/doc/sf_and_dist/html/math_toolkit/backgrounders.html index bbd4dc469..5ca9a6507 100644 --- a/doc/sf_and_dist/html/math_toolkit/backgrounders.html +++ b/doc/sf_and_dist/html/math_toolkit/backgrounders.html @@ -38,9 +38,9 @@ -
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/backgrounders/implementation.html b/doc/sf_and_dist/html/math_toolkit/backgrounders/implementation.html index 9670f3b2b..c303cba16 100644 --- a/doc/sf_and_dist/html/math_toolkit/backgrounders/implementation.html +++ b/doc/sf_and_dist/html/math_toolkit/backgrounders/implementation.html @@ -33,7 +33,7 @@ and reflect more the general implementation philosophy used.

- + Implemention philosophy
@@ -85,7 +85,7 @@ These could still provide sufficient accuracy for some speed-critical applications.

- + Accuracy and Representation of Test Values
@@ -130,7 +130,7 @@ binary value).

- + Tolerance of Tests
@@ -156,7 +156,7 @@ first that the suffix L is present, and then that the tolerance is big enough.

- + Handling Unsuitable Arguments
@@ -224,14 +224,14 @@

- + Handling of Functions that are Not Mathematically defined

Functions that are not mathematically defined, like the Cauchy mean, fail - to compile by default. A - policy allows control of this. + to compile by default. A policy + allows control of this.

If the policy is to permit undefined functions, then calling them throws @@ -258,7 +258,7 @@

- + Median of distributions
@@ -268,11 +268,13 @@ functions, the mid-point in a list of values.

- However a useful median approximation for distribution dist - may be available from + However a useful numerical approximation for distribution dist + is available as usual as an accessor non-member function median using median(dist), + that may be evaluated (in the absence of an analytic formula) by calling

- quantile(dist, 0.5). + quantile(dist, 0.5) (this + is the mathematical definition of course).

Mean, @@ -291,7 +293,7 @@ Basic Statistics. give more detail, in particular for discrete distributions.

- + Handling of Floating-Point Infinity
@@ -335,7 +337,7 @@ handling policies.

- + Scale, Shape and Location
@@ -362,7 +364,7 @@ functions, they can be added if required.

- + Notes on Implementation of Specific Functions & Distributions
@@ -374,7 +376,7 @@ lower = -1, mode = 0 and upper = 1 would be more suitable.
- + Rational Approximations Used
@@ -417,7 +419,7 @@ to the "true" minimax solution.

- + Representation of Mathematical Constants
@@ -478,7 +480,7 @@ double p = boost::math::constants::pi(); // Context does not allow for disambiguation of overloaded function
- + Thread safety
@@ -503,7 +505,7 @@ the right thing here at some point.

- + Sources of Test Data
@@ -514,7 +516,10 @@ in the case of serious disagreement. The accuracy, actual and claimed, vary very widely. Only Wolfram Mathematica functions provided a higher accuracy than C++ double (64-bit floating-point) - and was regarded as the most-trusted source by far. + and was regarded as the most-trusted source by far. The The + R Project for Statistical Computing provided the widest range of + distributions, but the usual Intel X86 distribution uses 64-but doubles, + so our use was limited to the 15 to 17 decimal digit accuracy.

A useful index of sources is: Web-oriented @@ -541,10 +546,18 @@ the underlying special function is known to be difficult to implement.

- + Creating and Managing the Equations
+

+ Equations that fit on a single line can most easily be produced by inline + Quickbook code using templates for Unicode Greek and Unicode Math symbols. + All Greek letter and small set of Math symbols is available at /boost-path/libs/math/doc/sf_and_dist/html4_symbols.qbk +

+

+ Where equations need to use more than one line, real Math editors were used. +

The primary source for the equations is now MathML: see the *.mml files in libs/math/doc/sf_and_dist/equations/. @@ -555,7 +568,7 @@ mangles these files and should not currently be used.

- Convertion to SVG was achieved using SVGMath + Conversion to SVG was achieved using SVGMath and a command line such as: 

$for file in *.mml; do
@@ -563,6 +576,11 @@
 >>$file > $(basename $file .mml).svg
 >done
+

+ See also the section on "Using Python to run Inkscape" and "Using + inkscape to convert scalable vector SVG files to Portable Network graphic + PNG". +

Note that SVGMath requires that the mml files are not wrapped in an XHTML XML wrapper - this is added by Mathcast by default - @@ -713,7 +731,7 @@ done HTML: this needs further investigation.

- + Producing Graphs
@@ -722,17 +740,19 @@ done same process as the equations.

- The programs /libs/math/doc/sf_and_dist/graphs/dist_graphs.cpp and /libs/math/doc/sf_and_dist/graphs/sf_graphs.cpp - generate the SVG's directly using the Google - Summer of Code 2007 project of Jacob Voytko (whose work so far is - at .\boost-sandbox\SOC\2007\visualization). + The programs /libs/math/doc/sf_and_dist/graphs/dist_graphs.cpp and + /libs/math/doc/sf_and_dist/graphs/sf_graphs.cpp generate + the SVG's directly using the Google + Summer of Code 2007 project of Jacob Voytko (whose work so far, considerably + enhanced and now reasonably mature and usable, by Paul A. Bristow, is at + .\boost-sandbox\SOC\2007\visualization).

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/backgrounders/lanczos.html b/doc/sf_and_dist/html/math_toolkit/backgrounders/lanczos.html index cb5ab8ff3..096ff4bed 100644 --- a/doc/sf_and_dist/html/math_toolkit/backgrounders/lanczos.html +++ b/doc/sf_and_dist/html/math_toolkit/backgrounders/lanczos.html @@ -27,7 +27,7 @@ The Lanczos Approximation
- + Motivation

@@ -99,7 +99,7 @@ functions divided by large powers into single (simpler) expressions.

- + The Approximation
@@ -161,7 +161,7 @@

- + Computing the Coefficients
@@ -205,7 +205,7 @@ multiplied by F as the last step.

- + Choosing the Right Parameters
@@ -229,7 +229,7 @@ computing to float precision with double precision arithmetic.

-

Table 53. Optimal choices for N and g when computing with guard digits (source: +

Table 53. Optimal choices for N and g when computing with guard digits (source: Pugh)

@@ -372,7 +372,7 @@ exactly matches the machine epsilon for the type in question.

-

Table 54. Optimum value for N and g when computing at fixed precision

+

Table 54. Optimum value for N and g when computing at fixed precision

@@ -535,7 +535,7 @@ is exact, and so isn't used for the gamma function.

- + References
    @@ -560,9 +560,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/backgrounders/refs.html b/doc/sf_and_dist/html/math_toolkit/backgrounders/refs.html index 0a0da2b2c..c98ee9d3b 100644 --- a/doc/sf_and_dist/html/math_toolkit/backgrounders/refs.html +++ b/doc/sf_and_dist/html/math_toolkit/backgrounders/refs.html @@ -27,7 +27,7 @@ References
- + General references
@@ -75,8 +75,8 @@ Wiley 2000.

- EXTREME VALUE - DISTRIBUTIONS, Theory and Applications Samuel Kotz & Saralees + Extreme Value + Distributions, Theory and Applications Samuel Kotz & Saralees Nadarajah, ISBN 978-1-86094-224-2 & 1-86094-224-5 Oct 2000, Chapter 1.2 discusses the various extreme value distributions.

@@ -91,7 +91,7 @@ Library (version 2), Walter E. Brown

- + Calculators* that we found (and used to cross-check - as far as their widely-varying accuracy allowed). @@ -101,7 +101,7 @@ Binomial Probability Distribution Calculator.

- + Other Libraries

@@ -133,7 +133,8 @@ http://www.softintegration.com/docs/packagechnagstat

- NAG libraries. + NAG + libraries.

MathCAD @@ -158,12 +159,36 @@ Statistics Glossary, Valerie Easton and John H. McColl.

+

+ _R R Development Core Team (2010). + R: A language and environment for statistical computing. R Foundation for + Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org. +

+

+ For use of R, see: +

+

+ Jim Albert, Bayesian Computation with R, ISBN 978-0-387-71384-7. +

+

+ C++ + Statistical Distributions in Boost - QuantNetwork forum discusses + using Boost.Math in finance. +

+

+ Quantnet + Boost and computational finance. Robert Demming & Daniel J. Duffy, + Introduction to the C++ Boost Libraries - Volume I - Foundations and Volume + II ISBN 978-94-91028-01-4, Advanced Libraries and Applications, ISBN 978-94-91028-02-1 + (to be published in 2011). discusses application of Boost.Math, especially + in finance.] +

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/backgrounders/relative_error.html b/doc/sf_and_dist/html/math_toolkit/backgrounders/relative_error.html index cd1eb0bfb..566d321c5 100644 --- a/doc/sf_and_dist/html/math_toolkit/backgrounders/relative_error.html +++ b/doc/sf_and_dist/html/math_toolkit/backgrounders/relative_error.html @@ -81,7 +81,7 @@

- + The Impossibility of Zero Error
@@ -109,9 +109,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/backgrounders/remez.html b/doc/sf_and_dist/html/math_toolkit/backgrounders/remez.html index 3b49cd854..a0e94bcd9 100644 --- a/doc/sf_and_dist/html/math_toolkit/backgrounders/remez.html +++ b/doc/sf_and_dist/html/math_toolkit/backgrounders/remez.html @@ -94,7 +94,7 @@ are located!

- + The Remez Method
@@ -105,7 +105,7 @@

In the following discussion we'll use a concrete example to illustrate the - Remez method: an approximation to the function ex over the range [-1, 1]. + Remez method: an approximation to the function ex ​ over the range [-1, 1].

Before we can begin the Remez method, we must obtain an initial value for @@ -174,7 +174,7 @@

- + Remez Step 1
@@ -205,7 +205,7 @@ to 5.6x10-4.

- + Remez Step 2
@@ -234,7 +234,7 @@ In our example we perform multi-point exchange.

- + Iteration

@@ -250,7 +250,7 @@ remez-4

- + Rational Approximations
@@ -299,7 +299,7 @@ number of terms overall.

- + Practical Considerations
@@ -388,7 +388,7 @@ a positive power less than one will skew them towards either end. More usefully, if we initially rescale the points over [0,1] and then raise to a positive power, we can skew them to the left or right. Returning to our example of - ex over [-1,1], the initial interpolated form was some way from the minimax + ex ​ over [-1,1], the initial interpolated form was some way from the minimax solution:

@@ -397,7 +397,7 @@

However, if we first skew the interpolation points to the left (rescale them to [0, 1], raise to the power 1.3, and then rescale back to [-1,1]) we reduce - the error from 1.3x10-3to 6x10-4: + the error from 1.3x10-3 ​to 6x10-4:

remez-5 @@ -407,7 +407,7 @@ desired minimax solution (5x10-4).

- + Remez Method Checklist
@@ -461,7 +461,7 @@
- + References

@@ -527,9 +527,9 @@ -
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist.html b/doc/sf_and_dist/html/math_toolkit/dist.html index bad249420..cb6ed2203 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist.html @@ -106,6 +106,8 @@ Distribution Examples
Some Miscellaneous Examples of the Normal (Gaussian) Distribution
+
+ Inverse Gamma Distribution Bayes Example
Non Central Chi Squared Example
@@ -155,6 +157,10 @@
F Distribution
Gamma (and Erlang) Distribution
+
+ Inverse Chi Squared Distribution
+
+ Inverse Gamma Distribution
Hypergeometric Distribution
Laplace @@ -198,9 +204,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref.html index 06b08fd3a..f2e71316a 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref.html @@ -48,6 +48,10 @@
F Distribution
Gamma (and Erlang) Distribution
+
+ Inverse Chi Squared Distribution
+
+ Inverse Gamma Distribution
Hypergeometric Distribution
Laplace @@ -89,9 +93,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dist_algorithms.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dist_algorithms.html index f8d043bb1..f0c8736d6 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dist_algorithms.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dist_algorithms.html @@ -28,7 +28,7 @@ Algorithms
- + Finding the Location and Scale for Normal and similar distributions
@@ -50,7 +50,7 @@ using boost::math::complement; // Will be needed by users who want to use complements.
- + find_location function
@@ -80,7 +80,7 @@ }} // namespaces
- + find_scale function
@@ -130,9 +130,9 @@ -
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists.html index 463802cf3..c177860ec 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists.html @@ -44,6 +44,10 @@
F Distribution
Gamma (and Erlang) Distribution
+
+ Inverse Chi Squared Distribution
+
+ Inverse Gamma Distribution
Hypergeometric Distribution
Laplace @@ -82,9 +86,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/bernoulli_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/bernoulli_dist.html index 14b42f49d..29271f3e3 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/bernoulli_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/bernoulli_dist.html @@ -87,7 +87,7 @@

- + Member Functions
@@ -103,7 +103,7 @@ Returns the success_fraction parameter of this distribution.

- + Non-member Accessors
@@ -128,7 +128,7 @@ exception and make an error message available.

- + Accuracy

@@ -136,7 +136,7 @@ and so should have errors within an epsilon or two.

- + Implementation

@@ -327,7 +327,7 @@

- + References
    @@ -343,9 +343,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/beta_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/beta_dist.html index 705f0f8e4..dbc7b8b3e 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/beta_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/beta_dist.html @@ -125,20 +125,19 @@

- If α = β = 1, then it is a ​ -uniform + If α = β = 1, then it is a __space uniform distribution, equal to unity in the entire interval x = 0 to - 1. If α ​ and β ​ are < 1, then the pdf is U-shaped. If α != β, then the shape - is asymmetric and could be approximated by a triangle whose apex is away - from the centre (where x = half). + 1. If α __space and β __space are < 1, then the pdf is U-shaped. If α != + β, then the shape is asymmetric and could be approximated by a triangle + whose apex is away from the centre (where x = half).

- + Member Functions
- + Constructor 
beta_distribution(RealType alpha, RealType beta);
@@ -165,7 +164,7 @@
             yellow in the graph above).
           

 

-
+
             Parameter
             Accessors
           

@@ -189,7 +188,7 @@
 assert(mybeta.beta() == 5.);   // mybeta.beta()  returns 5
- + Parameter Estimators
@@ -197,15 +196,15 @@ Two pairs of parameter estimators are provided.

- One estimates either α ​ or β ​ -from presumed-known mean and variance. + One estimates either α __space or β __space from presumed-known mean and + variance.

- The other pair estimates either α ​ or β ​ from the cdf and x. + The other pair estimates either α __space or β __space from the cdf and x.

- It is also possible to estimate α ​ and β ​ from 'known' mode & quantile. - For example, calculators are provided by the Pooled + It is also possible to estimate α __space and β __space from 'known' mode + & quantile. For example, calculators are provided by the Pooled Prevalence Calculator and Beta Buster but this is not yet implemented here.

@@ -214,7 +213,7 @@ from presumed-known mean and variance. RealType variance); // Expected value of variance.

- Returns the unique value of α that corresponds to a beta distribution with + Returns the unique value of α ​ that corresponds to a beta distribution with mean mean and variance variance. 

static RealType find_beta(
@@ -222,7 +221,7 @@ from presumed-known mean and variance.
   RealType variance); // Expected value of variance.

- Returns the unique value of β that corresponds to a beta distribution with + Returns the unique value of β ​ that corresponds to a beta distribution with mean mean and variance variance. 

static RealType find_alpha(
@@ -231,7 +230,7 @@ from presumed-known mean and variance.
   RealType probability); // probability cdf

- Returns the value of α that gives: cdf(beta_distribution<RealType>(alpha, beta), x) == probability. + Returns the value of α ​ that gives: cdf(beta_distribution<RealType>(alpha, beta), x) == probability. 

static RealType find_beta(
   RealType alpha, // alpha.
@@ -239,10 +238,10 @@ from presumed-known mean and variance.
   RealType probability); // probability cdf.

- Returns the value of β that gives: cdf(beta_distribution<RealType>(alpha, beta), x) == probability. + Returns the value of β ​ that gives: cdf(beta_distribution<RealType>(alpha, beta), x) == probability.

- + Non-member Accessor Functions
@@ -264,7 +263,7 @@ from presumed-known mean and variance. Mathworld.

- + Applications

@@ -277,12 +276,12 @@ from presumed-known mean and variance. statistical inference.

- + Related distributions

- The beta distribution with both α ​ and β = 1 follows a uniform + The beta distribution with both α __space and β = 1 follows a uniform distribution.

@@ -291,19 +290,20 @@ from presumed-known mean and variance.

The binomial - distribution is closely related when α ​ and β ​ are integers. + distribution is closely related when α __space and β __space are + integers.

- With integer values of α ​ and β ​ the distribution B(i, j) is that of the j-th - highest of a sample of i + j + 1 independent random variables uniformly - distributed between 0 and 1. The cumulative probability from 0 to x is - thus the probability that the j-th highest value is less than x. Or it - is the probability that that at least i of the random variables are less - than x, a probability given by summing over the Binomial + With integer values of α __space and β __space the distribution B(i, j) is + that of the j-th highest of a sample of i + j + 1 independent random + variables uniformly distributed between 0 and 1. The cumulative probability + from 0 to x is thus the probability that the j-th highest value is less + than x. Or it is the probability that that at least i of the random variables + are less than x, a probability given by summing over the Binomial Distribution with its p parameter set to x.

- + Accuracy

@@ -315,12 +315,12 @@ from presumed-known mean and variance. please refer to these functions for information on accuracy.

- + Implementation

In the following table a and b - are the parameters α and β, x is the random variable, + are the parameters α ​ and β, x is the random variable, p is the probability and q = 1-p.

@@ -596,7 +596,7 @@ from presumed-known mean and variance.
- + References

@@ -614,9 +614,9 @@ from presumed-known mean and variance.

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/binomial_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/binomial_dist.html index 7524f2c98..7549e5f1e 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/binomial_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/binomial_dist.html @@ -167,12 +167,12 @@

- + Member Functions
- + Construct 
binomial_distribution(RealType n, RealType p);
@@ -189,7 +189,7 @@
             otherwise calls domain_error.
           

 

-
+
             Accessors
           

 
RealType success_fraction() const;
@@ -205,7 +205,7 @@
             was constructed.
           

 

-
+
             Lower
             Bound on the Success Fraction
           

@@ -311,7 +311,7 @@
             limits illustrated in the case of the binomial. Biometrika 26 404-413.
           

 

-
+
             Upper
             Bound on the Success Fraction
           

@@ -389,7 +389,7 @@
- + Estimating the Number of Trials Required for a Certain Number of Successes
@@ -431,7 +431,7 @@ of seeing 10 events that occur with frequency one half.

- + Estimating the Maximum Number of Trials to Ensure no more than a Certain Number of Successes @@ -479,7 +479,7 @@ Worked Example.

- + Non-member Accessors
@@ -504,7 +504,7 @@ in the context of this distribution:

-

Table 11. Meaning of the non-member accessors

+

Table 11. Meaning of the non-member accessors

@@ -620,7 +620,7 @@

quantile(complement(binomial(n, p), - P))` + P))

@@ -628,7 +628,7 @@

- + Examples

@@ -636,7 +636,7 @@ examples are available illustrating the use of the binomial distribution.

- + Accuracy

@@ -646,7 +646,7 @@ please refer to these functions for information on accuracy.

- + Implementation

@@ -890,7 +890,7 @@

- + References
    @@ -911,9 +911,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/cauchy_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/cauchy_dist.html index d6c1103be..213f0f740 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/cauchy_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/cauchy_dist.html @@ -63,8 +63,8 @@

- The location parameter x0 is the location of the peak of the distribution - (the mode of the distribution), while the scale parameter γ specifies half + The location parameter x0 ​ is the location of the peak of the distribution + (the mode of the distribution), while the scale parameter γ ​ specifies half the width of the PDF at half the maximum height. If the location is zero, and the scale 1, then the result is a standard Cauchy distribution.

@@ -88,7 +88,7 @@

- + Member Functions
@@ -114,7 +114,7 @@ Returns the scale parameter of the distribution.

- + Non-member Accessors
@@ -148,7 +148,7 @@ The domain of the random variable is [-[max_value], +[min_value]].

- + Accuracy

@@ -157,12 +157,12 @@ have very low error rates.

- + Implementation

In the following table x0 is the location parameter of the distribution, - γ is its scale parameter, x is the random variate, + γ ​ is its scale parameter, x is the random variate, p is the probability and q = 1-p.

@@ -224,7 +224,7 @@

So the procedure is to calculate the cdf for -fabs(x) using the above formula. Note that to factor in the location and - scale parameters you must substitute (x - x0 ) / γ for x in the + scale parameters you must substitute (x - x0 ) / γ ​ for x in the above.

@@ -249,7 +249,7 @@ then the relation

- x = x0 ± γ / tan(π * p) + x = x0 ± γ ​ / tan(π * p)

is used to obtain the result. Whether we're adding or subtracting @@ -273,7 +273,7 @@

- + References
    @@ -294,9 +294,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/chi_squared_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/chi_squared_dist.html index f2730ad43..f92169d3f 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/chi_squared_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/chi_squared_dist.html @@ -67,9 +67,9 @@

The Chi-Squared distribution is one of the most widely used distributions - in statistical tests. If χi are ν + in statistical tests. If χi ​ are ν ​ independent, normally distributed random - variables with means μi and variances σi2, then the random variable: + variables with means μi ​ and variances σi2, then the random variable:

@@ -79,7 +79,7 @@ independent, normally distributed random

The Chi-Squared distribution is a special case of the gamma distribution - and has a single parameter ν that specifies the number of degrees of freedom. + and has a single parameter ν ​ that specifies the number of degrees of freedom. The following graph illustrates how the distribution changes for different values of ν:

@@ -87,7 +87,7 @@ independent, normally distributed random

- + Member Functions
@@ -170,7 +170,7 @@ independent, normally distributed random NIST Engineering Statistics Handbook, Section 7.2.3.2.

- + Non-member Accessors
@@ -196,7 +196,7 @@ independent, normally distributed random The domain of the random variable is [0, +∞].

- + Examples

@@ -204,7 +204,7 @@ independent, normally distributed random are available illustrating the use of the Chi Squared Distribution.

- + Accuracy

@@ -212,7 +212,7 @@ independent, normally distributed random gamma functions: please refer to the accuracy data for those functions.

- + Implementation

@@ -379,7 +379,7 @@ independent, normally distributed random

- + References
    @@ -400,9 +400,9 @@ independent, normally distributed random
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/exp_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/exp_dist.html index 85c454c93..6beac287b 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/exp_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/exp_dist.html @@ -71,7 +71,7 @@

- + Member Functions
@@ -91,7 +91,7 @@ Accessor function returns the lambda parameter of the distribution.

- + Non-member Accessors
@@ -111,7 +111,7 @@ The domain of the random variable is [0, +∞].

- + Accuracy

@@ -122,7 +122,7 @@ should have very low error rates.

- + Implementation

@@ -283,7 +283,7 @@

- + references
    @@ -318,9 +318,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/extreme_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/extreme_dist.html index aa0d539ec..58f20e008 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/extreme_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/extreme_dist.html @@ -100,7 +100,7 @@

- + Member Functions
@@ -125,7 +125,7 @@ Returns the scale parameter of the distribution.

- + Non-member Accessors
@@ -145,7 +145,7 @@ The domain of the random parameter is [-∞, +∞].

- + Accuracy

@@ -154,7 +154,7 @@ very low error rates.

- + Implementation

@@ -320,9 +320,9 @@

- @@ -281,7 +281,7 @@ @@ -318,7 +318,7 @@ @@ -363,9 +363,9 @@
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/f_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/f_dist.html index 73e0b2d04..1b13632cb 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/f_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/f_dist.html @@ -58,12 +58,12 @@

The F distribution is a continuous distribution that arises when testing - whether two samples have the same variance. If χ2m and χ2n are independent + whether two samples have the same variance. If χ2m ​ and χ2n ​ are independent variates each distributed as Chi-Squared with m and n degrees of freedom, then the test statistic:

- Fn,m = (χ2n / n) / (χ2m / m) + Fn,m ​ = (χ2n ​ / n) / (χ2m ​ / m)

Is distributed over the range [0, ∞] with an F distribution, and has the @@ -80,7 +80,7 @@

- + Member Functions
@@ -106,7 +106,7 @@ Returns the denominator degrees of freedom parameter of the distribution.

- + Non-member Accessors
@@ -126,7 +126,7 @@ The domain of the random variable is [0, +∞].

- + Examples

@@ -134,7 +134,7 @@ are available illustrating the use of the F Distribution.

- + Accuracy

@@ -143,7 +143,7 @@ refer to those functions for accuracy data.

- + Implementation

@@ -427,9 +427,9 @@

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/gamma_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/gamma_dist.html index 5c02a4650..9fbb51df7 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/gamma_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/gamma_dist.html @@ -7,7 +7,7 @@ - + @@ -20,7 +20,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -91,15 +91,15 @@

- For shape parameter k and scale parameter θ it is + For shape parameter k and scale parameter θ ​ it is defined by the probability density function:

- Sometimes an alternative formulation is used: given parameters α= k and - β= 1 / θ, then the distribution can be defined by the PDF: + Sometimes an alternative formulation is used: given parameters α ​= k and + β ​= 1 / θ, then the distribution can be defined by the PDF:

@@ -137,7 +137,7 @@ than a dedicated Erlang Distribution.

- + Member Functions
@@ -162,7 +162,7 @@ Returns the scale parameter of this distribution.

- + Non-member Accessors
@@ -182,7 +182,7 @@ The domain of the random variable is [0,+∞].

- + Accuracy

@@ -194,12 +194,12 @@ refer to the accuracy data for those functions for more information.

- + Implementation

In the following table k is the shape parameter - of the distribution, θ is it's scale parameter, x + of the distribution, θ ​ is it's scale parameter, x is the random variate, p is the probability and q = 1-p.

@@ -268,7 +268,7 @@

- Using the relation: x = θ* gamma_p_inv(k, + Using the relation: x = θ ​* gamma_p_inv(k, p)

- Using the relation: x = θ* gamma_q_inv(k, + Using the relation: x = θ ​* gamma_q_inv(k, p)

- (k-1)θ for k>1 otherwise a domain_error + (k-1)θ ​ for k>1 otherwise a domain_error

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

@@ -373,7 +373,7 @@
-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/hypergeometric_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/hypergeometric_dist.html index 46003dcc5..cb4c77a88 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/hypergeometric_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/hypergeometric_dist.html @@ -6,7 +6,7 @@ - + @@ -20,7 +20,7 @@
-PrevUpHomeNext +PrevUpHomeNext
@@ -102,7 +102,7 @@

- + Member Functions
@@ -131,7 +131,7 @@ from the population N.

- + Non-member Accessors
@@ -185,7 +185,7 @@
- + Accuracy

@@ -211,7 +211,7 @@ meaningless for N >= 1015.

- + Testing

@@ -223,7 +223,7 @@ this implementation and NTL::RR.

- + Implementation

@@ -328,9 +328,9 @@ -
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

@@ -338,7 +338,7 @@

-PrevUpHomeNext +PrevUpHomeNext
diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/inverse_chi_squared_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/inverse_chi_squared_dist.html new file mode 100644 index 000000000..fae00b109 --- /dev/null +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/inverse_chi_squared_dist.html @@ -0,0 +1,471 @@ + + + +Inverse Chi Squared Distribution + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+

+ +

+
#include <boost/math/distributions/inverse_chi_squared.hpp>
+

+

+
namespace boost{ namespace math{ 
+   
+template <class RealType = double, 
+          class Policy   = policies::policy<> >
+class inverse_chi_squared_distribution
+{
+public:
+   typedef RealType value_type;
+   typedef Policy   policy_type;
+
+   inverse_chi_squared_distribution(RealType df = 1); // Not explicitly scaled, default 1/df.
+   inverse_chi_squared_distribution(RealType df, RealType scale = 1/df);  // Scaled.
+
+   RealType degrees_of_freedom()const; // Default 1.
+   RealType scale()const; // Optional scale [xi] (variance), default 1/degrees_of_freedom.
+};
+
+}} // namespace boost // namespace math
+
+

+ The inverse chi squared distribution is a continuous probability distribution + of the reciprocal of a variable distributed + according to the chi squared distribution. +

+

+ The sources below give confusingly different formulae using different + symbols for the distribution pdf, but they are all the same, or related + by a change of variable, or choice of scale. +

+

+ Two constructors are available to implement both the scaled and (implicitly) + unscaled versions. +

+

+ The main version has an explicit scale parameter which implements the + scaled + inverse chi_squared distribution. +

+

+ A second version has an implicit scale = 1/degrees of freedom and gives + the 1st definition in the Wikipedia + inverse chi_squared distribution. The 2nd Wikipedia inverse chi_squared + distribution definition can be implemented by explicitly specifying a + scale = 1. +

+

+ Both definitions are also available in Wolfram Mathematica and in The R Project for Statistical Computing + (geoR) with default scale = 1/degrees of freedom. +

+

+ See +

+
+

+ The inverse_chi_squared distribution is used in Bayesian + statistics: the scaled inverse chi-square is conjugate prior + for the normal distribution with known mean, model parameter σ² (variance). +

+

+ See conjugate + priors including a table of distributions and their priors. +

+

+ See also Inverse + Gamma Distribution and Chi + Squared Distribution. +

+

+ The inverse_chi_squared distribution is a psecial case of a inverse_gamma + distribution with ν (degrees_of_freedom) shape (α) and scale (β) where +

+

+   α= ν /2 and β = ½. +

+
+ + + + + +
[Note]Note
+

+ This distribution does provide the + typedef: +

+

+ +

+
typedef inverse_chi_squared_distribution<double> inverse_chi_squared;
+

+

+

+ If you want a double precision + inverse_chi_squared distribution you can use +

+

+ +

+
boost::math::inverse_chi_squared_distribution<>
+

+

+

+ or you can write inverse_chi_squared + my_invchisqr(2, 3); +

+
+

+ For degrees of freedom parameter ν and scale parameter ξ, it is defined + by the probability density function (PDF): +

+

+   f(x;ν, ξ) = 2 -ν/2 e(-1/2x x (-1-ν/2) / Γ(ν/2) +

+

+ and Cumulative Density Function (CDF) +

+

+   F(x;ν, ξ) = Γ( ν /2, νξ/2x) / Γ(ν /2) +

+

+ The following graphs illustrate how the PDF and CDF of the inverse chi_squared + distribution varies for a few values of parameters ν and ξ: +

+

+ +

+

+ +

+
+ + Member + Functions +
+
inverse_chi_squared_distribution(RealType df = 1); // Implicitly scaled 1/df.
+inverse_chi_squared_distribution(RealType df = 1, RealType scale); // Explicitly scaled.
+
+

+ Constructs an inverse chi_squared distribution with ν degrees of freedom + df, and scale scale with default + value 1/df. +

+

+ Requires that the degrees of freedom ν parameter is greater than zero, + otherwise calls domain_error. +

+
RealType degrees_of_freedom()const; 
+
+

+ Returns the degrees_of_freedom ν parameter of this distribution. +

+
RealType scale()const; 
+
+

+ Returns the scale ξ parameter of this distribution. +

+
+ + Non-member + Accessors +
+

+ All the usual non-member + accessor functions that are generic to all distributions are supported: + Cumulative Distribution Function, + Probability Density Function, Quantile, Hazard + Function, Cumulative Hazard Function, + mean, median, + mode, variance, + standard deviation, skewness, + kurtosis, kurtosis_excess, + range and support. +

+

+ The domain of the random variate is [0,+∞]. +

+
+ + + + + +
[Note]Note

+ Unlike some definitions, this implementation supports a random variate + equal to zero as a special case, returning zero for both pdf and cdf. +

+
+ + Accuracy +
+

+ The inverse gamma distribution is implemented in terms of the incomplete + gamma functions like the Inverse + Gamma Distribution that use gamma_p + and gamma_q + and their inverses gamma_p_inv + and gamma_q_inv: + refer to the accuracy data for those functions for more information. + But in general, gamma (and thus inverse gamma) results are often accurate + to a few epsilon, >14 decimal digits accuracy for 64-bit double. unless + iteration is involved, as for the estimation of degrees of freedom. +

+
+ + Implementation +
+

+ In the following table ν is the degrees of freedom parameter and ξ is the + scale parameter of the distribution, x is the random + variate, p is the probability and q = + 1-p its complement. Parameters α for shape and β for scale are + used for the inverse gamma function: α = ν/2 and β = ν * ξ/2. +

+
++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
+

+ Function +

+ 		+

+ Implementation Notes +

+
+

+ pdf +

+ 		+

+ Using the relation: pdf = gamma_p_derivative(α, + β/ x, β) / x * x +

+
+

+ cdf +

+ 		+

+ Using the relation: p = gamma_q(α, + β / x) +

+
+

+ cdf complement +

+ 		+

+ Using the relation: q = gamma_p(α, + β / x) +

+
+

+ quantile +

+ 		+

+ Using the relation: x = β ​/ gamma_q_inv(α, + p) +

+
+

+ quantile from the complement +

+ 		+

+ Using the relation: x = α ​/ gamma_p_inv(α, + q) +

+
+

+ mode +

+ 		+

+ ν * ξ / (ν + 2) +

+
+

+ median +

+ 		+

+ no closed form analytic equation is known, but is evaluated + as quantile(0.5) +

+
+

+ mean +

+ 		+

+ νξ / (ν - 2) for ν > 2, else a domain_error +

+
+

+ variance +

+ 		+

+ 2 ν² ξ² / ((ν -2)² (ν -4)) for ν >4, else a domain_error +

+
+

+ skewness +

+ 		+

+ 4 √2 √(ν-4) /(ν-6) for ν >6, else a domain_error +

+
+

+ kurtosis_excess +

+ 		+

+ 12 * (5ν - 22) / ((ν - 6) * (ν - 8)) for ν >8, else a domain_error +

+
+

+ kurtosis +

+ 		+

+ 3 + 12 * (5ν - 22) / ((ν - 6) * (ν-8)) for ν >8, else a domain_error +

+
+
+ + References +
+
    +
  1. + Bayesian Data Analysis, Andrew Gelman, John B. Carlin, Hal S. Stern, + Donald B. Rubin, ISBN-13: 978-1584883883, Chapman & Hall; 2 edition + (29 July 2003). +
    2. +
  2. + Bayesian Computation with R, Jim Albert, ISBN-13: 978-0387922973, + Springer; 2nd ed. edition (10 Jun 2009) +
    3. +
+
+ + + +
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

+ Distributed under the Boost Software License, Version 1.0. (See accompanying + file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/inverse_gamma_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/inverse_gamma_dist.html new file mode 100644 index 000000000..376b916f3 --- /dev/null +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/inverse_gamma_dist.html @@ -0,0 +1,382 @@ + + + +Inverse Gamma Distribution + + + + + + + + + + + + + + + +
Boost C++ LibrariesHomeLibrariesPeopleFAQMore
+
+
+PrevUpHomeNext +
+
+
+

+ +

+
#include <boost/math/distributions/inverse_gamma.hpp>
+

+

+
namespace boost{ namespace math{ 
+   
+template <class RealType = double, 
+          class Policy   = policies::policy<> >
+class inverse_gamma_distribution
+{
+public:
+   typedef RealType value_type;
+   typedef Policy   policy_type;
+
+   inverse_gamma_distribution(RealType shape, RealType scale = 1)
+
+   RealType shape()const;
+   RealType scale()const;
+};
+
+}} // namespaces
+
+

+ The inverse_gamma distribution is a continuous probability distribution + of the reciprocal of a variable distributed according to the gamma distribution. +

+

+ The inverse_gamma distribution is used in Bayesian statistics. +

+

+ See inverse + gamma distribution. +

+

+ R + inverse gamma distribution functions. +

+

+ Wolfram + inverse gamma distribution. +

+

+ See also Gamma + Distribution. +

+
+ + + + + +
[Note]Note
+

+ In spite of potential confusion with the inverse gamma function, this + distribution does provide the typedef: +

+

+ +

+
typedef inverse_gamma_distribution<double> gamma;
+

+

+

+ If you want a double precision + gamma distribution you can use +

+

+ +

+
boost::math::inverse_gamma_distribution<>
+

+

+

+ or you can write inverse_gamma + my_ig(2, 3); +

+
+

+ For shape parameter α and scale parameter β, it is defined by the probability + density function (PDF): +

+

+   f(x;α, β) = βα * (1/x) α+1 exp(-β/x) / Γ(α) +

+

+ and cumulative density function (CDF) +

+

+   F(x;α, β) = Γ(α, β/x) / Γ(α) +

+

+ The following graphs illustrate how the PDF and CDF of the inverse gamma + distribution varies as the parameters vary: +

+

+ +

+

+ +

+
+ + Member + Functions +
+
inverse_gamma_distribution(RealType shape = 1, RealType scale = 1);
+
+

+ Constructs an inverse gamma distribution with shape α and scale β. +

+

+ Requires that the shape and scale parameters are greater than zero, otherwise + calls domain_error. +

+
RealType shape()const;
+
+

+ Returns the α shape parameter of this inverse gamma distribution. +

+
RealType scale()const;
+
+

+ Returns the β scale parameter of this inverse gamma distribution. +

+
+ + Non-member + Accessors +
+

+ All the usual non-member + accessor functions that are generic to all distributions are supported: + Cumulative Distribution Function, + Probability Density Function, Quantile, Hazard + Function, Cumulative Hazard Function, + mean, median, + mode, variance, + standard deviation, skewness, + kurtosis, kurtosis_excess, + range and support. +

+

+ The domain of the random variate is [0,+∞]. +

+
+ + + + + +
[Note]Note

+ Unlike some definitions, this implementation supports a random variate + equal to zero as a special case, returning zero for pdf and cdf. +

+
+ + Accuracy +
+

+ The inverse gamma distribution is implemented in terms of the incomplete + gamma functions gamma_p + and gamma_q + and their inverses gamma_p_inv + and gamma_q_inv: + refer to the accuracy data for those functions for more information. + But in general, inverse_gamma results are accurate to a few epsilon, + >14 decimal digits accuracy for 64-bit double. +

+
+ + Implementation +
+

+ In the following table α is the shape parameter of the distribution, α ​ is + its scale parameter, x is the random variate, p + is the probability and q = 1-p. +

+
++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
+

+ Function +

+ 		+

+ Implementation Notes +

+
+

+ pdf +

+ 		+

+ Using the relation: pdf = gamma_p_derivative(α, + β/ x, β) / x * x +

+
+

+ cdf +

+ 		+

+ Using the relation: p = gamma_q(α, + β / x) +

+
+

+ cdf complement +

+ 		+

+ Using the relation: q = gamma_p(α, + β / x) +

+
+

+ quantile +

+ 		+

+ Using the relation: x = β ​/ gamma_q_inv(α, + p) +

+
+

+ quantile from the complement +

+ 		+

+ Using the relation: x = α ​/ gamma_p_inv(α, + q) +

+
+

+ mode +

+ 		+

+ β / (α + 1) +

+
+

+ median +

+ 		+

+ no analytic equation is known, but is evaluated as quantile(0.5) +

+
+

+ mean +

+ 		+

+ β / (α - 1) for α > 1, else a domain_error +

+
+

+ variance +

+ 		+

+ (β * β) / ((α - 1) * (α - 1) * (α - 2)) for α >2, else a domain_error +

+
+

+ skewness +

+ 		+

+ 4 * sqrt (α -2) / (α -3) for α >3, else a domain_error +

+
+

+ kurtosis_excess +

+ 		+

+ (30 * α - 66) / ((α-3)*(α - 4)) for α >4, else a domain_error +

+
+
+ + + +
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

+ Distributed under the Boost Software License, Version 1.0. (See accompanying + file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) +

+
+
+
+PrevUpHomeNext +
+ + diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/laplace_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/laplace_dist.html index 585674774..d4bf55608 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/laplace_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/laplace_dist.html @@ -62,7 +62,7 @@ 1972, p. 930). It is also called the double exponential distribution.

- For location parameter μ and scale parameter σ it is defined by the probability + For location parameter μ ​ and scale parameter σ ​ it is defined by the probability density function:

@@ -73,7 +73,7 @@ deviation of the normal or Gaussian distribution.

- The following graph illustrates the effect of the parameters μ and σ on the + The following graph illustrates the effect of the parameters μ ​ and σ ​ on the PDF. Note that the range of the random variable remains [-∞,+∞] irrespective of the value of the location parameter:

@@ -81,7 +81,7 @@

- + Member Functions
@@ -113,7 +113,7 @@ Returns the scale parameter of this distribution.

- + Non-member Accessors
@@ -133,7 +133,7 @@ The domain of the random variable is [-∞,+∞].

- + Accuracy

@@ -141,7 +141,7 @@ log and exp functions and as such should have very small errors.

- + Implementation

@@ -329,7 +329,7 @@

- + References
    @@ -350,9 +350,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/logistic_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/logistic_dist.html index abc5b1fd2..b83bdc51c 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/logistic_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/logistic_dist.html @@ -72,7 +72,7 @@

- + Member Functions
@@ -98,7 +98,7 @@ Returns the scale of this distribution.

- + Non-member Accessors
@@ -128,7 +128,7 @@ as special cases if RealType and +overflow_error respectively.

- + Accuracy

@@ -140,7 +140,7 @@ as special cases if RealType error can be guarenteed.

- + Implementation
@@ -286,9 +286,9 @@ as special cases if RealType
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/lognormal_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/lognormal_dist.html index 96ac8d1c6..8dc98254d 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/lognormal_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/lognormal_dist.html @@ -88,7 +88,7 @@

- + Member Functions
@@ -121,7 +121,7 @@ Returns the scale parameter of this distribution.

- + Non-member Accessors
@@ -141,7 +141,7 @@ The domain of the random variable is [0,+∞].

- + Accuracy

@@ -150,7 +150,7 @@ function, and as such should have very low error rates.

- + Implementation

@@ -318,9 +318,9 @@

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_beta_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_beta_dist.html index e9ac51951..a140d6b41 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_beta_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_beta_dist.html @@ -96,7 +96,7 @@ is a central χ2 random variable with

- + Member Functions
@@ -128,7 +128,7 @@ is a central χ2 random variable with was constructed.

- + Non-member Accessors
@@ -152,7 +152,7 @@ is a central χ2 random variable with The domain of the random variable is [0, 1].

- + Accuracy

@@ -168,7 +168,7 @@ is a central χ2 random variable with zero error.

-

Table 13. Errors In CDF of the Noncentral Beta

+

Table 13. Errors In CDF of the Noncentral Beta

@@ -295,7 +295,7 @@ is a central χ2 random variable with functions are broadly similar.

- + Tests

@@ -307,7 +307,7 @@ is a central χ2 random variable with tests.

- + Implementation

@@ -398,9 +398,9 @@ is a central χ2 random variable with

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_chi_squared_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_chi_squared_dist.html index 76f2f3b8d..3964c2c7f 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_chi_squared_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_chi_squared_dist.html @@ -110,7 +110,7 @@

- + Member Functions
@@ -183,7 +183,7 @@ == q.

- + Non-member Accessors
@@ -203,7 +203,7 @@ The domain of the random variable is [0, +∞].

- + Examples

@@ -211,7 +211,7 @@ example for the noncentral chi-squared distribution.

- + Accuracy

@@ -223,7 +223,7 @@ zero error.

-

Table 14. Errors In CDF of the Noncentral Chi-Squared

+

Table 14. Errors In CDF of the Noncentral Chi-Squared

@@ -359,7 +359,7 @@ produce an accuracy greater than the square root of the machine epsilon.

- + Tests

@@ -373,7 +373,7 @@ to at least 50 decimal digits - and is the used for our accuracy tests.

- + Implementation

@@ -500,9 +500,9 @@

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_f_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_f_dist.html index fabbcd028..94d6b5131 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_f_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_f_dist.html @@ -95,7 +95,7 @@ random variable with v1

- + Member Functions
@@ -127,7 +127,7 @@ random variable with v1 which this object was constructed.

- + Non-member Accessors
@@ -147,7 +147,7 @@ random variable with v1 The domain of the random variable is [0, +∞].

- + Accuracy

@@ -155,7 +155,7 @@ random variable with v1 Beta Distribution: refer to that distribution for accuracy data.

- + Tests

@@ -164,7 +164,7 @@ random variable with v1 Math library statistical package and its pbeta and dbeta functions.

- + Implementation

@@ -408,9 +408,9 @@ is the non-centrality parameter, x is the

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_t_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_t_dist.html index 856dab40b..1c0eface0 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_t_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/nc_t_dist.html @@ -85,7 +85,7 @@

- + Member Functions
@@ -111,7 +111,7 @@ which this object was constructed.

- + Non-member Accessors
@@ -131,7 +131,7 @@ The domain of the random variable is [-∞, +∞].

- + Accuracy

@@ -141,7 +141,7 @@ one shown will have effectively zero error.

-

Table 15. Errors In CDF of the Noncentral T Distribution

+

Table 15. Errors In CDF of the Noncentral T Distribution

@@ -255,7 +255,7 @@ epsilon.

- + Tests

@@ -270,7 +270,7 @@ least 50 decimal places.

- + Implementation

@@ -351,9 +351,9 @@

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/negative_binomial_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/negative_binomial_dist.html index 56cd3283a..b51e1074e 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/negative_binomial_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/negative_binomial_dist.html @@ -123,7 +123,7 @@

- + Related Distributions
@@ -158,7 +158,7 @@ The Poisson distribution is a special case for large successes

- poisson(λ) = lim r → ∞ negative_binomial(r, r / (λ + r))) + poisson(λ) = lim r → ∞ ​ negative_binomial(r, r / (λ + r)))

@@ -200,12 +200,12 @@

- + Member Functions
- + Construct 
negative_binomial_distribution(RealType r, RealType p);
@@ -221,7 +221,7 @@
             <= 1.
           

 

-
+
             Accessors
           

 
RealType success_fraction() const; // successes / trials (0 <= p <= 1)
@@ -237,7 +237,7 @@
             was constructed.
           

 

-
+
             Lower
             Bound on Parameter p
           

@@ -298,7 +298,7 @@
             vol. 48, no3, 605-621.
           

 

-
+
             Upper
             Bound on Parameter p
           

@@ -358,7 +358,7 @@
             vol. 48, no3, 605-621.
           

 

-
+
             Estimating
             Number of Trials to Ensure at Least a Certain Number of Failures
           

@@ -409,7 +409,7 @@
             probability of observing k failures or fewer.
           

 

-
+
             Estimating
             Number of Trials to Ensure a Maximum Number of Failures or Less
           

@@ -457,7 +457,7 @@
             probability of observing more than k failures.
           

 

-
+
             Non-member
             Accessors
           

@@ -478,7 +478,7 @@
             in the context of this distribution:
           

 

-
Table 12. Meaning of the non-member accessors.

+
Table 12. Meaning of the non-member accessors.

 
@@ -606,7 +606,7 @@
 

 
 


 

 

-
+
             Accuracy
           

 

@@ -616,7 +616,7 @@
             please refer to these functions for information on accuracy.
           

 

-
+
             Implementation
           

 

@@ -900,9 +900,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/normal_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/normal_dist.html index 305046a54..d2d2e0fe7 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/normal_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/normal_dist.html @@ -66,7 +66,7 @@ Normal Distribution.

- Given mean μ and standard deviation σ it has the PDF: + Given mean μ ​ and standard deviation σ ​ it has the PDF:

@@ -79,7 +79,7 @@

- + Member Functions
@@ -109,7 +109,7 @@ be used generically).

- + Non-member Accessors
@@ -131,7 +131,7 @@ and complement cdf -∞ = 1 and +∞ = 0, if RealType permits.

- + Accuracy

@@ -139,7 +139,7 @@ function, and as such should have very low error rates.

- + Implementation

@@ -289,9 +289,9 @@

- @@ -210,7 +210,7 @@ @@ -319,7 +319,7 @@
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/pareto.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/pareto.html index f039a5cb4..49b0fd3fb 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/pareto.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/pareto.html @@ -64,7 +64,7 @@ f(x; α, β) = αβα / xα+ 1

- For shape parameter α > 0, and scale parameter β > 0. If x < β, the + For shape parameter α ​ > 0, and scale parameter β ​ > 0. If x < β ​, the pdf is zero.

@@ -87,12 +87,12 @@

- + Related distributions
- + Member Functions
@@ -118,7 +118,7 @@ Returns the shape parameter of this distribution.

- + Non-member Accessors
@@ -138,7 +138,7 @@ The supported domain of the random variable is [scale, ∞].

- + Accuracy

@@ -151,12 +151,12 @@ zero) see also why complements?.

- + Implementation

- In the following table α is the shape parameter of the distribution, and - β is its scale parameter, x is the random variate, + In the following table α ​ is the shape parameter of the distribution, and + β ​ is its scale parameter, x is the random variate, p is the probability and its complement q = 1-p.

@@ -198,7 +198,7 @@

- Using the relation: cdf p = 1 - (β / x)α + Using the relation: cdf p = 1 - (β ​ / x)α

- Using the relation: q = 1 - p = -(β / x)α + Using the relation: q = 1 - p = -(β ​ / x)α

- + References
    @@ -341,9 +341,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/poisson_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/poisson_dist.html index bf06f1b75..961f93641 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/poisson_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/poisson_dist.html @@ -59,7 +59,7 @@ distribution is a well-known statistical discrete distribution. It expresses the probability of a number of events (or failures, arrivals, occurrences ...) occurring in a fixed period of time, provided these - events occur with a known mean rate λ + events occur with a known mean rate λ ​ (events/time), and are independent of the time since the last event.

@@ -122,7 +122,7 @@

- + Member Functions
@@ -137,7 +137,7 @@ Returns the mean of this distribution.

- + Non-member Accessors
@@ -157,7 +157,7 @@ The domain of the random variable is [0, ∞].

- + Accuracy

@@ -171,11 +171,11 @@ using an iterative method with a lower tolerance to avoid excessive computation.

- + Implementation

- In the following table λ is the mean of the distribution, k + In the following table λ ​ is the mean of the distribution, k is the random variable, p is the probability and q = 1-p.

@@ -326,9 +326,9 @@
- @@ -320,7 +320,7 @@
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/rayleigh.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/rayleigh.html index b70491486..770a672a2 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/rayleigh.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/rayleigh.html @@ -64,7 +64,7 @@ f(x; sigma) = x * exp(-x2/2 σ2) / σ2

- For sigma parameter σ > 0, and x > 0. + For sigma parameter σ ​ > 0, and x > 0.

The Rayleigh distribution is often used where two orthogonal components @@ -86,7 +86,7 @@

- + Related distributions
@@ -102,7 +102,7 @@ distribution.

- + Member Functions
@@ -121,7 +121,7 @@ Returns the sigma parameter of this distribution.

- + Non-member Accessors
@@ -141,7 +141,7 @@ The domain of the random variable is [0, max_value].

- + Accuracy

@@ -151,11 +151,11 @@ using NTL RR type with 150-bit accuracy, about 50 decimal digits.

- + Implementation

- In the following table σ is the sigma parameter of the distribution, x + In the following table σ ​ is the sigma parameter of the distribution, x is the random variate, p is the probability and q = 1-p.

@@ -197,7 +197,7 @@

- Using the relation: p = 1 - exp(-x2/2) σ2 = -expm1(-x2/2) + Using the relation: p = 1 - exp(-x2/2) σ2 ​ = -expm1(-x2/2) σ2

- + References
    @@ -336,9 +336,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/students_t_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/students_t_dist.html index a720225e5..f154f94eb 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/students_t_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/students_t_dist.html @@ -97,7 +97,7 @@

- + Member Functions
@@ -174,7 +174,7 @@ Engineering Statistics Handbook.

- + Non-member Accessors
@@ -194,7 +194,7 @@ The domain of the random variable is [-∞, +∞].

- + Examples

@@ -202,7 +202,7 @@ are available illustrating the use of the Student's t distribution.

- + Accuracy

@@ -211,7 +211,7 @@ inverses, refer to accuracy data on those functions for more information.

- + Implementation

@@ -408,9 +408,9 @@

-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/triangular_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/triangular_dist.html index ecd8a68e7..24bc8f38a 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/triangular_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/triangular_dist.html @@ -128,7 +128,7 @@

- + Member Functions
@@ -163,7 +163,7 @@ (default+1).

- + Non-member Accessors
@@ -184,7 +184,7 @@ range is lower <= x <= upper.

- + Accuracy

@@ -193,7 +193,7 @@ with arguments nearing the extremes of zero and unity.

- + Implementation

@@ -378,7 +378,7 @@ Calculate and plot probability distributions

- + References
    @@ -414,9 +414,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/uniform_dist.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/uniform_dist.html index 230b2f5b5..db2970279 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/uniform_dist.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/uniform_dist.html @@ -117,7 +117,7 @@

- + Member Functions
@@ -144,7 +144,7 @@ Returns the upper parameter of this distribution.

- + Non-member Accessors
@@ -165,7 +165,7 @@ range is only lower <= x <= upper.

- + Accuracy

@@ -173,7 +173,7 @@ and so should have errors within an epsilon or two.

- + Implementation

@@ -337,7 +337,7 @@

- + References
    @@ -357,9 +357,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/weibull.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/weibull.html index 558c16177..039e574ee 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/weibull.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/weibull.html @@ -65,7 +65,7 @@ f(x; α, β) = (α/β) * (x / β)α - 1 * e-(x/β)α

- For shape parameter α > 0, and scale parameter β > 0, and x > 0. + For shape parameter α ​ > 0, and scale parameter β ​ > 0, and x > 0.

The Weibull distribution is often used in the field of failure analysis; @@ -74,14 +74,14 @@

  • - constant over time, then α = 1, suggests that items are failing from + constant over time, then α ​ = 1, suggests that items are failing from random events.
  • - decreases over time, then α < 1, suggesting "infant mortality". + decreases over time, then α ​ < 1, suggesting "infant mortality".
  • - increases over time, then α > 1, suggesting "wear out" + increases over time, then α ​ > 1, suggesting "wear out" - more likely to fail as time goes by.
@@ -100,21 +100,21 @@

- + Related distributions

- When α = 3, the Weibull + When α ​ = 3, the Weibull distribution appears similar to the normal - distribution. When α = 1, the Weibull distribution reduces to the + distribution. When α ​ = 1, the Weibull distribution reduces to the exponential distribution. The relationship of the types of extreme value distributions, of which the Weibull is but one, is discussed by Extreme Value Distributions, Theory and Applications Samuel Kotz & Saralees Nadarajah.

- + Member Functions
@@ -140,7 +140,7 @@ Returns the scale parameter of this distribution.

- + Non-member Accessors
@@ -160,7 +160,7 @@ The domain of the random variable is [0, ∞].

- + Accuracy

@@ -170,11 +170,11 @@ as such should have very low error rates.

- + Implementation

- In the following table α is the shape parameter of the distribution, β is + In the following table α ​ is the shape parameter of the distribution, β ​ is it's scale parameter, x is the random variate, p is the probability and q = 1-p.

@@ -337,7 +337,7 @@
- + References
    @@ -357,9 +357,9 @@
-
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow, - Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani - and Thijs van den Berg

+

Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, + Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and + Thijs van den Berg

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/nmp.html b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/nmp.html index b844c214d..ebe3e189a 100644 --- a/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/nmp.html +++ b/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/nmp.html @@ -28,8 +28,8 @@

Properties that are common to all distributions are accessed via non-member - getter functions. This allows more of these functions to be added over - time as the need arises. Unfortunately the literature uses many different + getter functions: non-membership allows more of these functions to be added + over time, as the need arises. Unfortunately the literature uses many different and confusing names to refer to a rather small number of actual concepts; refer to the concept index to find the property you want by the name you are most familiar with. Or use the @@ -37,7 +37,7 @@ the function you want if you already know its name.

- + Function Index
@@ -95,7 +95,7 @@
- + Conceptual Index
@@ -182,7 +182,7 @@
- + Cumulative Distribution Function
@@ -200,13 +200,13 @@ if the random variable is outside the defined range for the distribution.

- For example the following graph shows the cdf for the normal distribution: + For example, the following graph shows the cdf for the normal distribution:

cdf

- + Complement of the Cumulative Distribution Function
@@ -236,8 +236,8 @@ std::cout << cdf(complement(norm, 2.0)) << std::endl;

- For example the following graph shows the __complement of the cdf for the - normal distribution: + For example, the following graph shows the __complement of the cdf for + the normal distribution:

survival @@ -247,7 +247,7 @@ complement is useful and when it should be used.

- + Hazard Function 
template <class RealType, class Policy>
@@ -275,7 +275,7 @@
- + Cumulative Hazard Function
@@ -303,7 +303,7 @@

- + mean 
template<class RealType, class Policy>
@@ -318,7 +318,7 @@
           distribution).
         

 

-
+
           median
         

 
template<class RealType, class Policy>
@@ -328,7 +328,7 @@
           Returns the median of the distribution dist.
         

 

-
+
           mode
         

 
template<class RealType, Policy>
@@ -342,7 +342,7 @@
           if the distribution does not have a defined mode.
         

 

-
+
           Probability
           Density Function
         

@@ -365,14 +365,14 @@
           if the random variable is outside the defined range for the distribution.
         

 

-          For example for a standard normal distribution the pdf looks like this:
+          For example, for a standard normal distribution the pdf looks like this:
         

 

           pdf
         

 

-
-          range
+
+          Range
         

 
template<class RealType, class Policy>
 std::pair<RealType, RealType> range(const Distribution-Type<RealType, Policy>& dist);
@@ -381,7 +381,7 @@
           Returns the valid range of the random variable over distribution dist.
         

 

-
+
           Quantile
         

 
template <class RealType, class Policy>
@@ -410,7 +410,7 @@
           quantile
         

 

-
+
           Quantile
           from the complement of the probability.
         

@@ -456,7 +456,7 @@
           survival_inv
         

 

-
+
           Standard
           Deviation
         

@@ -471,7 +471,7 @@
           if the distribution does not have a defined standard deviation.
         

 

-
+
           support
         

 
template<class RealType, class Policy>
@@ -488,7 +488,7 @@
           where the pdf is zero, and the cdf zero or unity.
         

 

-
+
           Variance
         

 
template <class RealType, class Policy>
@@ -502,7 +502,7 @@
           if the distribution does not have a defined variance.
         

 

-
+
           Skewness
         

 
template <class RealType, class Policy>
@@ -516,7 +516,7 @@
           if the distribution does not have a defined skewness.
         

 

-
+
           Kurtosis
         

 
template <class RealType, class Policy>
@@ -527,11 +527,11 @@
           dist.
         

 

-          kertosis = β2= μ4 / μ22
+          kertosis = β2 ​= μ4 ​ / μ22
         

 

-          Where μi is the i'th central moment of the distribution, and in particular
-          μ2 is the variance of the distribution.
+          Where μi ​ is the i'th central moment of the distribution, and in particular
+          μ2 ​ is the variance of the distribution.
         

 

           The kurtosis is a measure of the "peakedness" of a distribution.
@@ -558,7 +558,7 @@
           'Proper' kurtosis can have a value from zero to + infinity.
         

 

-
+
           Kurtosis
           excess
         

@@ -569,11 +569,11 @@
           Returns the kurtosis excess of the distribution dist.
         

 

-          kurtosis excess = γ2= μ4 / μ22- 3 = kurtosis - 3
+          kurtosis excess = γ2 ​= μ4 ​ / μ22 ​- 3 = kurtosis - 3
         

 

-          Where μi is the i'th central moment of the distribution, and in particular
-          μ2 is the variance of the distribution.
+          Where μi ​ is the i'th central moment of the distribution, and in particular
+          μ2 ​ is the variance of the distribution.
         

 

           The kurtosis excess is a measure of the "peakedness" of a distribution,
@@ -593,7 +593,7 @@
           The kurtosis excess of a normal distribution is zero.
         

 

-
+
           P and Q
         

 

@@ -603,7 +603,7 @@
           returned by these functions.
         

 

-
+
           Percent
           Point Function
         

@@ -612,7 +612,7 @@
           the Quantile.
         

 

-
+
           Inverse
           CDF Function.
         

@@ -621,7 +621,7 @@
           Quantile.
         

 

-
+
           Inverse
           Survival Function.
         

@@ -629,7 +629,7 @@
           The inverse of the survival function, is the same as computing the quantile from the complement of the probability.
         

 

-
+
           Probability
           Mass Function
         

@@ -643,7 +643,7 @@
           applies to continuous distributions.
         

 

-
+
           Lower
           Critical Value.
         

@@ -653,7 +653,7 @@
           the Quantile.
         

 

-
+
           Upper
           Critical Value.
         

@@ -664,7 +664,7 @@
           complement of the probability.
         

 

-
+
           Survival
           Function
         

@@ -675,9 +675,9 @@
 
 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/future.html b/doc/sf_and_dist/html/math_toolkit/dist/future.html
index 0b9fcc303..7c3114f83 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/future.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/future.html
@@ -27,7 +27,7 @@
  Extras/Future Directions
 

 

-
+
         Adding
         Additional Location and Scale Parameters
       

@@ -55,7 +55,7 @@
         functions.
       

 

-
+
         An
         "any_distribution" class
       

@@ -84,7 +84,7 @@
         use case: this needs more investigation.
       

 

-
+
         Higher
         Level Hypothesis Tests
       

@@ -104,7 +104,7 @@
         expected_mean.
       

 

-
+
         Integration
         With Statistical Accumulators
       

@@ -126,9 +126,9 @@
 
 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut.html
index 030c1f7bf..5d27c787f 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut.html
@@ -104,6 +104,8 @@
           Distribution Examples
 

             Some Miscellaneous Examples of the Normal (Gaussian) Distribution

+

+          Inverse Gamma Distribution Bayes Example

 
 Non Central
           Chi Squared Example

 

@@ -138,9 +140,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/dist_params.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/dist_params.html
index 810e6031c..b75e1d580 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/dist_params.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/dist_params.html
@@ -31,15 +31,16 @@
           Note that the discrete
           distributions, including the binomial, negative binomial, Poisson
           & Bernoulli, are all mathematically defined as discrete functions:
-          only integral values of the random variate are envisaged and the functions
-          are only defined at these integral values. However because the method of
-          calculation often uses continuous functions, it is convenient to treat
-          them as if they were continuous functions, and permit non-integral values
-          of their parameters.
+          only integral values of the random
+          variate are envisaged and the functions are only defined at these
+          integral values. However because the method of calculation often uses continuous
+          functions, it is convenient to treat them as if they were continuous functions,
+          and permit non-integral values of their parameters.
         

 

           To enforce a strict mathematical model, users may use floor or ceil functions
-          on the random variate, prior to calling the distribution function, to enforce
+          on the random
+          variate, prior to calling the distribution function, to enforce
           integral values.
         

 

@@ -83,9 +84,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview.html
index 397b8f8f6..a54951970 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview.html
@@ -44,9 +44,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/complements.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/complements.html
index 54b6be714..4996b2435 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/complements.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/complements.html
@@ -193,9 +193,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/generic.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/generic.html
index 44e01246b..9f34f8aa1 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/generic.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/generic.html
@@ -78,7 +78,7 @@
 

 

             For example, the binomial distribution has two parameters: n (the number
-            of trials) and p (the probability of success on one trial).
+            of trials) and p (the probability of success on any one trial).
           

 

             The binomial_distribution
@@ -90,9 +90,10 @@
             RealType p);
           

 

-            For this distribution the random variate is k: the number of successes
-            observed. The probability density/mass function (pdf) is therefore written
-            as f(k; n, p).
+            For this distribution the random
+            variate is k: the number of successes observed. The probability
+            density/mass function (pdf) is therefore written as f(k; n,
+            p).
           

 

@@ -106,16 +107,38 @@
               Random Variates and Distribution Parameters

-              Random variates
-              and distribution
+              The concept of a random
+              variable is closely linked to the term random
+              variate: a random variate is a particular value (outcome) of
+              a random variable. and distribution
               parameters are conventionally distinguished (for example in
-              Wikipedia and Wolfram MathWorld by placing a semi-colon (or sometimes
-              vertical bar) after the random variate (whose value you 'choose'),
-              to separate the variate from the parameter(s) that defines the shape
-              of the distribution.
+              Wikipedia and Wolfram MathWorld) by placing a semi-colon or vertical
+              bar) after the random
+              variable (whose value you 'choose'), to separate the variate
+              from the parameter(s) that defines the shape of the distribution.

+              For example, the binomial distribution probability distribution function
+              (PDF) is written as f(k| n, p) = Pr(K = k|n, p)
+              = probability of observing k successes out of n trials. K is the random variable,
+              k is the random
+              variate, the parameters are n (trials) and p (probability).
             

 

             
 
 

 

+

+
+
+
+
+
+
[Note]Note

+              By convention, random
+              variate are lower case, usually k is integral, x if real, and
+              random variable
+              are upper case, K if integral, X if real. But this implementation treats
+              all as floating point values RealType,
+              so if you really want an integral result, you must round: see note
+              on Discrete Probability Distributions below for details.
+            

 

             As noted above the non-member function pdf
             has one parameter for the distribution object, and a second for the random
@@ -125,13 +148,14 @@
             pdf(binomial_distribution<RealType>(n, p), k);
           

 

-            The ranges of random variate values that are permitted and are supported
-            can be tested by using two functions range
+            The ranges of random
+            variate values that are permitted and are supported can be tested
+            by using two functions range
             and support.
           

 

-            The distribution (effectively the random variate) is said to be 'supported'
-            over a range that is "the
+            The distribution (effectively the random
+            variate) is said to be 'supported' over a range that is "the
             smallest closed set whose complement has probability zero".
             MathWorld uses the word 'defined' for this range. Non-mathematicians
             might say it means the 'interesting' smallest range of random variate
@@ -141,16 +165,16 @@
 

             For most distributions, with probability distribution functions one might
             describe as 'well-behaved', we have decided that it is most useful for
-            the supported range to exclude random variate values like exact zero
-            if the end point is discontinuous. For
-            example, the Weibull (scale 1, shape 1) distribution smoothly heads for
-            unity as the random variate x declines towards zero. But at x = zero,
-            the value of the pdf is suddenly exactly zero, by definition. If you
-            are plotting the PDF, or otherwise calculating, zero is not the most
-            useful value for the lower limit of supported, as we discovered. So for
-            this, and similar distributions, we have decided it is most numerically
-            useful to use the closest value to zero, min_value, for the limit of
-            the supported range. (The range
+            the supported range to exclude random
+            variate values like exact zero if the end point
+            is discontinuous. For example, the Weibull (scale 1, shape
+            1) distribution smoothly heads for unity as the random variate x declines
+            towards zero. But at x = zero, the value of the pdf is suddenly exactly
+            zero, by definition. If you are plotting the PDF, or otherwise calculating,
+            zero is not the most useful value for the lower limit of supported, as
+            we discovered. So for this, and similar distributions, we have decided
+            it is most numerically useful to use the closest value to zero, min_value,
+            for the limit of the supported range. (The range
             remains from zero, so you will still get pdf(weibull, 0)
             == 0).
             (Exponential and gamma distributions have similarly discontinuous functions).
@@ -223,9 +247,9 @@
 
 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/headers.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/headers.html
index a6aff87e4..61817f8a9 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/headers.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/headers.html
@@ -33,18 +33,38 @@
 

             In order to use a distribution my_distribution you
             will need to include either the header <boost/math/distributions/my_distribution.hpp>
-            or the "include everything" header: <boost/math/distributions.hpp>.
+            or the "include all the distributions" header: <boost/math/distributions.hpp>.
           

 

             For example, to use the Students-t distribution include either <boost/math/distributions/students_t.hpp>
             or <boost/math/distributions.hpp>
           

+

+            You also need to bring distribution names into scope, perhaps with a
+            using namespace
+            boost::math;
+            declaration,
+          

+

+            or specific using declarations
+            like using boost::math::normal; (recommended).
+          

+

+
+
+
+
+
+
[Caution]Caution

+              Some math function names are also used in namespace std so including
+              <random> could cause ambiguity!
+            

 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/objects.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/objects.html
index 38bb2ab76..d42d21345 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/objects.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/objects.html
@@ -74,7 +74,12 @@
             - is nearly as convenient). Probably 95% of uses are covered by these
             typedefs:
           

-
using namespace boost::math;
+
// using namespace boost::math; // Avoid potential ambiguity with names in std <random>
+// Safer to declare specific functions with using statement(s):
+
+using boost::math::beta_distribution;
+using boost::math::binomial_distribution;
+using boost::math::students_t;
 
 // Construct a students_t distribution with 4 degrees of freedom:
 students_t d1(4);
@@ -114,9 +119,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/parameters.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/parameters.html
index 2d56de96b..9b3ba19a2 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/parameters.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/parameters.html
@@ -57,9 +57,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/summary.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/summary.html
index b370f0837..05cb1097a 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/summary.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/overview/summary.html
@@ -58,9 +58,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/variates.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/variates.html
index 6e41892ce..37b597829 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/variates.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/variates.html
@@ -31,16 +31,17 @@
           Random variates
           and distribution parameters
           are conventionally distinguished (for example in Wikipedia and Wolfram
-          MathWorld by placing a semi-colon after the random variate (whose value
-          you 'choose'), to separate the variate from the parameter(s) that defines
-          the shape of the distribution.
+          MathWorld by placing a semi-colon after the random
+          variate (whose value you 'choose'), to separate the variate from
+          the parameter(s) that defines the shape of the distribution.
         

 

           For example, the binomial distribution has two parameters: n (the number
           of trials) and p (the probability of success on one trial). It also has
-          the random variate k: the number of successes observed.
-          This means the probability density/mass function (pdf) is written as f(k;
-          n, p).
+          the random variate
+          k: the number of successes observed. This means the
+          probability density/mass function (pdf) is written as f(k; n,
+          p).
         

 

           Translating this into code the binomial_distribution
@@ -51,17 +52,18 @@
 

           While the function pdf
           has one argument specifying the distribution type (which includes it's
-          parameters, if any), and a second argument for the random variate. So taking
-          our binomial distribution example, we would write:
+          parameters, if any), and a second argument for the random
+          variate. So taking our binomial distribution example, we would
+          write:
         

 
pdf(binomial_distribution<RealType>(n, p), k);
 

 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg.html
index 6b1bc8261..57f8d5589 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg.html
@@ -87,6 +87,8 @@
           Distribution Examples
 

             Some Miscellaneous Examples of the Normal (Gaussian) Distribution

+

+          Inverse Gamma Distribution Bayes Example

 
 Non Central
           Chi Squared Example

 

@@ -112,12 +114,14 @@
         

 

         

+

+        

 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg.html
index 82f4fc8c7..149de4ba8 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg.html
@@ -45,9 +45,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binom_conf.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binom_conf.html
index 6c08ce09f..e26575a85 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binom_conf.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binom_conf.html
@@ -100,7 +100,7 @@
             

 

               Please note that calculating two separate single sided bounds,
-              each with risk level αis not the same thing as calculating a two sided
+              each with risk level α ​is not the same thing as calculating a two sided
               interval. Had we calculate two single-sided intervals each with a risk
               that the true value is outside the interval of α, then:
             

@@ -227,9 +227,9 @@ _______________________________________________________________________
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binom_size_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binom_size_eg.html
index c1a51e7d6..a5202e8d8 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binom_size_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binom_size_eg.html
@@ -143,9 +143,9 @@ ____________________________
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binomial_coinflip_example.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binomial_coinflip_example.html
index 5c3832dc6..b1d7c80a9 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binomial_coinflip_example.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binomial_coinflip_example.html
@@ -391,9 +391,9 @@ Probability of getting upto (<) heads
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binomial_quiz_example.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binomial_quiz_example.html
index a5e3e4479..299dd39e2 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binomial_quiz_example.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/binom_eg/binomial_quiz_example.html
@@ -60,6 +60,10 @@
   using std::ios; using std::flush; using std::left; using std::right; using std::fixed;
 #include <iomanip>
   using std::setw; using std::setprecision;
+#include <exception>
+  using std::exception;
+
+
 
 

               

@@ -498,7 +502,7 @@ Probability of getting between 4 and 4 answers right by guessing is 0.2252
               
               

 

-
+
                 Using
                 Binomial distribution moments
               

@@ -535,7 +539,7 @@ Skewness is 0.2887
               
               

 

-
+
                 Quantiles
               

 

@@ -727,9 +731,9 @@ If guessing then percentiles 1 to 99% will get 0 to 7.788 right.
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/c_sharp.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/c_sharp.html
index 588cfb2d9..18ffeb04c 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/c_sharp.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/c_sharp.html
@@ -42,9 +42,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg.html
index 2cd105277..ae4f90fb8 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg.html
@@ -39,9 +39,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_intervals.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_intervals.html
index bd28cfe05..3e9586536 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_intervals.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_intervals.html
@@ -139,7 +139,7 @@ _____________________________________________
               is between 0.00551 and 0.00729.
             

 

-
+
               Confidence
               intervals as a function of the number of observations
             

@@ -220,9 +220,9 @@ ________________________________________
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_size.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_size.html
index de4673b3a..78e3d4ab6 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_size.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_size.html
@@ -166,9 +166,9 @@ _______________________________________________________________
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_test.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_test.html
index 6180100f2..8b627a5a8 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_test.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/cs_eg/chi_sq_test.html
@@ -280,9 +280,9 @@ Standard Deviation  > 10.000            ACCEPTED
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/dist_construct_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/dist_construct_eg.html
index b92c8b411..203fc44d4 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/dist_construct_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/dist_construct_eg.html
@@ -84,7 +84,7 @@
 

             

 

-              But this is inconveniently long, so by writing
+              But this is inconveniently long, so we might be tempted to write
             

 

             

@@ -97,7 +97,8 @@
 

             

 

-              or
+              but this might risk ambiguity with names in std random so *much better
+              is explicit using boost::math::  * ... statements like
             

 

             

@@ -110,7 +111,7 @@
 

             

 

-              we can reduce typing.
+              and we can still reduce typing.
             

 

             

@@ -296,22 +297,22 @@ error C3861: 'mybetad0': identifier not found
               
 

 
// Explicit double precision:
-negative_binomial_distribution<double>        mydist1(8., 0.25); 
+negative_binomial_distribution<double>        mydist1(8., 0.25);
 
 // Explicit float precision, double arguments are truncated to float:
 negative_binomial_distribution<float>         mydist2(8., 0.25);
 
 // Explicit float precision, integer & double arguments converted to float.
-negative_binomial_distribution<float>         mydist3(8, 0.25); 
+negative_binomial_distribution<float>         mydist3(8, 0.25);
 
 // Explicit float precision, float arguments, so no conversion:
-negative_binomial_distribution<float>         mydist4(8.F, 0.25F); 
+negative_binomial_distribution<float>         mydist4(8.F, 0.25F);
 
 // Explicit float precision, integer arguments promoted to float.
-negative_binomial_distribution<float>         mydist5(8, 1); 
+negative_binomial_distribution<float>         mydist5(8, 1);
 
 // Explicit double precision:
-negative_binomial_distribution<double>        mydist6(8., 0.25); 
+negative_binomial_distribution<double>        mydist6(8., 0.25);
 
 // Explicit long double precision:
 negative_binomial_distribution<long double>   mydist7(8., 0.25);

@@ -332,7 +333,7 @@ error C3861: 'mybetad0': identifier not found
             
             

 

-
+
               Default
               arguments to distribution constructors.
             

@@ -377,7 +378,7 @@ error C3861: 'mybetad0': identifier not found
               
 

 
  using boost::math::normal;
-  
+
   normal norm1;       // Standard normal distribution.
   normal norm2(2);    // Mean = 2, std deviation = 1.
   normal norm3(2, 3); // Mean = 2, std deviation = 3.
@@ -396,9 +397,9 @@ error C3861: 'mybetad0': identifier not found
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/error_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/error_eg.html
index dfad574e5..91007897c 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/error_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/error_eg.html
@@ -142,14 +142,17 @@
 
    try
    {
-      errno = 0;
-      students_t dist(degrees_of_freedom); // exception is thrown here if enabled
+      errno = 0; // Clear/reset.
+      students_t dist(degrees_of_freedom); // exception is thrown here if enabled.
       double p = cdf(dist, t);
-      // test for error reported by other means:
+      // Test for error reported by other means:
       if((boost::math::isnan)(p))
       {
          cout << "cdf returned a NaN!" << endl;
-         cout << "errno is set to: " << errno << endl;
+         if (errno != 0)
+         { // So errno has been set.
+           cout << "errno is set to: " << errno << endl;
+         }
       }
       else
          cout << "Probability of Student's t is " << p << endl;
@@ -159,7 +162,6 @@
       std::cout <<
          "\n""Message from thrown exception was:\n   " << e.what() << std::endl;
    }
-
    return 0;
 } // int main()
 

@@ -168,7 +170,7 @@
             

 

               Here's what the program output looks like with a default build (one
-              that does throw exceptions):
+              that does throw exceptions):
             

 

             
@@ -201,7 +203,6 @@ Message from thrown exception was:
 
Example error handling using Student's t function.
 BOOST_MATH_DOMAIN_ERROR_POLICY is set to: ignore_error
 cdf returned a NaN!
-errno is set to: 0
 

 

             

@@ -216,7 +217,7 @@ errno is set to: 0
 

             

 

-              Which gives the output:
+              Which gives the output show errno:
             

 

             
@@ -250,9 +251,9 @@ errno is set to: 33
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/f_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/f_eg.html
index 409d14be9..c210efefd 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/f_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/f_eg.html
@@ -315,9 +315,9 @@ Standard deviation 1 is greater than standard deviation 2 ACCEPTED
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg.html
index abd4b4cab..a499d82c4 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg.html
@@ -38,9 +38,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_location_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_location_eg.html
index b1937dd4e..4aff6bcfc 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_location_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_location_eg.html
@@ -55,6 +55,7 @@
   using std::setw; using std::setprecision;
 #include <limits>
   using std::numeric_limits;
+
 
 

               

@@ -177,7 +178,7 @@ Normal distribution with mean = 1.09023 has fraction > -2, p = 0.999
               
               

 

-
+
                 Controlling
                 Error Handling from find_location
               

@@ -268,9 +269,9 @@ Normal distribution with mean = 0.355146 has fraction > 2 = 0.05
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_mean_and_sd_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_mean_and_sd_eg.html
index bcdfe79e9..7d6427dcf 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_mean_and_sd_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_mean_and_sd_eg.html
@@ -55,6 +55,8 @@
   using std::setw; using std::setprecision;
 #include <limits>
   using std::numeric_limits;
+#include <stdexcept>
+  using std::exception;
 
 

               

@@ -62,7 +64,7 @@
               
               

 

-
+
                 Using
                 find_location and find_scale to meet dispensing and measurement specifications
               

@@ -246,7 +248,7 @@
               
               

 

-
+
                 Using
                 Cauchy-Lorentz instead of normal distribution
               

@@ -397,7 +399,7 @@
               
               

 

-
+
                 Changing
                 the scale or standard deviation
               

@@ -711,9 +713,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_scale_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_scale_eg.html
index 3a2c9daac..6c65868c4 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_scale_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/find_eg/find_scale_eg.html
@@ -179,7 +179,7 @@ Normal distribution with mean = 0 has fraction > -2, p = 0.999
               
               

 

-
+
                 Controlling
                 how Errors from find_scale are handled
               

@@ -291,9 +291,9 @@ Normal distribution with mean = 0.946339 has fraction > -2 = 0.999
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/inverse_gamma_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/inverse_gamma_eg.html
new file mode 100644
index 000000000..cd5171a4d
--- /dev/null
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/inverse_gamma_eg.html
@@ -0,0 +1,49 @@
+
+
+
+Inverse Gamma Distribution Bayes Example
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
Boost C++ LibrariesHomeLibrariesPeopleFAQMore

+

+

+PrevUpHomeNext
+

+

+

+

+            TODO
+          

+

+
+
+
+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

+        Distributed under the Boost Software License, Version 1.0. (See accompanying
+        file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+      

+

+

+

+PrevUpHomeNext
+

+
+
diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nag_library.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nag_library.html
index 90d4decde..1959ce5a9 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nag_library.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nag_library.html
@@ -99,9 +99,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nccs_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nccs_eg.html
index d86d4f9d9..b58193a38 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nccs_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nccs_eg.html
@@ -6,7 +6,7 @@
 
 
 
-
+
 
 
 
@@ -20,7 +20,7 @@
 

 

 

-PrevUpHomeNext
+PrevUpHomeNext
 

 

 

@@ -36,9 +36,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

@@ -46,7 +46,7 @@
 

 

 

-PrevUpHomeNext
+PrevUpHomeNext
 

 
 
diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nccs_eg/nccs_power_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nccs_eg/nccs_power_eg.html
index 63f88a155..70b2275bb 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nccs_eg/nccs_power_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/nccs_eg/nccs_power_eg.html
@@ -49,7 +49,12 @@ test at the 5%
                 
 

 
#include <boost/math/distributions/non_central_chi_squared.hpp>
+using boost::math::chi_squared;
+using boost::math::non_central_chi_squared;
+
 #include <iostream>
+using std::cout; using std::endl;
+using std::setprecision;
 
 int main()
 {

@@ -66,12 +71,12 @@ test at the 5%
 

                 
 

-
std::cout << "[table\n[[[nu]]";
+
cout << "[table\n[[[nu]]";
 for(int lam = 2; lam <= 20; lam += 2)
 {
-   std::cout << "[[lambda]=" << lam << "]";
+   cout << "[[lambda]=" << lam << "]";
 }
-std::cout << "]\n";

+cout << "]\n";

 

               

 

@@ -92,7 +97,7 @@ test at the 5%
 

 
for(int n = 2; n <= 20; ++n)
 {
-   std::cout << "[[" << n << "]";
+   cout << "[[" << n << "]";
    for(int lam = 2; lam <= 20; lam += 2)
    {

 

@@ -107,7 +112,7 @@ test at the 5%
 

                 
 

-
double cs = quantile(complement(boost::math::chi_squared(n), 0.05));

+
double cs = quantile(complement(chi_squared(n), 0.05));

 

               

 

@@ -121,7 +126,7 @@ test at the 5%
 

                 
 

-
double beta = cdf(complement(boost::math::non_central_chi_squared(n, lam), cs));

+
double beta = cdf(complement(non_central_chi_squared(n, lam), cs));

 

               

 

@@ -134,11 +139,11 @@ test at the 5%
 

                 
 

-
         std::cout << "[" << std::setprecision(3) << beta << "]";
+
         cout << "[" << setprecision(3) << beta << "]";
       }
-      std::cout << "]" << std::endl;
+      cout << "]" << endl;
    }
-   std::cout << "]" << std::endl;
+   cout << "]" << endl;
 }

 

               

@@ -1327,9 +1332,9 @@ test at the 5%
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg.html
index eeaa5b985..ee719ad66 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg.html
@@ -45,9 +45,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/neg_binom_conf.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/neg_binom_conf.html
index 2c2834133..9dbcbac1d 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/neg_binom_conf.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/neg_binom_conf.html
@@ -251,9 +251,9 @@ ___________________________________________
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/neg_binom_size_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/neg_binom_size_eg.html
index ace93dbd4..645747fdc 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/neg_binom_size_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/neg_binom_size_eg.html
@@ -233,9 +233,9 @@ ____________________________
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/negative_binomial_example1.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/negative_binomial_example1.html
index eaf82ca8d..d9dda8412 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/negative_binomial_example1.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/negative_binomial_example1.html
@@ -791,9 +791,9 @@ If confidence of meeting quota is 0.95, then finishing house is 21
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/negative_binomial_example2.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/negative_binomial_example2.html
index 44348690d..1ff0db890 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/negative_binomial_example2.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/neg_binom_eg/negative_binomial_example2.html
@@ -135,9 +135,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/normal_example.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/normal_example.html
index c8014bfaa..409f7fb2d 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/normal_example.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/normal_example.html
@@ -36,9 +36,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/normal_example/normal_misc.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/normal_example/normal_misc.html
index 536f0d805..2836ce470 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/normal_example/normal_misc.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/normal_example/normal_misc.html
@@ -7,7 +7,7 @@
 
 
 
-
+
 
 
 
@@ -20,7 +20,7 @@
 

 

 

-PrevUpHomeNext
+PrevUpHomeNext
 

 

 

@@ -32,7 +32,7 @@
               illustrates their use.
             

 

-
+
               Traditional
               Tables
             

@@ -278,7 +278,7 @@
 

             

 

-
+
               Standard
               deviations either side of the Mean
             

@@ -346,12 +346,12 @@ Fraction 3 standard deviations within either side of mean is 0.997300203936740
 

             

 

-
+
               Some
               simple examples
             

 

-
+
               Life
               of light bulbs
             

@@ -435,7 +435,7 @@ Fraction 3 standard deviations within either side of mean is 0.997300203936740
 

             

 

-
+
               How
               many onions?
             

@@ -494,7 +494,7 @@ Fraction 3 standard deviations within either side of mean is 0.997300203936740
 

             

 

-
+
               Packing
               beef
             

@@ -703,7 +703,7 @@ Fraction 3 standard deviations within either side of mean is 0.997300203936740
 

             

 

-
+
               Length
               of bolts
             

@@ -744,9 +744,9 @@ Fraction 3 standard deviations within either side of mean is 0.997300203936740
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

@@ -754,7 +754,7 @@ Fraction 3 standard deviations within either side of mean is 0.997300203936740
 

 

 

-PrevUpHomeNext
+PrevUpHomeNext
 

 
 
diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg.html
index 050abda1b..5ef02c7f8 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg.html
@@ -43,9 +43,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/paired_st.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/paired_st.html
index dbad29db4..9f561f3db 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/paired_st.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/paired_st.html
@@ -64,9 +64,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_intervals.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_intervals.html
index 6fc26cd2f..f243eb429 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_intervals.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_intervals.html
@@ -57,7 +57,7 @@
 

 

 

-                The quantity α is the maximum acceptable risk of falsely rejecting
+                The quantity α ​ is the maximum acceptable risk of falsely rejecting
                 the null-hypothesis. The smaller the value of α the greater the strength
                 of the test.
               

@@ -253,9 +253,9 @@
 
 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_size.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_size.html
index a950ec4e7..13171f8e4 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_size.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_size.html
@@ -164,9 +164,9 @@ _______________________________________________________________
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_test.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_test.html
index 665c12f5c..14a2ce95c 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_test.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/tut_mean_test.html
@@ -319,9 +319,9 @@ Mean  > 38.900            REJECTED
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/two_sample_students_t.html b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/two_sample_students_t.html
index 1d6a67344..6e5a4e37c 100644
--- a/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/two_sample_students_t.html
+++ b/doc/sf_and_dist/html/math_toolkit/dist/stat_tut/weg/st_eg/two_sample_students_t.html
@@ -343,9 +343,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/extern_c.html b/doc/sf_and_dist/html/math_toolkit/extern_c.html
index 12acaaddd..1662244af 100644
--- a/doc/sf_and_dist/html/math_toolkit/extern_c.html
+++ b/doc/sf_and_dist/html/math_toolkit/extern_c.html
@@ -36,9 +36,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/extern_c/c99.html b/doc/sf_and_dist/html/math_toolkit/extern_c/c99.html
index aff72f5db..97a6cf620 100644
--- a/doc/sf_and_dist/html/math_toolkit/extern_c/c99.html
+++ b/doc/sf_and_dist/html/math_toolkit/extern_c/c99.html
@@ -27,7 +27,7 @@
  C99 C Functions
 

 

-
+
         Supported
         C99 Functions
       

@@ -138,7 +138,7 @@
 acosh(2);      // integer argument is treated as a double, returns double.
 
 

-
+
         Quick Reference
       

 

@@ -461,9 +461,9 @@
 
 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/extern_c/tr1.html b/doc/sf_and_dist/html/math_toolkit/extern_c/tr1.html
index 9801d2dbe..ec0579e72 100644
--- a/doc/sf_and_dist/html/math_toolkit/extern_c/tr1.html
+++ b/doc/sf_and_dist/html/math_toolkit/extern_c/tr1.html
@@ -285,7 +285,7 @@
         
         

 

-
+
           Usage Recomendations
         

 

@@ -336,7 +336,7 @@
         
         

 

-
+
           Supported
           C99 Functions
         

@@ -440,7 +440,7 @@
         
         

 

-
+
           Supported
           TR1 Functions
         

@@ -579,7 +579,7 @@
         
         

 

-
+
           Currently
           Unsupported C99 Functions
         

@@ -650,7 +650,7 @@
         
         

 

-
+
           Currently
           Unsupported TR1 Functions
         

@@ -673,9 +673,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/extern_c/tr1_ref.html b/doc/sf_and_dist/html/math_toolkit/extern_c/tr1_ref.html
index 75a190244..f5465dbb8 100644
--- a/doc/sf_and_dist/html/math_toolkit/extern_c/tr1_ref.html
+++ b/doc/sf_and_dist/html/math_toolkit/extern_c/tr1_ref.html
@@ -28,7 +28,7 @@
       Reference
 

 

-
+
         Supported
         TR1 Functions
       

@@ -163,7 +163,7 @@
 expint(2);      // integer argument is treated as a double, returns double.
 
 

-
+
         Quick Reference
       

 
// [5.2.1.1] associated Laguerre polynomials:
@@ -494,7 +494,7 @@
         for the full template (header only) version of this function.
       

 

-
+
         Currently
         Unsupported TR1 Functions
       

@@ -522,9 +522,9 @@
 
 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview.html b/doc/sf_and_dist/html/math_toolkit/main_overview.html
index a113f972d..1099e2caa 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview.html
@@ -41,11 +41,13 @@
 
 Thread Safety

 
 Performance

 
 If and How to Build
-      the Library and its Examples and Tests

+      a Boost.Math Library, and its Examples and Tests
 
 History and What's
       New

 
 C99 and C++ TR1 C-style
       Functions

+
 Frequently Asked Questions
+      FAQ

 
 Contact Info and
       Support

 

@@ -58,9 +60,9 @@
 
 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/FAQ.html b/doc/sf_and_dist/html/math_toolkit/main_overview/FAQ.html
new file mode 100644
index 000000000..6043b135d
--- /dev/null
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/FAQ.html
@@ -0,0 +1,195 @@
+
+
+
+Frequently Asked Questions FAQ
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
Boost C++ LibrariesHomeLibrariesPeopleFAQMore

+

+

+PrevUpHomeNext
+

+

+

+
    
+
  1. 
+            I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't
+            see where the functions like dnorm(mean, sd) are in Boost.Math?
+            
     Nearly all are provided, and many more like mean, skewness, quantiles,
+            complements ... but Boost.Math makes full use of C++, and it looks a
+            bit different. But do not panic! See section on construction and the
+            many examples. Briefly, the distribution is constructed with the parameters
+            (like location and scale) (things after the | in representation like
+            P(X=k|n, p) or ; in a common represention of pdf f(x; μσ2). Functions like
+            pdf, cdf are called with the name of that distribution and the random
+            variate often called x or k. For example, normal
+            my_norm(0, 1); pdf(my_norm, 2.0);
+            
    
+          
    2. 
+
  2. 
+            I'm allegic to reading manuals and prefer to learn from examples.
    
+            Fear not - you are not alone! Many examples are available for functions
+            and distributions. Some are referenced directly from the text. Others
+            can be found at \boost_latest_release\libs\math\example. If you are a
+            Visual Studio user, you should be able to create projects from each of
+            these, making sure that the Boost library is in the include directories
+            list.
+          
    3. 
+
  3. 
+            How do I make sure that the Boost library is in the Visual
+            Studio include directories list?
     You can add an include
+            path, for example, your Boost place /boost-latest_release, for example
+            X:/boost_1_45_0/
+            if you have a separate partition X for Boost releases. Or you can use
+            an environment variable BOOST_ROOT set to your Boost place, and include
+            that. Visual Studio before 2010 provided Tools, Options, VC++ Directories
+            to control directories: Visual Studio 2010 instead provides property
+            sheets to assist. You may find it convenient to create a new one adding
+            \boost-latest_release; to the existing include items in $(IncludePath).
+          
    4. 
+
  4. 
+            I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't
+            see where the properties like mean, median, mode, variance, skewness
+            of distributions are in Boost.Math?
     They are all available
+            (if defined for the parameters with which you constructed the distribution)
+            via Cumulative Distribution Function,
+            Probability Density Function, Quantile, Hazard
+            Function, Cumulative Hazard Function,
+            mean, median,
+            mode, variance,
+            standard deviation, skewness,
+            kurtosis, kurtosis_excess,
+            range and support.
+          
    5. 
+
  5. 
+            I am a C programmer. Can I user Boost.Math with C?
    
+            Yes you can, including all the special functions, and TR1 functions like
+            isnan. They appear as C functions, by being declared as "extern
+            C".
+          
    6. 
+
  6. 
+            I am a C# (Basic? F# FORTRAN? Other CLI?) programmer. Can I
+            use Boost.Math with C#? 
     Yes you can, including all
+            the special functions, and TR1 functions like isnan. But you must build the Boost.Math as a dynamic library (.dll) and
+            compile with the /CLI option. See the boost/math/dot_net_example
+            folder which contains an example that builds a simple statistical distribution
+            app with a GUI. See Statistical
+            Distribution Explorer 
    
+          
    7. 
+
  7. 
+            What these "policies" things for? 
    
+            Policies are a powerful (if necessarily complex) fine-grain mechanism
+            that allow you to customise the behaviour of the Boost.Math library according
+            to your precise needs. See Policies.
+            But if, very probably, the default behaviour suits you, you don't need
+            to know more.
+          
    8. 
+
  8. 
+            I am a C user and expect to see global C-style::errno
+            set for overflow/errors etc? 
     You can achieve what you
+            want - see error
+            handling policies and user
+            error handling and many examples.
+          
    9. 
+
  9. 
+            I am a C user and expect to silently return a max value for
+            overflow? 
     You (and C++ users too) can return whatever
+            you want on overflow - see overflow_error
+            and error
+            handling policies and several examples.
+          
    10. 
+
  10. 
+            I don't want any error message for overflow etc?
+            
     You can control exactly what happens for all the abnormal conditions,
+            including the values returned. See domain_error,
+            overflow_error error
+            handling policies user
+            error handling etc and examples.
+          
    11. 
+
  11. 
+            My environment doesn't allow and/or I don't want exceptions.
+            Can I still user Boost.Math? 
     Yes but you must customise
+            the error handling: see user
+            error handling and changing
+            policies defaults .
+          
    12. 
+
  12. 
+            The docs are several hundreds of pages long! Can I read the
+            docs off-line or on paper? 
     Yes - you can download the
+            Boost current release of most documentation as a zip of pdfs (including
+            Boost.Math) from Sourceforge, for example https://sourceforge.net/projects/boost/files/boost-docs/1.45.0/boost_pdf_1_45_0.tar.gz/download.
+            And you can print any pages you need (or even print all pages - but be
+            warned that there are several hundred!). Both html and pdf versions are
+            highly hyperlinked. The entire Boost.Math pdf can be searched with Adobe
+            Reader, Edit, Find ... This can often find what you seek, a partial substitute
+            for a full index.
+          
    13. 
+
  13. 
+            I want a compact version for an embedded application. Can I
+            use float precision? 
     Yes - by selecting RealType template
+            parameter as float: for example normal_distribution<float> your_normal(mean,
+            sd); (But double may still be used internally, so space saving may be
+            less that you hope for). You can also change the promotion policy, but
+            accuracy might be much reduced.
+          
    14. 
+
  14. 
+            I seem to get somewhat different results compared to other
+            programs. Why? We hope Boost.Math to be more accurate: our
+            priority is accuracy (over speed). See the section on accuracy. But for
+            evaluations that require iterations there are parameters which can change
+            the required accuracy. You might be able to squeeze a little more accuracy
+            at the cost of runtime.
+          
    15. 
+
  15. 
+            Will my program run more slowly compared to other math functions
+            and statistical libraries? Probably, thought not always, and
+            not by too much: our priority is accuracy. For most functions, making
+            sure you have the latest compiler version with all optimisations switched
+            on is the key to speed. For evaluations that require iteration, you may
+            be able to gain a little more speed at the expense of accuracy. See detailed
+            suggestions and results on performance.
+          
    16. 
+
  16. 
+            Where are the pre-built libraries? 
     Good news
+            - you probably don't need any! - just #include <boost/math/distribution_you_want>.
+            But in the unlikely event that you do, see building
+            libraries.
+          
    17. 
+
  17. 
+            I don't see the function or distribution that I want.
+            
     You could try an email to ask the authors - but no promises!
+          
    18. 
+

+

+
+
+
+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

+        Distributed under the Boost Software License, Version 1.0. (See accompanying
+        file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+      

+

+

+

+PrevUpHomeNext
+

+
+
diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/building.html b/doc/sf_and_dist/html/math_toolkit/main_overview/building.html
index af4763bce..b069983de 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/building.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/building.html
@@ -1,7 +1,7 @@
 
 
 
-If and How to Build the Library and its Examples and Tests
+If and How to Build a Boost.Math Library, and its Examples and Tests
 
 
 
@@ -24,20 +24,27 @@
 

 

 

-

-
-        Building
-        the Library
+

+
+        Building
+        a Library (shared, dynamic .dll or static .lib)
       

 

         The first thing you need to ask yourself is "Do I need to build anything
         at all?" as the bulk of this library is header only: meaning you can
-        use it just by #including the necessary header(s). Refer to C99
-        and C++ TR1 C-style Functions for pros and cons of using the TR1 components
-        as opposed to the header only ones.
+        use it just by #including the necessary header(s).
+      

+

+        For most simple uses, including a header (or few) is best for compile time
+        and program size.
+      

+

+        Refer to C99 and C++ TR1 C-style Functions
+        for pros and cons of using the TR1 components as opposed to the header only
+        ones.
       

 

         The only time you need to build
@@ -49,7 +56,7 @@
 
bjam toolset=gcc --with-math install
 

 

-        will do the job on Linux, while:
+        that will do the job on Linux, while:
       

 
bjam toolset=msvc --with-math --build-type=complete stage
 

@@ -93,7 +100,7 @@
         building the sources. Boost.Build will do this automatically when appropriate.
       

 

-
+
         Building
         the Examples
       

@@ -104,7 +111,7 @@
         the Boost headers are in your compilers #include search path.
       

 

-
+
         Building
         the Tests
       

@@ -140,9 +147,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/compilers_overview.html b/doc/sf_and_dist/html/math_toolkit/main_overview/compilers_overview.html
index 2bb3a8570..55376a94d 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/compilers_overview.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/compilers_overview.html
@@ -37,7 +37,7 @@
 

         

 

-
Table 9. Supported/Tested Compilers

+
Table 9. Supported/Tested Compilers

 
@@ -549,7 +549,7 @@
 


         

-
Table 10. Unsupported Compilers

+
Table 10. Unsupported Compilers

 

 
 

 
@@ -623,9 +623,9 @@
 

 
 

 

-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/contact.html b/doc/sf_and_dist/html/math_toolkit/main_overview/contact.html
index 0c0e6102f..73379a9fd 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/contact.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/contact.html
@@ -6,7 +6,7 @@
 
 
 
-
+
 
 
 
@@ -20,7 +20,7 @@
 

 

 

-PrevUpHomeNext
+PrevUpHomeNext
 

 

 

@@ -48,9 +48,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

@@ -58,7 +58,7 @@
 

 

 

-PrevUpHomeNext
+PrevUpHomeNext
 

 
 
diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/directories.html b/doc/sf_and_dist/html/math_toolkit/main_overview/directories.html
index 17bafd97f..5d7dc53af 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/directories.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/directories.html
@@ -28,7 +28,7 @@
       File Structure
 

 

-
+
         boost/math
       

 

@@ -73,7 +73,7 @@
 
 

 

-
+
         boost/libs
       

 

@@ -109,9 +109,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/error_handling.html b/doc/sf_and_dist/html/math_toolkit/main_overview/error_handling.html
index 1205bb181..b7363e892 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/error_handling.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/error_handling.html
@@ -27,7 +27,7 @@
  Error Handling
 

 

-
+
         Quick
         Reference
       

@@ -131,10 +131,10 @@
 
 

         The following tables show all the permutations of errors and actions, with
-        the default action for each error shown in bold:
+        the default action for each error shown in bold:
       

 

-
Table 1. Possible Actions for Domain Errors

+
Table 1. Possible Actions for Domain Errors

 
@@ -209,7 +209,7 @@
 

 
 


 

 

-
Table 2. Possible Actions for Pole Errors

+
Table 2. Possible Actions for Pole Errors

 
@@ -284,7 +284,7 @@
 

 
 


 

 

-
Table 3. Possible Actions for Overflow Errors

+
Table 3. Possible Actions for Overflow Errors

 
@@ -359,7 +359,7 @@
 

 
 


 

 

-
Table 4. Possible Actions for Underflow Errors

+
Table 4. Possible Actions for Underflow Errors

 
@@ -434,7 +434,7 @@
 

 
 


 

 

-
Table 5. Possible Actions for Denorm Errors

+
Table 5. Possible Actions for Denorm Errors

 
@@ -509,7 +509,7 @@
 

 
 


 

 

-
Table 6. Possible Actions for Rounding Errors

+
Table 6. Possible Actions for Rounding Errors

 
@@ -584,7 +584,7 @@
 

 
 


 

 

-
Table 7. Possible Actions for Internal Evaluation Errors

+
Table 7. Possible Actions for Internal Evaluation Errors

 
@@ -659,7 +659,7 @@
 

 
 


 

 

-
Table 8. Possible Actions for Indeterminate Result Errors

+
Table 8. Possible Actions for Indeterminate Result Errors

 
@@ -734,19 +734,26 @@
 

 
 

 

 

-

-
+

+        All these error conditions are in namespace boost::math::policies, made available,
+        for example, a by namespace declaration using namespace
+        boost::math::policies;
+        or individual using declarations using
+        boost::math::policies::overflow_error;.
+      

+

+
         Rationale
       

 

-        The flexibility of the current implementation should be reasonably obvious,
+        The flexibility of the current implementation should be reasonably obvious:
         the default behaviours were chosen based on feedback during the formal review
         of this library. It was felt that:
       

 
    
 
  • 
             Genuine errors should be flagged with exceptions rather than following
-            C-compatible behaviour and setting ::errno.
+            C-compatible behaviour and setting ::errno.
           
    • 
 
  • 
             Numeric underflow and denormalised results were not considered to be
@@ -754,7 +761,7 @@
           
    • 
 

 

-
+
         Finding
         More Information
       

@@ -776,7 +783,7 @@
         The various kind of errors are described in more detail below.
       

 

-
+
         Domain
         Errors
       

@@ -798,7 +805,7 @@
 

         The default policy behaviour of this function is to throw a std::domain_error
         C++ exception. But if the Policy
-        is to ignore the error, or set global ::errno, then a NaN will be returned.
+        is to ignore the error, or set global ::errno, then a NaN will be returned.
       

 

         This behaviour is chosen to assist compatibility with the behaviour of ISO/IEC
@@ -848,7 +855,7 @@
         for more details.
       

 

-
+
         Evaluation
         at a pole
       

@@ -887,7 +894,7 @@
         for more details.
       

 

-
+
         Numeric
         Overflow
       

@@ -912,7 +919,7 @@
         doesn't support infinities, the maximum value for the type is returned.
       

 

-
+
         Numeric
         Underflow
       

@@ -935,7 +942,7 @@
         an std::underflow_error C++ exception.
       

 

-
+
         Denormalisation
         Errors
       

@@ -958,7 +965,7 @@
         throws an std::underflow_error C++ exception.
       

 

-
+
         Evaluation
         Errors
       

@@ -995,7 +1002,7 @@
         for more details.
       

 

-
+
         Indeterminate
         Result Errors
       

@@ -1011,8 +1018,10 @@
         is the name of the function, Message
         is an error message describing the problem, Val is the value for which the
         result is indeterminate, Default is an alternative default result that must
-        be returned for ignore_error and errno_on_error policies, and Policy
-        is the current policy in use for the function that was called.
+        be returned for ignore_error
+        and errno_on_erro policies,
+        and Policy is the current policy
+        in use for the function that was called.
       

 

         The default policy for this function is ignore_error:
@@ -1022,7 +1031,7 @@
         the result of 00 is 1, even though the result is actually mathematically indeterminate.
       

 

-
+
         Rounding
         Errors
       

@@ -1062,7 +1071,7 @@
         for more details.
       

 

-
+
         Errors
         from typecasts
       

@@ -1085,9 +1094,9 @@
 
 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/history1.html b/doc/sf_and_dist/html/math_toolkit/main_overview/history1.html
index 54b866ef2..7ac6c255a 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/history1.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/history1.html
@@ -6,7 +6,7 @@
 
 
 
-
+
 
 
 
@@ -27,11 +27,33 @@
  History and What's
       New
 

+

+        
+        

+

+
+          Boost-1.45.0
+        

+

+        

+
    
+
  • 
+              Added warnings about potential ambiguity with std random library in
+              distribution and function names.
+            
    • 
+
  • 
+              Added inverse gamma distribution and inverse chi_square and scaled
+              inverse chi_square.
+            
    • 
+
  • 
+              Editorial revision of documentation, and added FAQ.
+            
    • 
+

 

         
         

 

-
+
           Boost-1.44.0
         

 

@@ -50,20 +72,20 @@
         
         

 

-
+
           Boost-1.41.0
         

 

         

 
  • 
               Significantly improved performance for the incomplete gamma function
-              and it's inverse.
+              and its inverse.
             

 

         
         

 

-
+
           Boost-1.40.0
         

 

@@ -105,7 +127,7 @@
         
         

 

-
+
           Boost-1.38.0
         

 

@@ -123,7 +145,7 @@
         
         

 

-
+
           Boost-1.37.0
         

 

@@ -135,7 +157,7 @@
         
         

 

-
+
           Boost-1.36.0
         

 

@@ -173,7 +195,7 @@
         
         

 

-
+
           Boost-1.35.0:
           Post Review First Official Release
         

@@ -211,7 +233,7 @@
         
         

 

-
+
           Milestone
           4: Second Review Candidate (1st March 2007)
         

@@ -230,7 +252,7 @@
         
         

 

-
+
           Milestone
           3: First Review Candidate (31st Dec 2006)
         

@@ -263,7 +285,7 @@
         
         

 

-
+
           Milestone
           2: Released September 10th 2006
         

@@ -304,7 +326,7 @@
         
         

 

-
+
           Milestone
           1: Released March 31st 2006
         

@@ -339,16 +361,16 @@
 

         

 

-          Sandbox and trunk last synchonised at revision: 56669.
+          Sandbox and trunk last synchonised at revision: .
         

 

       

 
 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/intro.html b/doc/sf_and_dist/html/math_toolkit/main_overview/intro.html
index 152d96b71..482505c5d 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/intro.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/intro.html
@@ -30,7 +30,7 @@
         This library is divided into three interconnected parts:
       

 

-
+
         Statistical
         Distributions
       

@@ -56,7 +56,7 @@
         tests.
       

 

-
+
         Mathematical
         Special Functions
       

@@ -83,7 +83,7 @@
         double.
       

 

-
+
         Implementation
         Toolkit
       

@@ -119,9 +119,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/namespaces.html b/doc/sf_and_dist/html/math_toolkit/main_overview/namespaces.html
index 84d4df680..6f324e068 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/namespaces.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/namespaces.html
@@ -44,6 +44,17 @@
 
 student_t mydist(10);
 
+

+
+
+
+
+
+
[Note]Note

+          Some distribution names are also used in std random library, so to avoid
+          the risk of ambiguity it is better to make explicit using declarations,
+          for example: using boost::math::students_t_distribution
+        

 

         Functions not intended for use by applications are in boost::math::detail.
       

@@ -59,9 +70,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/navigation.html b/doc/sf_and_dist/html/math_toolkit/main_overview/navigation.html
index 5f6377aca..b6d4aca30 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/navigation.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/navigation.html
@@ -31,7 +31,7 @@
         as handy shortcuts for common navigation tasks.
       

 

-
+
         Shortcuts
       

 

@@ -129,9 +129,9 @@
 

 
-

 
Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg

+
Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg

         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       

diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/perf_over.html b/doc/sf_and_dist/html/math_toolkit/main_overview/perf_over.html
index 44b09195b..0876e0402 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/perf_over.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/perf_over.html
@@ -7,7 +7,7 @@
 
 
 
-
+
 
 
 
@@ -30,7 +30,7 @@
         

           By and large the performance of this library should be acceptable for most
-          needs. However, you should note that the library's primary emphasis is
+          needs. However, you should note that this library's primary emphasis is
           on accuracy and numerical stability, and not speed.
         

@@ -62,7 +62,7 @@
             
 
  • 
               Pick your compiler carefully: performance
-              differences of up to 8 fold have been found between some windows
+              differences of up to 8 fold have been found between some Windows
               compilers for example.
             
    • 
@@ -78,9 +78,9 @@
 
    
 
 
 
 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/pol_overview.html b/doc/sf_and_dist/html/math_toolkit/main_overview/pol_overview.html
index 3e0cd8917..c85a5c4c7 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/pol_overview.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/pol_overview.html
@@ -39,7 +39,7 @@
 
    
         
    
 
    
-          Generally speaking unless you find that the default
+          Generally speaking, unless you find that the default
           policy behaviour when encountering 'bad' argument values does not
           meet your needs, you should not need to worry about policies.
         
    
@@ -69,7 +69,7 @@
               cannot be fully evaluated.
             
 
  • 
-              How accuracy
+              How accuracy
               is controlled by internal promotion to use more precise types.
             
    • 
 
  • 
@@ -121,9 +121,9 @@
 
    • 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/result_type.html b/doc/sf_and_dist/html/math_toolkit/main_overview/result_type.html
index 645f9dd54..20aa881e0 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/result_type.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/result_type.html
@@ -133,9 +133,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/threads.html b/doc/sf_and_dist/html/math_toolkit/main_overview/threads.html
index 8dffb45a0..ac5752170 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/threads.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/threads.html
@@ -54,9 +54,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/main_overview/tr1.html b/doc/sf_and_dist/html/math_toolkit/main_overview/tr1.html
index cc19e5f2f..0e389b493 100644
--- a/doc/sf_and_dist/html/math_toolkit/main_overview/tr1.html
+++ b/doc/sf_and_dist/html/math_toolkit/main_overview/tr1.html
@@ -7,7 +7,7 @@
 
 
 
-
+
 
 
 
@@ -20,7 +20,7 @@
 
    
 
    
 
    
-PrevUpHomeNext
+PrevUpHomeNext
 
    
 
    
 
    
@@ -286,7 +286,7 @@
         
         
    
 
    
-
+
           Usage
           Recomendations
         
    
@@ -338,7 +338,7 @@
         
         
    
 
    
-
+
           Supported
           C99 Functions
         
    
@@ -442,7 +442,7 @@
         
         
    
 
    
-
+
           Supported
           TR1 Functions
         
    
@@ -581,7 +581,7 @@
         
         
    
 
    
-
+
           Currently
           Unsupported C99 Functions
         
    
@@ -652,7 +652,7 @@
         
         
    
 
    
-
+
           Currently
           Unsupported TR1 Functions
         
    
@@ -675,9 +675,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
@@ -685,7 +685,7 @@
 
    
 
    
 
    
-PrevUpHomeNext
+PrevUpHomeNext
 
    
 
 
diff --git a/doc/sf_and_dist/html/math_toolkit/perf.html b/doc/sf_and_dist/html/math_toolkit/perf.html
index f7edb9156..fd060b643 100644
--- a/doc/sf_and_dist/html/math_toolkit/perf.html
+++ b/doc/sf_and_dist/html/math_toolkit/perf.html
@@ -41,9 +41,9 @@
 
    
 
-
@@ -423,7 +423,7 @@
 
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/perf/comp_compilers.html b/doc/sf_and_dist/html/math_toolkit/perf/comp_compilers.html
index 80eaa9fc1..d3b48973d 100644
--- a/doc/sf_and_dist/html/math_toolkit/perf/comp_compilers.html
+++ b/doc/sf_and_dist/html/math_toolkit/perf/comp_compilers.html
@@ -35,7 +35,7 @@
         in this respect).
       
    
 
    
-
    Table 48. Performance Comparison of Various Windows Compilers
    
+
    Table 48. Performance Comparison of Various Windows Compilers
    
 
    @@ -362,9 +362,9 @@
 
    
 
 

 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/perf/comparisons.html b/doc/sf_and_dist/html/math_toolkit/perf/comparisons.html
index f211db5b8..003bed3ef 100644
--- a/doc/sf_and_dist/html/math_toolkit/perf/comparisons.html
+++ b/doc/sf_and_dist/html/math_toolkit/perf/comparisons.html
@@ -46,7 +46,7 @@
         
    
 
    
 
    
-
+
         Comparison
         to GSL-1.13 and Cephes
       
    
@@ -344,7 +344,7 @@
               
    		
 
                 
    
-                  +INF [1]
+                  +INF [1]
                 
    
                   		
 
    
                 
    
                   
    
-
    17.89[2]
    
+
    17.89[2]
    
 
     
    
 
    (4.248e-005s)
    
 
    
@@ -548,11 +548,11 @@
 
    
     
 
    
-
    [1] 
+
    [1] 
                     Cephes gets stuck in an infinite loop while trying to execute
                     our test cases.
                   
    
-
    [2] 
+
    [2] 
                     The performance here is dominated by a few cases where the parameters
                     grow very large: faster asymptotic expansions are available,
                     but are of limited (or even frankly terrible) precision. The
@@ -563,7 +563,7 @@
 
    
 
    
 
    
-
+
         Comparison
         to the R and DCDFLIB Statistical Libraries on Windows
       
    
@@ -574,7 +574,7 @@
         (R-2.9.2 appears not to be buildable with Visual C++).
       
    
 
    
-
    Table 51. A Comparison to the R Statistical Library on Windows XP
    
+
    Table 51. A Comparison to the R Statistical Library on Windows XP
    
 
    @@ -659,7 +659,7 @@
 
    
 
 

    
                 
    
                   
    
-
    67.66[1]
    
+
    67.66[1]
    
 
     
    
 
    (3.366e-004s)
    
 
    
@@ -1089,7 +1089,7 @@
 
    		
                 
    
                   
    
-
    3.60[2]
    
+
    3.60[2]
    
 
     
    
 
    (5.987e-007s)
    
 
    
@@ -1319,7 +1319,7 @@
 
    		
                 
    
                   
    
-
    43.43[3]
    
+
    43.43[3]
    
 
     
    
 
    (3.732e-004s)
    
 
    
@@ -1389,7 +1389,7 @@
 
    		
                 
    
                   
    
-
    393.90[4]
    
+
    393.90[4]
    
 
     
    
 
    (2.673e-002s)
    
 
    
@@ -1525,7 +1525,7 @@
 
    		
                 
    
                   
    
-
    1.00[5]
    
+
    1.00[5]
    
 
     
    
 
    (4.411e-004s)
    
 
    
@@ -1811,28 +1811,28 @@
 
    
     
 
    
-
    [1] 
+
    [1] 
                     There are a small number of our test cases where the R library
                     fails to converge on a result: these tend to dominate the performance
                     result.
                   
    
-
    [2] 
+
    [2] 
                     This result is somewhat misleading: for small values of the parameters
                     there is virtually no difference between the two libraries, but
                     for large values the Boost implementation is much
                     slower, albeit with much improved precision.
                   
    
-
    [3] 
+
    [3] 
                     The R library appears to use a linear-search strategy, that can
                     perform very badly in a small number of pathological cases, but
                     may or may not be more efficient in "typical" cases
                   
    
-
    [4] 
+
    [4] 
                     There are a small number of our test cases where the R library
                     fails to converge on a result: these tend to dominate the performance
                     result.
                   
    
-
    [5] 
+
    [5] 
                     There are a small number of our test cases where the R library
                     fails to converge on a result: these tend to dominate the performance
                     result.
@@ -1841,7 +1841,7 @@
 
    
 
    
 
    
-
+
         Comparison
         to the R Statistical Library on Linux
       
    
@@ -1851,7 +1851,7 @@
         G++ 4.3.3 using -O3 -DNDEBUG=1.
       
    
 
    
-
    Table 52. A Comparison to the R Statistical Library on Linux
    
+
    Table 52. A Comparison to the R Statistical Library on Linux
    
 
    @@ -1936,7 +1936,7 @@
 
    
 
 

    
                 
    
                   
    
-
    30.51[1]
    
+
    30.51[1]
    
 
     
    
 
    (3.616e-004s)
    
 
    
@@ -2366,7 +2366,7 @@
 
    		
                 
    
                   
    
-
    2.20[2]
    
+
    2.20[2]
    
 
     
    
 
    (3.522e-007s)
    
 
    
@@ -2596,7 +2596,7 @@
 
    		
                 
    
                   
    
-
    25.92[3]
    
+
    25.92[3]
    
 
     
    
 
    (4.407e-004s)
    
 
    
@@ -2666,7 +2666,7 @@
 
    		
                 
    
                   
    
-
    144.91[4]
    
+
    144.91[4]
    
 
     
    
 
    (3.214e-002s)
    
 
    
@@ -2802,7 +2802,7 @@
 
    		
                 
    
                   
    
-
    1.00[5]
    
+
    1.00[5]
    
 
     
    
 
    (5.916e-004s)
    
 
    
@@ -3088,28 +3088,28 @@
 
    
     
 
    
-
    [1] 
+
    [1] 
                     There are a small number of our test cases where the R library
                     fails to converge on a result: these tend to dominate the performance
                     result.
                   
    
-
    [2] 
+
    [2] 
                     This result is somewhat misleading: for small values of the parameters
                     there is virtually no difference between the two libraries, but
                     for large values the Boost implementation is much
                     slower, albeit with much improved precision.
                   
    
-
    [3] 
+
    [3] 
                     The R library appears to use a linear-search strategy, that can
                     perform very badly in a small number of pathological cases, but
                     may or may not be more efficient in "typical" cases
                   
    
-
    [4] 
+
    [4] 
                     There are a small number of our test cases where the R library
                     fails to converge on a result: these tend to dominate the performance
                     result.
                   
    
-
    [5] 
+
    [5] 
                     There are a small number of our test cases where the R library
                     fails to converge on a result: these tend to dominate the performance
                     result.
@@ -3121,9 +3121,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/perf/getting_best.html b/doc/sf_and_dist/html/math_toolkit/perf/getting_best.html
index 5fc7a085a..8966b3cdb 100644
--- a/doc/sf_and_dist/html/math_toolkit/perf/getting_best.html
+++ b/doc/sf_and_dist/html/math_toolkit/perf/getting_best.html
@@ -33,7 +33,7 @@
         penalty for using the library in debug mode can be quite large.
       
    
 
    
-
    Table 47. Performance Comparison of Release and Debug Settings
    
+
    Table 47. Performance Comparison of Release and Debug Settings
    
 
    @@ -279,9 +279,9 @@
 
    
 
 

 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/perf/interp.html b/doc/sf_and_dist/html/math_toolkit/perf/interp.html
index 036989a19..b14af89e7 100644
--- a/doc/sf_and_dist/html/math_toolkit/perf/interp.html
+++ b/doc/sf_and_dist/html/math_toolkit/perf/interp.html
@@ -52,12 +52,23 @@
           whatever that may be!
         
    
 
    
+
    
+
+
+
+
+
+
    [Note]Note
    
+          Since these tests were run, most compilers have improved their code optimisation,
+          and processor speeds have improved too, so these results are known to be
+          out of date.
+        
    
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/perf/perf_over.html b/doc/sf_and_dist/html/math_toolkit/perf/perf_over.html
index c1d53a135..ffe9401bf 100644
--- a/doc/sf_and_dist/html/math_toolkit/perf/perf_over.html
+++ b/doc/sf_and_dist/html/math_toolkit/perf/perf_over.html
@@ -30,7 +30,7 @@
         
    
 
    
           By and large the performance of this library should be acceptable for most
-          needs. However, you should note that the library's primary emphasis is
+          needs. However, you should note that this library's primary emphasis is
           on accuracy and numerical stability, and not speed.
         
    
 
    
@@ -62,7 +62,7 @@
             
 
  • 
               Pick your compiler carefully: performance
-              differences of up to 8 fold have been found between some windows
+              differences of up to 8 fold have been found between some Windows
               compilers for example.
             
    • 
 
    
@@ -78,9 +78,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/perf/perf_test_app.html b/doc/sf_and_dist/html/math_toolkit/perf/perf_test_app.html
index e9ec1d08f..3a38b4e9c 100644
--- a/doc/sf_and_dist/html/math_toolkit/perf/perf_test_app.html
+++ b/doc/sf_and_dist/html/math_toolkit/perf/perf_test_app.html
@@ -48,9 +48,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/perf/tuning.html b/doc/sf_and_dist/html/math_toolkit/perf/tuning.html
index 8128b2bfb..fc5845c1b 100644
--- a/doc/sf_and_dist/html/math_toolkit/perf/tuning.html
+++ b/doc/sf_and_dist/html/math_toolkit/perf/tuning.html
@@ -238,7 +238,7 @@
         highly vectorisable processors in the future.
       
    
 
    
-
    Table 49. A Comparison of Polynomial Evaluation Methods
    
+
    Table 49. A Comparison of Polynomial Evaluation Methods
    
 
    @@ -632,13 +632,13 @@
         precision as possible is achieved, but may slow down execution in some environments.
         The defaults for this policy can be changed by defining
         the macro BOOST_MATH_PROMOTE_DOUBLE_POLICY
-        to false, or by
+        to false, or by
         specifying a specific policy when calling the special functions or
         distributions. See also the policy
         tutorial.
       
    
-
    Table 50. Performance Comparison with and Without Internal Promotion to long
+
    Table 50. Performance Comparison with and Without Internal Promotion to long
         double
    
 
    
 
 

 
    
@@ -886,9 +886,9 @@
 
 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy.html b/doc/sf_and_dist/html/math_toolkit/policy.html
index a6a5e9c76..094c9f0ad 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy.html
@@ -54,7 +54,7 @@
 
    
         Error Handling Policies
    
 
     Internal
-        Promotion Policies
    
+        Floating-point Promotion Policies
 
     Mathematically
         Undefined Function Policies
    
 
     Discrete
@@ -76,9 +76,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_overview.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_overview.html
index 2b6ed135a..c98a5cfc1 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_overview.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_overview.html
@@ -38,7 +38,7 @@
 
    
         
    
 
    
-          Generally speaking unless you find that the default
+          Generally speaking, unless you find that the default
           policy behaviour when encountering 'bad' argument values does not
           meet your needs, you should not need to worry about policies.
         
    
@@ -68,7 +68,7 @@
               cannot be fully evaluated.
             
 
  • 
-              How accuracy
+              How accuracy
               is controlled by internal promotion to use more precise types.
             
    • 
 
  • 
@@ -120,9 +120,9 @@
 
    • 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref.html
index 0ca5e3d56..63222f9b3 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref.html
@@ -30,7 +30,7 @@
 
    
         Error Handling Policies
    
 
     Internal
-        Promotion Policies
    
+        Floating-point Promotion Policies
 
     Mathematically
         Undefined Function Policies
    
 
     Discrete
@@ -49,9 +49,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/assert_undefined.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/assert_undefined.html
index c99c59444..df65c3107 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/assert_undefined.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/assert_undefined.html
@@ -6,7 +6,7 @@
 
 
 
-
+
 
 
 
@@ -33,7 +33,8 @@
           for certain distributions, but defined for others.
         
    
 
    
-          For example, the Cauchy distribution does not have a mean, so what should
+          For example, the Cauchy distribution does not have a meaningful mean, so
+          what should
         
    
 
    mean(cauchy<>());
 
    
@@ -74,9 +75,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/discrete_quant_ref.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/discrete_quant_ref.html
index 4de6fd274..831ef338a 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/discrete_quant_ref.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/discrete_quant_ref.html
@@ -55,7 +55,7 @@
           can take have the following meanings:
         
    
 
    
-
+
           real
         
    
 
    
@@ -68,18 +68,18 @@
             
 
    
 
    #include <boost/math/distributions/negative_binomial.hpp>
+using boost::math::negative_binomial_distribution;
 
-using namespace boost::math;
 using namespace boost::math::policies;
 
 typedef negative_binomial_distribution<
       double, 
-      policy<discrete_quantile<integer_round_inwards> > 
+      policy<discrete_quantile<real> > 
    > dist_type;
    
-// Lower quantile:
+// Lower 5% quantile:
 double x = quantile(dist_type(20, 0.3), 0.05);
-// Upper quantile:
+// Upper 95% quantile:
 double y = quantile(complement(dist_type(20, 0.3), 0.05));
 
 
    
@@ -93,7 +93,7 @@
           = 68.1584.
         
    
 
    
-
+
           integer_round_outwards
         
    
 
    
@@ -120,14 +120,14 @@
             
 
    
 
    #include <boost/math/distributions/negative_binomial.hpp>
+using boost::math::negative_binomial;
 
-using namespace boost::math;
-
-// Lower quantile rounded down:
-double x = quantile(negative_binomial(20, 0.3), 0.05);
-// Upper quantile rounded up:
-double y = quantile(complement(negative_binomial(20, 0.3), 0.05));
-
+// Use the default rounding policy integer_round_outwards.
+// Lower quantile rounded down:
+double x = quantile(negative_binomial(20, 0.3), 0.05); // rounded up 27 from 27.3898
+// Upper quantile rounded up:
+double y = quantile(complement(negative_binomial(20, 0.3), 0.05)); // rounded down to 69 from 68.1584
+
 
    
 
    
           
    
@@ -151,7 +151,7 @@
           in each tail.
         
    
 
    
-
+
           integer_round_inwards
         
    
 
    
@@ -177,8 +177,8 @@
             
 
    
 
    #include <boost/math/distributions/negative_binomial.hpp>
+using boost::math::negative_binomial_distribution;
 
-using namespace boost::math;
 using namespace boost::math::policies;
 
 typedef negative_binomial_distribution<
@@ -187,10 +187,10 @@
    > dist_type;
    
 // Lower quantile rounded up:
-double x = quantile(dist_type(20, 0.3), 0.05);
-// Upper quantile rounded down:
-double y = quantile(complement(dist_type(20, 0.3), 0.05));
-
+double x = quantile(dist_type(20, 0.3), 0.05); // 28 rounded up from 27.3898
+// Upper quantile rounded down:
+double y = quantile(complement(dist_type(20, 0.3), 0.05)); // 68 rounded down from 68.1584
+
 
    
 
    
           
    
@@ -214,7 +214,7 @@
           in each tail.
         
    
 
    
-
+
           integer_round_down
         
    
 
    
@@ -222,7 +222,7 @@
           or a lower quantile.
         
    
 
    
-
+
           integer_round_up
         
    
 
    
@@ -230,7 +230,7 @@
           a lower quantile.
         
    
 
    
-
+
           integer_round_nearest
         
    
 
    
@@ -249,8 +249,8 @@
             
 
    
 
    #include <boost/math/distributions/negative_binomial.hpp>
+using boost::math::negative_binomial_distribution;
 
-using namespace boost::math;
 using namespace boost::math::policies;
 
 typedef negative_binomial_distribution<
@@ -259,10 +259,10 @@
    > dist_type;
    
 // Lower quantile rounded up:
-double x = quantile(dist_type(20, 0.3), 0.05);
-// Upper quantile rounded down:
-double y = quantile(complement(dist_type(20, 0.3), 0.05));
-
+double x = quantile(dist_type(20, 0.3), 0.05); // 27
+// Upper quantile rounded down:
+double y = quantile(complement(dist_type(20, 0.3), 0.05)); // 68
+
 
    
 
    
           
    
@@ -275,9 +275,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/error_handling_policies.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/error_handling_policies.html
index 8165bdce1..99a251f18 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/error_handling_policies.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/error_handling_policies.html
@@ -7,7 +7,7 @@
 
 
 
-
+
 
 
 
@@ -39,7 +39,7 @@
             
    
-
+
           Available
           Actions When an Error is Raised
         
    
@@ -62,7 +62,7 @@
           The various enumerated values have the following meanings:
         
    
-
+
           throw_on_error
         
    
@@ -174,13 +174,15 @@
 
    
 
 
 
 
    
 
    
 
    
-
+
           errno_on_error
         
    
 
    
-          Will set global ::errno
-          to one of the following values depending upon the error type, and then
-          return the same value as if the error had been ignored:
+          Will set global ::errno
+          ::errno
+          to one of the following values depending upon the error type (often EDOM
+          = 33 and ERANGE = 34), and then return the same value as if the error had
+          been ignored:
         
    
 
    @@ -287,7 +289,7 @@
 
    
 

 
    
 
    
-
+
           ignore_error
         
    
 
    
@@ -400,7 +402,7 @@
 
    
 
    
 
    
-
+
           user_error
         
    
 
    
@@ -449,7 +451,7 @@
           here.
         
    
 
    
-
+
           Kinds
           of Error Raised
         
    
@@ -689,7 +691,7 @@
 
    
 
    
 
    
-
+
           Examples
         
    
 
    
@@ -703,29 +705,39 @@
             
 
    
 
    #include <boost/math/special_functions/gamma.hpp>
+using boost::math::tgamma;
 
-using namespace boost::math::policies;
-using namespace boost::math;
+//using namespace boost::math::policies; may also be convenient.
+using boost::math::policies::policy;
+using boost::math::policies::evaluation_error;
+using boost::math::policies::domain_error;
+using boost::math::policies::overflow_error;
+using boost::math::policies::domain_error;
+using boost::math::policies::pole_error;
+using boost::math::policies::errno_on_error;
 
 // Define a policy:
 typedef policy<
-      domain_error<errno_on_error>, 
-      pole_error<errno_on_error>,
-      overflow_error<errno_on_error>,
-      policies::evaluation_error<errno_on_error> 
-      > my_policy;
-      
-// call the function:
-double t1 = tgamma(some_value, my_policy());
+  domain_error<errno_on_error>, 
+  pole_error<errno_on_error>,
+  overflow_error<errno_on_error>,
+  evaluation_error<errno_on_error> 
+> my_policy;
 
-// Alternatively we could use make_policy and define everything at the call site:
-double t2 = tgamma(some_value, make_policy(
-         domain_error<errno_on_error>(), 
-         pole_error<errno_on_error>(),
-         overflow_error<errno_on_error>(),
-         policies::evaluation_error<errno_on_error>() 
-      ));
+double my_value = 0.; // 
+
+// Call the function applying my_policy:
+double t1 = tgamma(my_value, my_policy());
 
+// Alternatively (and equivalently) we could use helpful function
+// make_policy and define everything at the call site:
+double t2 = tgamma(my_value,
+  make_policy(
+    domain_error<errno_on_error>(), 
+    pole_error<errno_on_error>(),
+    overflow_error<errno_on_error>(),
+    evaluation_error<errno_on_error>() )
+  );
 
    
 
    
           
    
@@ -741,21 +753,22 @@
             
 
    
 
    #include <boost/math/distributions/normal.hpp>
+using boost::math::normal_distribution;
 
 using namespace boost::math::policies;
-using namespace boost::math;
 
-// Define a policy:
+// Define a specific policy:
 typedef policy<
       overflow_error<ignore_error>
       > my_policy;
       
-// Define the distribution:
+// Define the distribution, using my_policy:
 typedef normal_distribution<double, my_policy> my_norm;
 
-// Get a quantile:
-double q = quantile(my_norm(), 0.05);
-
+// Construct a my_norm distribution, using default mean and standard deviation,
+// and get a 0.05 or 5% quantile:
+double q = quantile(my_norm(), 0.05); // = -1.64485
+
 
    
 
    
           
    
@@ -764,9 +777,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/internal_promotion.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/internal_promotion.html
index e8a822e05..7898a90e2 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/internal_promotion.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/internal_promotion.html
@@ -1,7 +1,7 @@
 
 
 
-Internal Promotion Policies
+Internal Floating-point Promotion Policies
 
 
 
@@ -24,15 +24,16 @@
 
    
 
    
 
    
 
    
           Normally when evaluating a function at say float
           precision, maximal accuracy is assured by conducting the calculation at
           double precision internally,
-          and then rounding the result. There are two policies that effect whether
-          internal promotion takes place or not:
+          and then rounding the result. There are two policies that control whether
+          internal promotion to a higher precision floating-point type takes place,
+          or not:
         
    
 
    @@ -84,7 +85,7 @@
 
    
 

 
    
 
    
-
+
           Examples
         
    
 
    
@@ -100,17 +101,18 @@
 
    #include <boost/math/special_functions/gamma.hpp>
 
 using namespace boost::math::policies;
-using namespace boost::math;
+using boost::math::tgamma;
 
-// Define a policy:
+// Define a new policy *not* internally promoting RealType to double:
 typedef policy<
       promote_double<false> 
       > my_policy;
       
-// Call the function:
+// Call the function, applying the new policy:
 double t1 = tgamma(some_value, my_policy());
 
-// Alternatively we could use make_policy and define everything at the call site:
+// Alternatively we could use helper function make_policy,
+// and concisely define everything at the call site:
 double t2 = tgamma(some_value, make_policy(promote_double<false>()));
 
 
    
@@ -128,16 +130,16 @@
             
 
    
 
    #include <boost/math/distributions/normal.hpp>
+using boost::math::normal_distribution;
 
 using namespace boost::math::policies;
-using namespace boost::math;
 
 // Define a policy:
 typedef policy<
       promote_float<false>
       > my_policy;
 
-// Define the distribution:
+// Define the new normal distribution using my_policy:
 typedef normal_distribution<float, my_policy> my_norm;
 
 // Get a quantile:
@@ -151,9 +153,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/iteration_pol.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/iteration_pol.html
index ca97978a6..ae8a68ab1 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/iteration_pol.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/iteration_pol.html
@@ -51,9 +51,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/namespace_pol.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/namespace_pol.html
index 05e2e6b66..f83e29e4b 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/namespace_pol.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/namespace_pol.html
@@ -50,24 +50,27 @@
             
 
    
 
    #include <boost/math/special_functions/gamma.hpp>
+//using boost::math::tgamma;
+// Need not declare using boost::math::tgamma here,
+// because will define tgamma in myspace using macro below.
+
+namespace myspace
+{
+  using namespace boost::math::policies;
 
-namespace myspace{
-
-using namespace boost::math::policies;
-
-// Define a policy that does not throw on overflow:
-typedef policy<overflow_error<errno_on_error> > my_policy;
-
-// Define the special functions in this scope to use the policy:   
-BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(my_policy)
+  // Define a policy that does not throw on overflow:
+  typedef policy<overflow_error<errno_on_error> > my_policy;
 
+  // Define the special functions in this scope to use the policy:   
+  BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(my_policy)
 }
 
-//
-// Now we can use myspace::tgamma etc.
+// Now we can use myspace::tgamma etc.
 // They will automatically use "my_policy":
 //
-double t = myspace::tgamma(30.0); // will not throw on overflow
+double t = myspace::tgamma(30.0); // Will *not* throw on overflow,
+// despite the large value of factorial 30 = 265252859812191058636308480000000
+// unlike default policy boost::math::tgamma;
 
 
    
 
    
@@ -102,33 +105,40 @@
 
    
 
    #include <boost/math/distributions/cauchy.hpp>
 
-namespace myspace{
+namespace myspace
+{ // using namespace boost::math::policies; // May be convenient in myspace.
+
+  // Define a policy called my_policy to use.
+  using boost::math::policies::policy;
+  
+// In this case we want all the distribution accessor functions to compile,
+// even if they are mathematically undefined, so
+// make the policy assert_undefined.
+  using boost::math::policies::assert_undefined;
 
-using namespace boost::math::policies;
-
-// Define a policy to use, in this case we want all the distribution
-// accessor functions to compile, even if they are mathematically
-// undefined:
-typedef policy<assert_undefined<false> > my_policy;
-
-BOOST_MATH_DECLARE_DISTRIBUTIONS(double, my_policy)
-
-}
+typedef policy<assert_undefined<false> > my_policy;
 
+// Finally apply this policy to type double.
+BOOST_MATH_DECLARE_DISTRIBUTIONS(double, my_policy)
+} // namespace myspace
+
 // Now we can use myspace::cauchy etc, which will use policy
 // myspace::mypolicy:
 //
-// This compiles but raises a domain error at runtime:
-//
-void test_cauchy()
+// This compiles but throws a domain error exception at runtime.
+// Caution! If you omit the try'n'catch blocks, 
+// it will just silently terminate, giving no clues as to why! 
+// So try'n'catch blocks are very strongly recommended.
+
+void test_cauchy()
 {
    try
    {
-      double d = mean(myspace::cauchy());
-   }
+      double d = mean(myspace::cauchy());  // Cauchy does not have a mean!
+   }
    catch(const std::domain_error& e)
    {
-      std::cout << e.what() << std::endl;
+      cout << e.what() << endl;
    }
 }
 
@@ -151,9 +161,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/pol_ref_ref.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/pol_ref_ref.html
index fc4a76ae7..1f7f350e9 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/pol_ref_ref.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/pol_ref_ref.html
@@ -245,9 +245,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/policy_defaults.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/policy_defaults.html
index a0bf052e5..96ab34555 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/policy_defaults.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/policy_defaults.html
@@ -61,7 +61,7 @@
           then you can do so by defining various macros in boost/math/tools/user.hpp.
         
    
 
    
-
+
           BOOST_MATH_DOMAIN_ERROR_POLICY
         
    
 
    
@@ -71,7 +71,7 @@
           ignore_error or user_error.
         
    
 
    
-
+
           BOOST_MATH_POLE_ERROR_POLICY
         
    
 
    
@@ -81,7 +81,7 @@
           ignore_error or user_error.
         
    
 
    
-
+
           BOOST_MATH_OVERFLOW_ERROR_POLICY
         
    
 
    
@@ -91,7 +91,7 @@
           ignore_error or user_error.
         
    
 
    
-
+
           BOOST_MATH_ROUNDING_ERROR_POLICY
         
    
 
    
@@ -101,7 +101,7 @@
           ignore_error or user_error.
         
    
 
    
-
+
           BOOST_MATH_EVALUATION_ERROR_POLICY
         
    
 
    
@@ -111,7 +111,7 @@
           ignore_error or user_error.
         
    
 
    
-
+
           BOOST_MATH_UNDERFLOW_ERROR_POLICY
         
    
 
    
@@ -121,7 +121,7 @@
           ignore_error or user_error.
         
    
 
    
-
+
           BOOST_MATH_DENORM_ERROR_POLICY
         
    
 
    
@@ -131,7 +131,7 @@
           ignore_error or user_error.
         
    
 
    
-
+
           BOOST_MATH_INDETERMINATE_RESULT_ERROR_POLICY
         
    
 
    
@@ -142,7 +142,7 @@
           ignore_error or user_error.
         
    
 
    
-
+
           BOOST_MATH_DIGITS10_POLICY
         
    
 
    
@@ -153,7 +153,7 @@
           recommended that you change this from the default.
         
    
 
    
-
+
           BOOST_MATH_PROMOTE_FLOAT_POLICY
         
    
 
    
@@ -165,7 +165,7 @@
           off.
         
    
 
    
-
+
           BOOST_MATH_PROMOTE_DOUBLE_POLICY
         
    
 
    
@@ -177,7 +177,7 @@
           off.
         
    
 
    
-
+
           BOOST_MATH_DISCRETE_QUANTILE_POLICY
         
    
 
    
@@ -188,7 +188,7 @@
           Defaults to integer_round_outwards.
         
    
 
    
-
+
           BOOST_MATH_ASSERT_UNDEFINED_POLICY
         
    
 
    
@@ -201,7 +201,7 @@
           whether or not a particular property is well defined.
         
    
 
    
-
+
           BOOST_MATH_MAX_SERIES_ITERATION_POLICY
         
    
 
    
@@ -210,7 +210,7 @@
           Defaults to 1000000.
         
    
 
    
-
+
           BOOST_MATH_MAX_ROOT_ITERATION_POLICY
         
    
 
    
@@ -219,7 +219,7 @@
           Defaults to 200.
         
    
 
    
-
+
           Example
         
    
 
    
@@ -244,9 +244,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/precision_pol.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/precision_pol.html
index 06e9ec1ed..d075f681b 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/precision_pol.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_ref/precision_pol.html
@@ -31,7 +31,8 @@
           There are two equivalent policies that effect the working precision
           used to calculate results, these policies both default to 0 - meaning calculate
           to the maximum precision available in the type being used - but can be
-          set to other values to cause lower levels of precision to be used.
+          set to other values to cause lower levels of precision to be used. One
+          might want to trade precision for evaluation speed.
         
    
 
    namespace boost{ namespace math{ namespace policies{
 
@@ -64,21 +65,19 @@
             
 
    
 
    #include <boost/math/special_functions/gamma.hpp>
+using boost::math::tgamma;
+using boost::math::policies::policy;
+using boost::math::policies::digits10;
 
-using namespace boost::math;
-using namespace boost::math::policies;
-
-typedef policy<digits10<5> > pol;
-
-double t = tgamma(12, pol());
-
-
    
+typedef policy<digits10<5> > my_pol_5; // Define a new, non-default, policy
+// to calculate tgamma to accuracy of approximately 5 decimal digits.
+
    
 
    
           
    
 
    
         
    
 
    
-          Or again using make_policy:
+          Or again using helper function make_policy:
         
    
 
    
           
    
@@ -86,12 +85,12 @@
             
 
    
 
    #include <boost/math/special_functions/gamma.hpp>
+using boost::math::tgamma;
 
-using namespace boost::math;
 using namespace boost::math::policies;
 
-double t = tgamma(12, policy<digits10<5> >());
-
+double t = tgamma(12, policy<digits10<5> >());  // Concise make_policy.
+
 
    
 
    
           
    
@@ -106,14 +105,16 @@
             
 
    
 
    #include <boost/math/distributions/normal.hpp>
+using boost::math::normal_distribution;
 
-using namespace boost::math;
 using namespace boost::math::policies;
 
+const int bits = 25; // approximate precision.
+
 double q = quantile(
-      normal_distribution<double, policy<digits2<25> > >(), 
-      0.05);
-
+      normal_distribution<double, policy<digits2<bits> > >(), 
+      0.05); // 5% quantile.
+
 
    
 
    
           
    
@@ -122,9 +123,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial.html
index 7770d8c39..772002d90 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial.html
@@ -49,9 +49,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/ad_hoc_dist_policies.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/ad_hoc_dist_policies.html
index 2ae0b28d0..8649ae7d3 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/ad_hoc_dist_policies.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/ad_hoc_dist_policies.html
@@ -29,7 +29,9 @@
 
    
 
    
           All of the statistical distributions in this library are class templates
-          that accept two template parameters, both with sensible defaults, for example:
+          that accept two template parameters: real type (float, double ...) and
+          policy (how to handle exceptional events), both with sensible defaults,
+          for example:
         
    
 
    namespace boost{ namespace math{
 
@@ -58,27 +60,31 @@
             
 
    
 
    #include <boost/math/distributions/binomial.hpp>
+using boost::math::binomial_distribution;
+
+// Begin by defining a policy type, that gives the behaviour we want:
+
+//using namespace boost::math::policies; or explicitly
+using boost::math::policies::policy;
+
+using boost::math::policies::promote_float;
+using boost::math::policies::discrete_quantile;
+using boost::math::policies::integer_round_nearest;
 
-//
-// Begin by defining a policy type, that gives the
-// behaviour we want:
-//
-using namespace boost::math::policies;
 typedef policy<
-   promote_float<false>,
-   discrete_quantile<integer_round_nearest>
-> mypolicy;
+   promote_float<false>, // Do not promote to double.
+   discrete_quantile<integer_round_nearest> // Round result to nearest integer.
+> mypolicy;
 //
-// Then define a distribution that uses it:
-//
+// Then define a new distribution that uses it:
 typedef boost::math::binomial_distribution<float, mypolicy> mybinom;
-//
-//  And now use it to get the quantile:
-//
-int main()
+
+//  And now use it to get the quantile:
+
+int main()
 {
-   std::cout << "quantile is: " <<
-      quantile(mybinom(200, 0.25), 0.05) << std::endl;
+   cout << "quantile(mybinom(200, 0.25), 0.05) is: " <<
+      quantile(mybinom(200, 0.25), 0.05) << endl;
 }
 
 
    
@@ -93,9 +99,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/ad_hoc_sf_policies.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/ad_hoc_sf_policies.html
index 3032ca5c7..59a0c48f2 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/ad_hoc_sf_policies.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/ad_hoc_sf_policies.html
@@ -64,10 +64,11 @@
             
 
    
 
    #include <boost/math/special_functions/gamma.hpp>
-//
-// Define the policy to use:
-//
+using boost::math::tgamma;
+
+// Define the policy to use:
 using namespace boost::math::policies;
+
 typedef policy<
    domain_error<errno_on_error>,
    pole_error<errno_on_error>,
@@ -76,18 +77,21 @@
 > c_policy;
 //
 // Now use the policy when calling tgamma:
-//
-int main()
+
+// http://msdn.microsoft.com/en-us/library/t3ayayh1.aspx 
+// Microsoft errno declared in STDLIB.H as "extern int errno;" 
+
+int main()
 {
-   errno = 0;
-   std::cout << "Result of tgamma(30000) is: " 
-      << boost::math::tgamma(30000, c_policy()) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-   std::cout << "Result of tgamma(-10) is: " 
-      << boost::math::tgamma(-10, c_policy()) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-}
-
+   errno = 0; // Reset.
+   cout << "Result of tgamma(30000) is: " 
+      << tgamma(30000, c_policy()) << endl; // Too big parameter
+   cout << "errno = " << errno << endl; // errno 34 Numerical result out of range.
+   cout << "Result of tgamma(-10) is: " 
+      << boost::math::tgamma(-10, c_policy()) << endl; // Negative parameter.
+   cout << "errno = " << errno << endl; // error 33 Numerical argument out of domain.
+} // int main()
+
 
    
 
    
           
    
@@ -112,10 +116,18 @@ errno = 33
             
 
    
 
    #include <boost/math/special_functions/gamma.hpp>
+using boost::math::tgamma;
 
 int main()
 {
-   using namespace boost::math::policies;
+   // using namespace boost::math::policies; // or
+   using boost::math::policies::errno_on_error;
+   using boost::math::policies::make_policy;
+   using boost::math::policies::pole_error;
+   using boost::math::policies::domain_error;
+   using boost::math::policies::overflow_error;
+   using boost::math::policies::evaluation_error;
+
    errno = 0;
    std::cout << "Result of tgamma(30000) is: " 
       << boost::math::tgamma(
@@ -152,9 +164,9 @@ errno = 33
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/changing_policy_defaults.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/changing_policy_defaults.html
index 09dfa3529..ba9a366e9 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/changing_policy_defaults.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/changing_policy_defaults.html
@@ -33,8 +33,8 @@
         
    
 
    
           For example, passing -DBOOST_MATH_DOMAIN_ERROR_POLICY=errno_on_error
-          to your compiler will cause domain errors to set ::errno and return a NaN rather than the
-          usual default behaviour of throwing a std::domain_error
+          to your compiler will cause domain errors to set ::errno and return a NaN
+          rather than the usual default behaviour of throwing a std::domain_error
           exception.
         
    
 
    
@@ -66,7 +66,7 @@
 
    
           
    
-            may be ignored.
+            may be ignored.
           
    
             The compiler command line shows:
@@ -228,14 +228,17 @@
 
    try
    {
-      errno = 0;
-      students_t dist(degrees_of_freedom); // exception is thrown here if enabled
+      errno = 0; // Clear/reset.
+      students_t dist(degrees_of_freedom); // exception is thrown here if enabled.
       double p = cdf(dist, t);
-      // test for error reported by other means:
+      // Test for error reported by other means:
       if((boost::math::isnan)(p))
       {
          cout << "cdf returned a NaN!" << endl;
-         cout << "errno is set to: " << errno << endl;
+         if (errno != 0)
+         { // So errno has been set.
+           cout << "errno is set to: " << errno << endl;
+         }
       }
       else
          cout << "Probability of Student's t is " << p << endl;
@@ -245,7 +248,6 @@
       std::cout <<
          "\n""Message from thrown exception was:\n   " << e.what() << std::endl;
    }
-
    return 0;
 } // int main()
 
    
@@ -254,7 +256,7 @@
           
    
             Here's what the program output looks like with a default build (one that
-            does throw exceptions):
+            does throw exceptions):
           
    
           
@@ -287,7 +289,6 @@ Message from thrown exception was:
 
    Example error handling using Student's t function.
 BOOST_MATH_DOMAIN_ERROR_POLICY is set to: ignore_error
 cdf returned a NaN!
-errno is set to: 0
 
    
           
    
@@ -302,7 +303,7 @@ errno is set to: 0
 
    
           
    
-            Which gives the output:
+            Which gives the output show errno:
           
    
           
@@ -317,9 +318,9 @@ errno is set to: 33
 
 
    
 
 
 
 
 
 
 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/namespace_policies.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/namespace_policies.html
index 820b6d1b9..ed9a095b0 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/namespace_policies.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/namespace_policies.html
@@ -29,17 +29,18 @@
 
    
 
    
           Sometimes what you want to do is just change a set of policies within the
-          current scope: the one thing you should not do in this situation is use
-          the configuration macros, as this can lead to "One Definition Rule"
-          violations. Instead this library provides a pair of macros especially for
-          this purpose.
+          current scope: the one thing you should not do in
+          this situation is use the configuration macros, as this can
+          lead to "One Definition Rule" violations. Instead this library
+          provides a pair of macros especially for this purpose.
         
    
 
    
           Let's consider the special functions first: we can declare a set of forwarding
           functions that all use a specific policy using the macro BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(Policy).
           This macro should be used either inside a unique namespace set aside for
-          the purpose, or an unnamed namespace if you just want the functions visible
-          in global scope for the current file only.
+          the purpose (for example, a C namespace for a C-style policy), or an unnamed
+          namespace if you just want the functions visible in global scope for the
+          current file only.
         
    
 
    
           
    
@@ -51,46 +52,58 @@
 
    
           
    
 
    
-            We'll begin by including the needed header:
+            We'll begin by including the needed header for our function:
           
    
 
    
           
    
 
    
             
 
    
-
    #include <boost/math/special_functions.hpp>
    
+
    #include <boost/math/special_functions.hpp>
+//using boost::math::tgamma; // Not needed because using C::tgamma.
    
 
    
           
    
 
    
           
    
 
    
             Open up the "C" namespace that we'll use for our functions,
-            and define the policy type we want: in this case one that sets ::errno
-            rather than throwing exceptions. Any policies we don't specify here will
-            inherit the defaults:
+            and define the policy type we want: in this case a C-style one that sets
+            ::errno and returns a standard value, rather than throwing exceptions.
+          
    
+
    
+          
    
+
    
+            Any policies we don't specify here will inherit the defaults.
           
    
 
    
           
    
 
    
             
 
    
-
    namespace C{
+
    namespace C
+{ // To hold our C-style policy.
+  //using namespace boost::math::policies; or explicitly:
+  using boost::math::policies::policy;
 
-using namespace boost::math::policies;
+  using boost::math::policies::domain_error;
+  using boost::math::policies::pole_error;
+  using boost::math::policies::overflow_error;
+  using boost::math::policies::evaluation_error;
+  using boost::math::policies::errno_on_error;
 
-typedef policy<
-   domain_error<errno_on_error>,
-   pole_error<errno_on_error>,
-   overflow_error<errno_on_error>,
-   evaluation_error<errno_on_error>
-> c_policy;
    
+  typedef policy<
+     domain_error<errno_on_error>,
+     pole_error<errno_on_error>,
+     overflow_error<errno_on_error>,
+     evaluation_error<errno_on_error>
+  > c_policy;
    
 
    
           
    
 
    
           
    
 
    
             All we need do now is invoke the BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS
-            macro passing our policy type as the single argument:
+            macro passing our policy type c_policy as the single argument:
           
    
 
    
           
    
@@ -125,7 +138,7 @@
 
    
           
    
 
    
-            So that when we call C::tgamma(z) we really end up calling boost::math::tgamma(z, C::c_policy()):
+            So that when we call C::tgamma(z), we really end up calling boost::math::tgamma(z, C::c_policy()):
           
    
 
    
           
    
@@ -135,13 +148,13 @@
 
    int main()
 {
    errno = 0;
-   std::cout << "Result of tgamma(30000) is: "
-      << C::tgamma(30000) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-   std::cout << "Result of tgamma(-10) is: "
-      << C::tgamma(-10) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-}
    
+   cout << "Result of tgamma(30000) is: "
+      << C::tgamma(30000) << endl; // Note using C::tgamma
+   cout << "errno = " << errno << endl; // errno = 34
+   cout << "Result of tgamma(-10) is: "
+      << C::tgamma(-10) << endl;
+   cout << "errno = " << errno << endl; // errno = 33, overwriting previous value of 34.
+}
 
    
           
    
 
    
@@ -161,8 +174,8 @@ errno = 33
           
    
 
    
             This mechanism is particularly useful when we want to define a project-wide
-            policy, and don't want to modify the Boost source or set - possibly fragile
-            and easy to forget - project wide build macros.
+            policy, and don't want to modify the Boost source, or to set project
+            wide build macros (possibly fragile and easy to forget).
           
    
 
    
         
    
@@ -177,32 +190,49 @@ errno = 33
             
 
    
 
    #include <boost/math/special_functions.hpp>
-
-namespace {
-
+// using boost::math::tgamma; // Would create an ambiguity between
+// 'double boost::math::tgamma<int>(T)' and
+// 'double 'anonymous-namespace'::tgamma<int>(RT)'.
+
+namespace
+{ // unnamed
+
 using namespace boost::math::policies;
 
 typedef policy<
    domain_error<errno_on_error>,
    pole_error<errno_on_error>,
    overflow_error<errno_on_error>,
-   evaluation_error<errno_on_error> 
+   evaluation_error<errno_on_error>
 > c_policy;
 
-BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(c_policy)
-
-} // close unnamed namespace
+BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(c_policy)
    
+
    
+          
    
+
    
+          
    
+
    
+            So that when we call tgamma(z), we really end up calling boost::math::tgamma(z, anonymous-namespace::c_policy()).
+          
    
+
    
+          
    
+
    
+            
+
    
+
    } // close unnamed namespace
 
 int main()
 {
    errno = 0;
-   std::cout << "Result of tgamma(30000) is: " 
-      << tgamma(30000) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-   std::cout << "Result of tgamma(-10) is: " 
-      << tgamma(-10) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-}
+   cout << "Result of tgamma(30000) is: "
+      << tgamma(30000) << endl;
+      // tgamma in unnamed namespace in this translation unit (file) only.
+   cout << "errno = " << errno << endl;
+   cout << "Result of tgamma(-10) is: "
+      << tgamma(-10) << endl;
+   cout << "errno = " << errno << endl;
+   // Default tgamma policy would throw an exception, and abort.
+}
 
 
    
 
    
@@ -210,9 +240,9 @@ errno = 33
 
    
         
    
 
    
-          Handling the statistical distributions is very similar except that now
-          the macro BOOST_MATH_DECLARE_DISTRIBUTIONS accepts two parameters: the
-          floating point type to use, and the policy type to apply. For example:
+          Handling policies for the statistical distributions is very similar except
+          that now the macro BOOST_MATH_DECLARE_DISTRIBUTIONS accepts two parameters:
+          the floating point type to use, and the policy type to apply. For example:
         
    
 
    BOOST_MATH_DECLARE_DISTRIBUTIONS(double, mypolicy)
 
    
@@ -247,7 +277,7 @@ errno = 33
 
    
           
    
 
    
-            We'll begin by including the needed header:
+            We'll begin by including the needed header for all the distributions:
           
    
 
    
           
    
@@ -260,34 +290,37 @@ errno = 33
 
    
           
    
 
    
-            Open up an appropriate namespace for our distributions, and define the
-            policy type we want. Any policies we don't specify here will inherit
-            the defaults:
+            Open up an appropriate namespace, calling it my_distributions,
+            for our distributions, and define the policy type we want. Any policies
+            we don't specify here will inherit the defaults:
           
    
 
    
           
    
 
    
             
 
    
-
    namespace my_distributions{
-
-using namespace boost::math::policies;
-
-typedef policy<
-   // return infinity and set errno rather than throw:
-   overflow_error<errno_on_error>,
-   // Don't promote double -> long double internally:
-   promote_double<false>,
-   // Return the closest integer result for discrete quantiles:
-   discrete_quantile<integer_round_nearest>
-> my_policy;
    
+
    namespace my_distributions
+{
+  using namespace boost::math::policies;
+  // using boost::math::policies::errno_on_error; // etc.
+
+  typedef policy<
+     // return infinity and set errno rather than throw:
+     overflow_error<errno_on_error>,
+     // Don't promote double -> long double internally:
+     promote_double<false>,
+     // Return the closest integer result for discrete quantiles:
+     discrete_quantile<integer_round_nearest>
+  > my_policy;
    
 
    
           
    
 
    
           
    
 
    
             All we need do now is invoke the BOOST_MATH_DECLARE_DISTRIBUTIONS macro
-            passing the floating point and policy types as arguments:
+            passing the floating point type double
+            and policy types my_policy
+            as arguments:
           
    
 
    
           
    
@@ -302,7 +335,7 @@ errno = 33
 
    
           
    
 
    
-            We now have a set of typedefs defined in namespace my_namespace that
+            We now have a set of typedefs defined in namespace my_distributions that
             all look something like this:
           
    
 
    
@@ -320,7 +353,8 @@ errno = 33
 
    
           
    
 
    
-            So that when we use my_namespace::normal we really end up using boost::math::normal_distribution<double, my_policy>:
+            So that when we use my_distributions::normal we really end up using
+            boost::math::normal_distribution<double, my_policy>:
           
    
 
    
           
    
@@ -329,26 +363,25 @@ errno = 33
 
    
 
    int main()
 {
-   //
-   // Start with something we know will overflow:
-   //
+   // Construct distribution with something we know will overflow
+  // (using double rather than if promoted to long double):
    my_distributions::normal norm(10, 2);
+
    errno = 0;
-   std::cout << "Result of quantile(norm, 0) is: " 
-      << quantile(norm, 0) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
+   cout << "Result of quantile(norm, 0) is: "
+      << quantile(norm, 0) << endl; // -infinity.
+   cout << "errno = " << errno << endl;
    errno = 0;
-   std::cout << "Result of quantile(norm, 1) is: " 
-      << quantile(norm, 1) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-   //
-   // Now try a discrete distribution:
-   //
+   cout << "Result of quantile(norm, 1) is: "
+      << quantile(norm, 1) << endl; // +infinity.
+   cout << "errno = " << errno << endl;
+
+   // Now try a discrete distribution.
    my_distributions::binomial binom(20, 0.25);
-   std::cout << "Result of quantile(binom, 0.05) is: " 
-      << quantile(binom, 0.05) << std::endl;
-   std::cout << "Result of quantile(complement(binom, 0.05)) is: " 
-      << quantile(complement(binom, 0.05)) << std::endl;
+   cout << "Result of quantile(binom, 0.05) is: "
+      << quantile(binom, 0.05) << endl; // To check we get integer results.
+   cout << "Result of quantile(complement(binom, 0.05)) is: "
+      << quantile(complement(binom, 0.05)) << endl;
 }
    
 
    
           
    
@@ -371,8 +404,8 @@ Result of quantile(complement(binom, 0.05)) is: 8
           
    
 
    
             This mechanism is particularly useful when we want to define a project-wide
-            policy, and don't want to modify the Boost source or set - possibly fragile
-            and easy to forget - project wide build macros.
+            policy, and don't want to modify the Boost source or set project wide
+            build macros (possibly fragile and easy to forget).
           
    
 
    
         
    
@@ -382,9 +415,9 @@ Result of quantile(complement(binom, 0.05)) is: 8
     		Note
 
    
 
    
-            There is an important limitation to note: you can not use the macros
+            There is an important limitation to note: you can *not use the macros
             BOOST_MATH_DECLARE_DISTRIBUTIONS and BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS
-            in the same namespace, as doing so creates ambiguities
+            in the same namespace*, as doing so creates ambiguities
             between functions and distributions of the same name.
           
    
 
    
@@ -398,47 +431,48 @@ Result of quantile(complement(binom, 0.05)) is: 8
 
    
             
 
    
-
    #include <boost/math/distributions.hpp>
+
    #include <boost/math/distributions.hpp> // All distributions.
+// using boost::math::normal; // Would create an ambguity between
+// boost::math::normal_distribution<RealType> boost::math::normal and
+// 'anonymous-namespace'::normal'.
+
+namespace
+{ // anonymous or unnnamed (rather than named as in policy_eg_6.cpp).
+
+  using namespace boost::math::policies;
+   // using boost::math::policies::errno_on_error; // etc.
+  typedef policy<
+     // return infinity and set errno rather than throw:
+     overflow_error<errno_on_error>,
+     // Don't promote double -> long double internally:
+     promote_double<false>,
+     // Return the closest integer result for discrete quantiles:
+     discrete_quantile<integer_round_nearest>
+  > my_policy;
 
-namespace {
-
-using namespace boost::math::policies;
-
-typedef policy<
-   // return infinity and set errno rather than throw:
-   overflow_error<errno_on_error>,
-   // Don't promote double -> long double internally:
-   promote_double<false>,
-   // Return the closest integer result for discrete quantiles:
-   discrete_quantile<integer_round_nearest>
-> my_policy;
-
-BOOST_MATH_DECLARE_DISTRIBUTIONS(double, my_policy)
+  BOOST_MATH_DECLARE_DISTRIBUTIONS(double, my_policy)
 
 } // close namespace my_namespace
 
 int main()
 {
-   //
-   // Start with something we know will overflow:
-   //
-   normal norm(10, 2);
+   // Construct distribution with something we know will overflow.
+   normal norm(10, 2); // using 'anonymous-namespace'::normal
+   errno = 0;
+   cout << "Result of quantile(norm, 0) is: " 
+      << quantile(norm, 0) << endl;
+   cout << "errno = " << errno << endl;
    errno = 0;
-   std::cout << "Result of quantile(norm, 0) is: " 
-      << quantile(norm, 0) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-   errno = 0;
-   std::cout << "Result of quantile(norm, 1) is: " 
-      << quantile(norm, 1) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
+   cout << "Result of quantile(norm, 1) is: " 
+      << quantile(norm, 1) << endl;
+   cout << "errno = " << errno << endl;
    //
    // Now try a discrete distribution:
-   //
    binomial binom(20, 0.25);
-   std::cout << "Result of quantile(binom, 0.05) is: " 
-      << quantile(binom, 0.05) << std::endl;
-   std::cout << "Result of quantile(complement(binom, 0.05)) is: " 
-      << quantile(complement(binom, 0.05)) << std::endl;
+   cout << "Result of quantile(binom, 0.05) is: " 
+      << quantile(binom, 0.05) << endl;
+   cout << "Result of quantile(complement(binom, 0.05)) is: " 
+      << quantile(complement(binom, 0.05)) << endl;
 }
 
 
    
@@ -449,9 +483,9 @@ Result of quantile(complement(binom, 0.05)) is: 8
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/policy_tut_defaults.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/policy_tut_defaults.html
index d7fdb3c21..7e3e0dcd8 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/policy_tut_defaults.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/policy_tut_defaults.html
@@ -28,9 +28,11 @@
         Policies Have Sensible Defaults
 
    
 
    
-          Most of the time you can just ignore the policy framework, the defaults
-          for the various policies are as follows, if these work OK for you then
-          you can stop reading now!
+          Most of the time you can just ignore the policy framework.
+        
    
+
    
+          *The defaults for the various policies are as follows, if these
+          work OK for you then you can stop reading now!
         
    
 
    
 
    
@@ -123,9 +125,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/policy_usage.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/policy_usage.html
index 796ffb8c6..c6e23410f 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/policy_usage.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/policy_usage.html
@@ -56,9 +56,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/understand_dis_quant.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/understand_dis_quant.html
index 0099d1fe6..fa1955f68 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/understand_dis_quant.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/understand_dis_quant.html
@@ -177,7 +177,7 @@
           base your comparisons on CDF's instead.
         
    
 
    
-
+
           Other
           Rounding Policies are Available
         
    
@@ -249,7 +249,8 @@
 
    
           
    
 
    
-            Begin by including the needed headers:
+            Begin by including the needed headers (and some using statements for
+            conciseness):
           
    
 
    
           
    
@@ -257,6 +258,12 @@
             
 
    
 
    #include <iostream>
+using std::cout; using std::endl;
+using std::left; using std::fixed; using std::right; using std::scientific;
+#include <iomanip>
+using std::setw;
+using std::setprecision;
+
 #include <boost/math/distributions/binomial.hpp>
    
 
    
           
    
@@ -271,9 +278,26 @@
 
    
             
 
    
-
    using namespace boost::math::policies;
-using namespace boost::math;
+
    // Avoid 
+// using namespace std; // and 
+// using namespace boost::math;
+// to avoid potential ambiguity of names, like binomial.
+// using namespace boost::math::policies; is small risk, but
+// the necessary items are brought into scope thus:
+
+using boost::math::binomial_distribution;
+using boost::math::policies::policy;
+using boost::math::policies::discrete_quantile;
 
+using boost::math::policies::integer_round_outwards;
+using boost::math::policies::integer_round_down;
+using boost::math::policies::integer_round_up;
+using boost::math::policies::integer_round_nearest;
+using boost::math::policies::integer_round_inwards;
+using boost::math::policies::real;
+
+using boost::math::binomial_distribution; // Not std::binomial_distribution.
+
 typedef binomial_distribution<
             double, 
             policy<discrete_quantile<integer_round_outwards> > > 
@@ -317,71 +341,71 @@
 
    
 
    int main()
 {
-   std::cout << 
+   cout << 
       "Testing rounding policies for a 50 sample binomial distribution,\n"
       "with a success fraction of 0.5.\n\n"
       "Lower quantiles are calculated at p = 0.05\n\n"
       "Upper quantiles at p = 0.95.\n\n";
 
-   std::cout << std::setw(25) << std::right
-      << "Policy"<< std::setw(18) << std::right 
-      << "Lower Quantile" << std::setw(18) << std::right 
-      << "Upper Quantile" << std::endl;
+   cout << setw(25) << right
+      << "Policy"<< setw(18) << right 
+      << "Lower Quantile" << setw(18) << right 
+      << "Upper Quantile" << endl;
    
    // Test integer_round_outwards:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "integer_round_outwards"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_outwards(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_outwards(50, 0.5), 0.95) 
-      << std::endl;
+      << endl;
    
    // Test integer_round_inwards:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "integer_round_inwards"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_inwards(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_inwards(50, 0.5), 0.95) 
-      << std::endl;
+      << endl;
    
    // Test integer_round_down:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "integer_round_down"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_down(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_down(50, 0.5), 0.95) 
-      << std::endl;
+      << endl;
    
    // Test integer_round_up:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "integer_round_up"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_up(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_up(50, 0.5), 0.95) 
-      << std::endl;
+      << endl;
    
    // Test integer_round_nearest:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "integer_round_nearest"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_nearest(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_nearest(50, 0.5), 0.95) 
-      << std::endl;
+      << endl;
    
    // Test real:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "real"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_real_quantile(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_real_quantile(50, 0.5), 0.95) 
-      << std::endl;
-}
    
+      << endl;
+} // int main()
    
 
    
           
    
 
    
@@ -392,36 +416,30 @@
 
    
           
 
    
-
    Testing rounding policies for a 50 sample binomial distribution,
-with a success fraction of 0.5.
-
-Lower quantiles are calculated at p = 0.05
-
-Upper quantiles at p = 0.95.
-
-Testing rounding policies for a 50 sample binomial distribution,
-with a success fraction of 0.5.
-
-Lower quantiles are calculated at p = 0.05
-
-Upper quantiles at p = 0.95.
-
-                   Policy    Lower Quantile    Upper Quantile
-   integer_round_outwards                18                31
-    integer_round_inwards                19                30
-       integer_round_down                18                30
-         integer_round_up                19                31
-    integer_round_nearest                19                30
-                     real            18.701            30.299
+
    policy_eg_10.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\policy_eg_10.exe
+  Testing rounding policies for a 50 sample binomial distribution,
+  with a success fraction of 0.5.
+  
+  Lower quantiles are calculated at p = 0.05
+  
+  Upper quantiles at p = 0.95.
+  
+                     Policy    Lower Quantile    Upper Quantile
+     integer_round_outwards                18                31
+      integer_round_inwards                19                30
+         integer_round_down                18                30
+           integer_round_up                19                31
+      integer_round_nearest                19                30
+                       real            18.701            30.299
 
    
 
    
         
    
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/user_def_err_pol.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/user_def_err_pol.html
index 183662c8c..a191cc168 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/user_def_err_pol.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/user_def_err_pol.html
@@ -63,34 +63,36 @@
           
    
 
    
             So out first job is to include the header we want to use, and then provide
-            definitions for the user-defined error handlers we want to use:
+            definitions for our user-defined error handlers that we want to use.
+            We only provide our special domain and pole error handlers; other errors
+            like overflow and underflow use the default.
           
    
 
    
           
    
 
    
             
 
    
-
    #include <iostream>
-#include <boost/math/special_functions.hpp>
+
    #include <boost/math/special_functions.hpp>
 
-namespace boost{ namespace math{ namespace policies{
-
-template <class T>
-T user_domain_error(const char* function, const char* message, const T& val)
+namespace boost{ namespace math
 {
-   std::cerr << "Domain Error." << std::endl;
-   return std::numeric_limits<T>::quiet_NaN();
-}
+  namespace policies
+  {
+    template <class T>
+    T user_domain_error(const char* function, const char* message, const T& val)
+    { // Ignoring function, message and val for this example, perhaps unhelpfully.
+       cerr << "Domain Error!" << endl;
+       return std::numeric_limits<T>::quiet_NaN();
+    }
 
-template <class T>
-T user_pole_error(const char* function, const char* message, const T& val)
-{
-   std::cerr << "Pole Error." << std::endl;
-   return std::numeric_limits<T>::quiet_NaN();
-}
-
-
-}}} // namespaces
    
+    template <class T>
+    T user_pole_error(const char* function, const char* message, const T& val)
+    { // Ignoring function, message and val for this example, perhaps unhelpfully.
+       cerr << "Pole Error!" << endl;
+       return std::numeric_limits<T>::quiet_NaN();
+    }
+  } // namespace policies
+}} // namespace boost{ namespace math
    
 
    
           
    
 
    
@@ -142,7 +144,7 @@
           
    
 
    
             So that when we call tgamma(z) we really end up calling boost::math::tgamma(z, user_error_policy()),
-            and any errors will get directed to our own error handlers:
+            and any errors will get directed to our own error handlers.
           
    
 
    
           
    
@@ -151,10 +153,10 @@
 
    
 
    int main()
 {
-   std::cout << "Result of erf_inv(-10) is: "
-      << erf_inv(-10) << std::endl;
-   std::cout << "Result of tgamma(-10) is: "
-      << tgamma(-10) << std::endl;
+   cout << "Result of erf_inv(-10) is: "
+      << erf_inv(-10) << endl;
+   cout << "Result of tgamma(-10) is: "
+      << tgamma(-10) << endl;
 }
    
 
    
           
    
@@ -166,10 +168,10 @@
 
    
           
 
    
-
    Domain Error.
-Result of erf_inv(-10) is: 1.#QNAN
-Pole Error.
-Result of tgamma(-10) is: 1.#QNAN
+
    Domain Error!
+  Pole Error!
+  Result of erf_inv(-10) is: 1.#QNAN
+  Result of tgamma(-10) is: 1.#QNAN
 
    
 
    
         
    
@@ -191,8 +193,8 @@ Result of tgamma(-10) is: 1.#QNAN
 
    
 
    template <class T>
 T user_error_type(
-   const char* function, 
-   const char* message, 
+   const char* function,
+   const char* message,
    const T& val);
 
    
 
    
@@ -209,7 +211,7 @@ Result of tgamma(-10) is: 1.#QNAN
 
    
                   The name of the function that raised the error, this string contains
                   one or more %1% format specifiers that should be replaced by the
-                  name of type T.
+                  name of real type T, like float or double.
                 
    
 
    const char* message
    
 
    
@@ -238,14 +240,13 @@ Result of tgamma(-10) is: 1.#QNAN
 
    
             
 
    
-
    #include <iostream>
-#include <boost/math/special_functions.hpp>
    
+
    #include <boost/math/special_functions.hpp>
    
 
    
           
    
 
    
           
    
 
    
-            Next we'll implement the error handlers for each type of error, starting
+            Next we'll implement our own error handlers for each type of error, starting
             with domain errors:
           
    
 
    
@@ -253,7 +254,9 @@ Result of tgamma(-10) is: 1.#QNAN
 
    
             
 
    
-
    namespace boost{ namespace math{ namespace policies{
+
    namespace boost{ namespace math{
+namespace policies
+{
 
 template <class T>
 T user_domain_error(const char* function, const char* message, const T& val)
@@ -263,7 +266,8 @@ Result of tgamma(-10) is: 1.#QNAN
 
    
           
    
 
    
-            We'll begin with a bit of defensive programming:
+            We'll begin with a bit of defensive programming in case function or message
+            are empty:
           
    
 
    
           
    
@@ -279,7 +283,8 @@ Result of tgamma(-10) is: 1.#QNAN
 
    
           
    
 
    
-            Next we'll format the name of the function with the name of type T:
+            Next we'll format the name of the function with the name of type T, perhaps
+            double:
           
    
 
    
           
    
@@ -294,7 +299,7 @@ Result of tgamma(-10) is: 1.#QNAN
           
    
 
    
             Then likewise format the error message with the value of parameter val,
-            making sure we output all the digits of val:
+            making sure we output all the potentially significant digits of val:
           
    
 
    
           
    
@@ -303,7 +308,8 @@ Result of tgamma(-10) is: 1.#QNAN
 
    
 
    msg += ": \n";
 int prec = 2 + (std::numeric_limits<T>::digits * 30103UL) / 100000UL;
-msg += (boost::format(message) % boost::io::group(std::setprecision(prec), val)).str();
    
+// int prec = std::numeric_limits<T>::max_digits10; //  For C++0X Standard Library
+msg += (boost::format(message) % boost::io::group(std::setprecision(prec), val)).str();
    
 
    
           
    
 
    
@@ -380,9 +386,9 @@ Result of tgamma(-10) is: 1.#QNAN
    msg += message;
 
    std::cerr << msg << std::endl;
-   
+
    // Value passed to the function is an infinity, just return it:
-   return val; 
+   return val;
 }
    
 
    
           
    
@@ -411,9 +417,9 @@ Result of tgamma(-10) is: 1.#QNAN
    msg += message;
 
    std::cerr << msg << std::endl;
-   
+
    // Value passed to the function is zero, just return it:
-   return val; 
+   return val;
 }
    
 
    
           
    
@@ -442,16 +448,16 @@ Result of tgamma(-10) is: 1.#QNAN
    msg += message;
 
    std::cerr << msg << std::endl;
-   
+
    // Value passed to the function is denormalised, just return it:
-   return val; 
+   return val;
 }
 
    
           
    
 
    
           
    
 
    
-            Which leaves us with evaluation errors, these occur when an internal
+            Which leaves us with evaluation errors: these occur when an internal
             error occurs that prevents the function being fully evaluated. The parameter
             val contains the closest approximation to the result
             found so far:
@@ -467,7 +473,7 @@ Result of tgamma(-10) is: 1.#QNAN
    if(function == 0)
        function = "Unknown function with arguments of type %1%";
    if(message == 0)
-       message = "An internal evaluation error occured with "
+       message = "An internal evaluation error occurred with "
                   "the best value calculated so far of %1%";
 
    std::string msg("Error in function ");
@@ -475,17 +481,18 @@ Result of tgamma(-10) is: 1.#QNAN
 
    msg += ": \n";
    int prec = 2 + (std::numeric_limits<T>::digits * 30103UL) / 100000UL;
-   msg += (boost::format(message) % boost::io::group(std::setprecision(prec), val)).str();
+   // int prec = std::numeric_limits<T>::max_digits10; // For C++0X Standard Library
+   msg += (boost::format(message) % boost::io::group(std::setprecision(prec), val)).str();
 
    std::cerr << msg << std::endl;
 
-   // What do we return here?  This is generally a fatal error,
-   // that should never occur, just return a NaN for the purposes
-   // of the example:
+   // What do we return here?  This is generally a fatal error, that should never occur,
+   // so we just return a NaN for the purposes of the example:
    return std::numeric_limits<T>::quiet_NaN();
 }
 
-}}} // namespaces
+} // policies
+}} // boost::math
 
    
           
    
 
    
@@ -499,8 +506,9 @@ Result of tgamma(-10) is: 1.#QNAN
 
    
             
 
    
-
    namespace{
-
+
    namespace
+{ // unnamed.
+
 using namespace boost::math::policies;
 
 typedef policy<
@@ -514,13 +522,13 @@ Result of tgamma(-10) is: 1.#QNAN
 
 BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(user_error_policy)
 
-} // close unnamed namespace
    
+} // unnamed namespace
    
 
    
           
    
 
    
           
    
 
    
-            We now have a set of forwarding functions defined in an unnamed namespace
+            We now have a set of forwarding functions, defined in an unnamed namespace,
             that all look something like this:
           
    
 
    
@@ -551,21 +559,21 @@ Result of tgamma(-10) is: 1.#QNAN
 
    int main()
 {
    // Raise a domain error:
-   std::cout << "Result of erf_inv(-10) is: "
-      << erf_inv(-10) << std::endl << std::endl;
+   cout << "Result of erf_inv(-10) is: "
+      << erf_inv(-10) << std::endl << endl;
    // Raise a pole error:
-   std::cout << "Result of tgamma(-10) is: "
-      << tgamma(-10) << std::endl << std::endl;
+   cout << "Result of tgamma(-10) is: "
+      << tgamma(-10) << std::endl << endl;
    // Raise an overflow error:
-   std::cout << "Result of tgamma(3000) is: "
-      << tgamma(3000) << std::endl << std::endl;
+   cout << "Result of tgamma(3000) is: "
+      << tgamma(3000) << std::endl << endl;
    // Raise an underflow error:
-   std::cout << "Result of tgamma(-190.5) is: "
-      << tgamma(-190.5) << std::endl << std::endl;
+   cout << "Result of tgamma(-190.5) is: "
+      << tgamma(-190.5) << std::endl << endl;
    // Unfortunately we can't predicably raise a denormalised
    // result, nor can we raise an evaluation error in this example
    // since these should never really occur!
-}
    
+} // int main()
 
    
           
    
 
    
@@ -606,16 +614,16 @@ Result of tgamma(-190.5) is: 0
             For example tgamma(-190.5)
             is implemented in terms of tgamma(190.5) - which overflows - the reflection formula
             for tgamma then notices
-            that it's dividing by infinity and underflows.
+            that it is dividing by infinity and so underflows.
           
    
 
    
         
    
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/what_is_a_policy.html b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/what_is_a_policy.html
index 8dce32674..a9525fc4e 100644
--- a/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/what_is_a_policy.html
+++ b/doc/sf_and_dist/html/math_toolkit/policy/pol_tutorial/what_is_a_policy.html
@@ -38,7 +38,7 @@
             
 
  • 
               What happens when you call a function that is mathematically undefined
-              (for example if you ask for the mean of a Cauchy distribution).
+              (for example, if you ask for the mean of a Cauchy distribution).
             
    • 
 
  • 
               What happens when you ask for a quantile of a discrete distribution.
@@ -72,9 +72,9 @@
 
    • 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special.html b/doc/sf_and_dist/html/math_toolkit/special.html
index b5eda48e0..f3b3fb5c7 100644
--- a/doc/sf_and_dist/html/math_toolkit/special.html
+++ b/doc/sf_and_dist/html/math_toolkit/special.html
@@ -145,9 +145,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/bessel.html b/doc/sf_and_dist/html/math_toolkit/special/bessel.html
index f13a5c2a9..e14aa69cc 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/bessel.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/bessel.html
@@ -47,9 +47,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/bessel/bessel.html b/doc/sf_and_dist/html/math_toolkit/special/bessel/bessel.html
index b41d4b262..c7a753b63 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/bessel/bessel.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/bessel/bessel.html
@@ -28,7 +28,7 @@
         of the First and Second Kinds
 
    
 
    
-
+
           Synopsis
         
    
 
    template <class T1, class T2>
@@ -44,7 +44,7 @@
 calculated-result-type cyl_neumann(T1 v, T2 x, const Policy&);
 
    
 
    
-
+
           Description
         
    
 
    
@@ -104,13 +104,13 @@
         
    
 
    
           The following graph shows the behaviour of Yv: this is also cyclic for
-          large x, but tends to -∞ for small x:
+          large x, but tends to -∞ ​ for small x:
         
    
 
    
           
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -119,7 +119,7 @@
           (with all the special case handling removed).
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -135,7 +135,7 @@
           zero error. All values are relative errors in units of epsilon.
         
    
 
    
-
    Table 36. Errors Rates in cyl_bessel_j
    
+
    Table 36. Errors Rates in cyl_bessel_j
    
 
    @@ -157,7 +157,7 @@
                 
@@ -242,7 +242,7 @@
                 
@@ -269,7 +269,7 @@
                 
@@ -304,7 +304,7 @@
 
    
 
 

 
    
                   
    
-                    J0 and J1
+                    J0 ​ and J1
                   
    
                     		
 
@@ -167,7 +167,7 @@
                 
 
                   
    
-                    Jv (large values of x > 1000)
+                    Jv ​ (large values of x > 1000)
                   
    
                     		
 
    
 
    
                   
    
-                    Peak=2x104 Mean=6x103
+                    Peak=2x104 ​ Mean=6x103
                   
    
                     		
 
    
 
    
                   
    
-                    Peak=2x104 Mean=1x104
+                    Peak=2x104 ​ Mean=1x104
                   
    
                     		
 
    
 
    
 
    
-
    Table 37. Errors Rates in cyl_neumann
    
+
    Table 37. Errors Rates in cyl_neumann
    
 
    @@ -326,7 +326,7 @@
                 
@@ -465,7 +465,7 @@
                 
@@ -494,7 +494,7 @@
           were found.
         
    
-
+
           Implementation
         
    
@@ -538,9 +538,9 @@
         
    
           When the order v is an integer the method first relates
-          the result to J0, J1, Y0 and Y1 using either forwards or backwards recurrence
+          the result to J0, J1, Y0 ​ and Y1 ​ using either forwards or backwards recurrence
           (Miller's algorithm) depending upon which is stable. The values for J0,
-          J1, Y0 and Y1 are calculated using the rational minimax approximations on
+          J1, Y0 ​ and Y1 ​ are calculated using the rational minimax approximations on
           root-bracketing intervals for small |x| and Hankel
           asymptotic expansion for large |x|. The coefficients
           are from:
@@ -562,18 +562,18 @@
           these methods are not used when type T has more than 64 binary digits.
         
    
-          When x is small, Jx is best computed directly from
+          When x is small, Jx ​ is best computed directly from
           the series:
         
    
           
         
    
-          In the general case we compute Jv and Yv simultaneously.
+          In the general case we compute Jv ​ and Yv ​ simultaneously.
         
    
-          To get the initial values, let μ = ν - floor(ν + 1/2), then μ is the fractional
-          part of ν such that |μ| <= 1/2 (we need this for convergence later). The
+          To get the initial values, let μ ​ = ν - floor(ν + 1/2), then μ ​ is the fractional
+          part of ν ​ such that |μ| <= 1/2 (we need this for convergence later). The
           idea is to calculate Jμ(x), Jμ+1(x), Yμ(x), Yμ+1(x) and use them to obtain
           Jν(x), Yν(x).
         
    
@@ -642,7 +642,7 @@
           
    
-          gk and hk
+          gk ​ and hk ​
 are also computed by recursions (involving gamma functions), but
           the formulas are a little complicated, readers are refered to N.M. Temme,
           On the numerical evaluation of the ordinary Bessel function of
@@ -650,16 +650,16 @@ are also computed by recursions (involving gamma functions), but
           (1976). Note Temme's series converge only for |μ| <= 1/2.
         
    
-          As the previous case, Yν is calculated from the forward recurrence, so is
+          As the previous case, Yν ​ is calculated from the forward recurrence, so is
           Yν+1. With these two values and fν, the Wronskian yields Jν(x) directly without
           backward recurrence.
         
    
 
 

 
    
                   
    
-                    J0 and J1
+                    J0 ​ and J1
                   
    
                     		
 
@@ -381,7 +381,7 @@
                     Peak=561 Mean=36
                   
    
                   
    
-                    GSL Peak=1.4x106 Mean=7x104
+                    GSL Peak=1.4x106 ​ Mean=7x104 ​
                   
    
                   
    
                     Cephes Peak=+INF
@@ -433,12 +433,12 @@
                 
 
    		
                   
    
-                    Peak=2x104 Mean=8x103
+                    Peak=2x104 ​ Mean=8x103
                   
    
                     		
 
                   
    
-                    Peak=1x105 Mean=6x103
+                    Peak=1x105 ​ Mean=6x103
                   
    
                     		
 
    
 
    
                   
    
-                    Peak=2x104 Mean=1200
+                    Peak=2x104 ​ Mean=1200
                   
    
                     		
 
    
 
 
 
 
 
 
 
         
 
 
 
 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/bessel/bessel_over.html b/doc/sf_and_dist/html/math_toolkit/special/bessel/bessel_over.html
index a862f078f..bb26624a5 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/bessel/bessel_over.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/bessel/bessel_over.html
@@ -28,7 +28,7 @@
         Overview
 
    
 
    
-
+
           Ordinary
           Bessel Functions
         
    
@@ -39,7 +39,7 @@
           
         
    
 
    
-          where ν is the order of the equation, and may be an
+          where ν ​ is the order of the equation, and may be an
           arbitrary real or complex number, although integer orders are the most
           common occurrence.
         
    
@@ -48,7 +48,7 @@
         
    
 
    
           Since this is a second order differential equation, there must be two linearly
-          independent solutions, the first of these is denoted Jv
+          independent solutions, the first of these is denoted Jv ​
 and known as a Bessel
           function of the first kind:
         
    
@@ -59,7 +59,7 @@ and known as a Bessel
           This function is implemented in this library as cyl_bessel_j.
         
    
 
    
-          The second solution is denoted either Yv or Nv
+          The second solution is denoted either Yv ​ or Nv ​
 and is known as either a Bessel
           Function of the second kind, or as a Neumann function:
         
    
@@ -103,7 +103,7 @@ and is known as either a Bessel
           
         
    
 
    
-
+
           Modified
           Bessel Functions
         
    
@@ -119,7 +119,7 @@ and is known as either a Bessel
 
    
           The solutions are known as the modified Bessel functions of the first and
           second kind (or occasionally as the hyperbolic Bessel functions of the
-          first and second kind). They are denoted Iv and Kv
+          first and second kind). They are denoted Iv ​ and Kv ​
 respectively:
         
    
 
    
@@ -167,7 +167,7 @@ respectively:
           
         
    
 
    
-
+
           Spherical
           Bessel Functions
         
    
@@ -180,14 +180,14 @@ respectively:
         
    
 
    
           The two linearly independent solutions to this equation are called the
-          spherical Bessel functions jn and yn, and are related to the ordinary Bessel
-          functions Jn and Yn by:
+          spherical Bessel functions jn ​ and yn ​, and are related to the ordinary Bessel
+          functions Jn ​ and Yn ​ by:
         
    
 
    
           
         
    
 
    
-          The spherical Bessel function of the second kind yn
+          The spherical Bessel function of the second kind yn ​
 is also known as the
           spherical Neumann function nn.
         
    
@@ -198,9 +198,9 @@ is also known as the
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/bessel/mbessel.html b/doc/sf_and_dist/html/math_toolkit/special/bessel/mbessel.html
index bcb305a28..54fac77f2 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/bessel/mbessel.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/bessel/mbessel.html
@@ -28,7 +28,7 @@
         Functions of the First and Second Kinds
 
    
 
    
-
+
           Synopsis
         
    
 
    template <class T1, class T2>
@@ -44,7 +44,7 @@
 calculated-result-type cyl_bessel_k(T1 v, T2 x, const Policy&);
 
    
 
    
-
+
           Description
         
    
 
    
@@ -109,7 +109,7 @@
           
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -118,7 +118,7 @@
           (with all the special case handling removed).
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -129,7 +129,7 @@
           zero error. All values are relative errors in units of epsilon.
         
    
 
    
-
    Table 38. Errors Rates in cyl_bessel_i
    
+
    Table 38. Errors Rates in cyl_bessel_i
    
 
    @@ -226,7 +226,7 @@
 
    
 
 

    
 
    
 
    
-
    Table 39. Errors Rates in cyl_bessel_k
    
+
    Table 39. Errors Rates in cyl_bessel_k
    
 
    @@ -326,19 +326,19 @@
 
    
 
 

    
 
    
 
    
-
+
           Implementation
         
    
 
    
           The following are handled as special cases first:
         
    
 
    
-          When computing Iv for x < 0, then ν must be an integer
-          or a domain error occurs. If ν is an integer, then the function is odd if
-          ν is odd and even if ν is even, and we can reflect to x > 0.
+          When computing Iv ​ for x < 0, then ν ​ must be an integer
+          or a domain error occurs. If ν ​ is an integer, then the function is odd if
+          ν ​ is odd and even if ν ​ is even, and we can reflect to x > 0.
         
    
 
    
-          For Iv with v equal to 0, 1 or 0.5 are handled as special cases.
+          For Iv ​ with v equal to 0, 1 or 0.5 are handled as special cases.
         
    
 
    
           The 0 and 1 cases use minimax rational approximations on finite and infinite
@@ -362,20 +362,20 @@
           I0.5(x) = sqrt(2 / πx) * sinh(x)
         
    
 
    
-          For Kv with v an integer, the result is calculated
+          For Kv ​ with v an integer, the result is calculated
           using the recurrence relation:
         
    
 
    
           
         
    
 
    
-          starting from K0 and K1 which are calculated using rational the approximations
+          starting from K0 ​ and K1 ​ which are calculated using rational the approximations
           above. These rational approximations are accurate to around 19 digits,
           and are therefore only used when T has no more than 64 binary digits of
           precision.
         
    
 
    
-          In the general case, we first normalize ν to [0, [inf])
+          In the general case, we first normalize ν ​ to [0, [inf])
           with the help of the reflection formulae:
         
    
 
    
@@ -385,7 +385,7 @@
           
         
    
 
    
-          Let μ = ν - floor(ν + 1/2), then μ is the fractional part of ν such that |μ| <=
+          Let μ ​ = ν - floor(ν + 1/2), then μ ​ is the fractional part of ν ​ such that |μ| <=
           1/2 (we need this for convergence later). The idea is to calculate Kμ(x)
           and Kμ+1(x), and use them to obtain Iν(x) and Kν(x).
         
    
@@ -422,7 +422,7 @@
 
    
           When x is large (x > 2), both
           continued fractions converge (CF1 may be slow for really large x).
-          Kμ and Kμ+1
+          Kμ ​ and Kμ+1 ​
 can be calculated by
         
    
 
    
@@ -455,7 +455,7 @@ can be calculated by
           
         
    
 
    
-          fk and hk
+          fk ​ and hk ​
 are also computed by recursions (involving gamma functions), but
           the formulas are a little complicated, readers are referred to N.M. Temme,
           On the numerical evaluation of the modified Bessel function of
@@ -469,9 +469,9 @@ are also computed by recursions (involving gamma functions), but
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/bessel/sph_bessel.html b/doc/sf_and_dist/html/math_toolkit/special/bessel/sph_bessel.html
index c3014b9e0..9b8112b55 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/bessel/sph_bessel.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/bessel/sph_bessel.html
@@ -28,7 +28,7 @@
         Bessel Functions of the First and Second Kinds
 
    
 
    
-
+
           Synopsis
         
    
 
    template <class T1, class T2>
@@ -44,7 +44,7 @@
 calculated-result-type sph_neumann(unsigned v, T2 x, const Policy&);
 
    
 
    
-
+
           Description
         
    
 
    
@@ -84,20 +84,20 @@
           whenever the result is undefined or complex: this occurs when x < 0.
         
    
 
    
-          The jv function is cyclic like Jv but differs in its behaviour at the origin:
+          The jv ​ function is cyclic like Jv ​ but differs in its behaviour at the origin:
         
    
 
    
           
         
    
 
    
-          Likewise yv is also cyclic for large x, but tends to -∞
+          Likewise yv ​ is also cyclic for large x, but tends to -∞ ​
 for small x:
         
    
 
    
           
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -106,7 +106,7 @@ for small x:
           implementation (with all the special case handling removed).
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -116,7 +116,7 @@ for small x:
           refer to these functions for accuracy data.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -130,7 +130,7 @@ for small x:
           The special cases occur for:
         
    
 
    
-          j0= sinc_pi(x)
+          j0 ​= sinc_pi(x)
           = sin(x) / x
         
    
 
    
@@ -146,9 +146,9 @@ for small x:
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/ellint.html b/doc/sf_and_dist/html/math_toolkit/special/ellint.html
index 05d7a60bc..5476c2f17 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/ellint.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/ellint.html
@@ -41,9 +41,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_1.html b/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_1.html
index 2d7aaa2eb..0adf3e67f 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_1.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_1.html
@@ -28,7 +28,7 @@
         of the First Kind - Legendre Form
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -55,7 +55,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -123,7 +123,7 @@
 
    
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -134,7 +134,7 @@
           All values are relative errors in units of epsilon.
         
    
 
    
-
    Table 41. Errors Rates in the Elliptic Integrals of the First Kind
    
+
    Table 41. Errors Rates in the Elliptic Integrals of the First Kind
    
 
    @@ -235,7 +235,7 @@
 
    
 
 

    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -245,7 +245,7 @@
           this implementation.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -264,9 +264,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_2.html b/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_2.html
index 5e9cd9d75..510bcebc8 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_2.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_2.html
@@ -28,7 +28,7 @@
         of the Second Kind - Legendre Form
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -55,7 +55,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -123,7 +123,7 @@
 
    
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -134,7 +134,7 @@
           All values are relative errors in units of epsilon.
         
    
 
    
-
    Table 42. Errors Rates in the Elliptic Integrals of the Second Kind
    
+
    Table 42. Errors Rates in the Elliptic Integrals of the Second Kind
    
 
    @@ -235,7 +235,7 @@
 
    
 
 

    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -245,7 +245,7 @@
           this implementation.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -264,9 +264,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_3.html b/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_3.html
index 07c684111..f3c58fcc7 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_3.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_3.html
@@ -28,7 +28,7 @@
         of the Third Kind - Legendre Form
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -55,7 +55,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -129,7 +129,7 @@
 
    
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -140,7 +140,7 @@
           All values are relative errors in units of epsilon.
         
    
 
    
-
    Table 43. Errors Rates in the Elliptic Integrals of the Third Kind
    
+
    Table 43. Errors Rates in the Elliptic Integrals of the Third Kind
    
 
    @@ -241,7 +241,7 @@
 
    
 
 

    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -251,7 +251,7 @@
           this implementation.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -288,10 +288,10 @@
           Π(n, φ+mπ, k) = Π(n, φ, k) + 2mΠ(n, k) ; n <= 1
         
    
 
    
-          Π(n, φ+mπ, k) = Π(n, φ, k) ; n > 1 [1]
+          Π(n, φ+mπ, k) = Π(n, φ, k) ; n > 1 [1]
         
    
 
    
-          are used to move φ to the range [0, π/2].
+          are used to move φ ​ to the range [0, π/2].
         
    
 
    
           The functions are then implemented in terms of Carlson's integrals using
@@ -308,7 +308,7 @@
         
    
 
    
 
    
-
    [1] 
+
    [1] 
             I haven't been able to find a literature reference for this relation,
             but it appears to be the convention used by Mathematica. Intuitively
             the first 2 * m * Π(n, k) terms cancel out as the
@@ -318,9 +318,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_carlson.html b/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_carlson.html
index 189964f1e..ba39ee402 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_carlson.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_carlson.html
@@ -28,7 +28,7 @@
         Integrals - Carlson Form
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -100,7 +100,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -236,7 +236,7 @@
           
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -259,7 +259,7 @@
           to verify their correctness: see the above Carlson paper for details.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -270,7 +270,7 @@
           All values are relative errors in units of epsilon.
         
    
 
    
-
    Table 40. Errors Rates in the Carlson Elliptic Integrals
    
+
    Table 40. Errors Rates in the Carlson Elliptic Integrals
    
 
    @@ -413,7 +413,7 @@
 
    
 
 

    
 
    
 
    
-
+
           Implementation
         
    
 
    
@@ -451,9 +451,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_intro.html b/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_intro.html
index db966bb8d..703986d18 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_intro.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/ellint/ellint_intro.html
@@ -49,14 +49,14 @@
           Elliptic integral.
         
    
 
    
-
+
           Notation
         
    
 
    
           All variables are real numbers unless otherwise noted.
         
    
 
    
-
+
           Definition
         
    
 
    
@@ -245,7 +245,7 @@
 
    
 
    
 
    
-
+
           Duplication
           Theorem
         
    
@@ -257,7 +257,7 @@
           
         
    
 
    
-
+
           Carlson's
           Formulas
         
    
@@ -275,7 +275,7 @@
           
         
    
 
    
-
+
           Numerical
           Algorithms
         
    
@@ -289,7 +289,7 @@
           integrals with satisfactory precisions.
         
    
 
    
-
+
           References
         
    
 
    
@@ -393,9 +393,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/expint.html b/doc/sf_and_dist/html/math_toolkit/special/expint.html
index bb8255cf8..fed607df7 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/expint.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/expint.html
@@ -35,9 +35,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/expint/expint_i.html b/doc/sf_and_dist/html/math_toolkit/special/expint/expint_i.html
index f25521a2c..bf764f562 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/expint/expint_i.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/expint/expint_i.html
@@ -28,7 +28,7 @@
         Integral Ei
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -63,7 +63,7 @@
 
    
         
    
 
    
-
+
           Description
         
    
 
    template <class T>
@@ -83,7 +83,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -95,7 +95,7 @@
           error.
         
    
 
    
-
    Table 46. Errors In the Function expint(z)
    
+
    Table 46. Errors In the Function expint(z)
    
 
    @@ -207,7 +207,7 @@
           slightly over the range [4,6].
         
    
-
+
           Testing
         
    
@@ -222,7 +222,7 @@
           check.
         
    
-
+
           Implementation
         
    
@@ -252,7 +252,7 @@
           a minimax rational approximation rescaled so that it is evaluated over
           [-1,1]. Note that while the rational approximation over [0,6] converges
           rapidly to the minimax solution it is rather ill-conditioned in practice.
-          Cody and Thacher [2] experienced the same issue and converted the polynomials into
+          Cody and Thacher [2] experienced the same issue and converted the polynomials into
           Chebeshev form to ensure stable computation. By experiment we found that
           the polynomials are just as stable in polynomial as Chebyshev form, provided
           they are computed over the interval [-1,1].
@@ -282,7 +282,7 @@
         
    
 
    
-
    [2] 
+
    [2] 
             W. J. Cody and H. C. Thacher, Jr., Rational Chebyshev approximations
             for the exponential integral E1(x), Math. Comp. 22 (1968), 641-649, and
             W. J. Cody and H. C. Thacher, Jr., Chebyshev approximations for the exponential
@@ -292,9 +292,9 @@
 
    
 
    
 
 

 
 
 
 
 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/expint/expint_n.html b/doc/sf_and_dist/html/math_toolkit/special/expint/expint_n.html
index 6ec3cd77c..6321d4284 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/expint/expint_n.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/expint/expint_n.html
@@ -28,7 +28,7 @@
         Integral En
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -63,7 +63,7 @@
 
    
         
    
 
    
-
+
           Description
         
    
 
    template <class T>
@@ -83,7 +83,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -94,7 +94,7 @@
           the one shown will have effectively zero error.
         
    
 
    
-
    Table 45. Errors In the Function expint(n, z)
    
+
    Table 45. Errors In the Function expint(n, z)
    
 
    @@ -225,7 +225,7 @@
 
    
 
 

    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -240,7 +240,7 @@
           check.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -287,9 +287,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/factorials.html b/doc/sf_and_dist/html/math_toolkit/special/factorials.html
index 6fcb189ab..aa07306a2 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/factorials.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/factorials.html
@@ -41,9 +41,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_binomial.html b/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_binomial.html
index 12b88f693..f78b2f081 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_binomial.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_binomial.html
@@ -65,7 +65,7 @@
           if the result is too large to represent in type T.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -74,14 +74,14 @@
           function for larger arguments.
         
    
 
    
-
+
           Testing
         
    
 
    
           The spot tests for the binomial coefficients use data generated by functions.wolfram.com.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -108,9 +108,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_double_factorial.html b/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_double_factorial.html
index e80371e83..ed4efb342 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_double_factorial.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_double_factorial.html
@@ -64,7 +64,7 @@
           of i! is possible.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -72,14 +72,14 @@
           so error rates should be no more than a couple of epsilon higher.
         
    
 
    
-
+
           Testing
         
    
 
    
           The spot tests for the double factorial use data generated by functions.wolfram.com.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -101,9 +101,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_factorial.html b/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_factorial.html
index b7fc4d275..1edfb8d71 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_factorial.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_factorial.html
@@ -27,7 +27,7 @@
  Factorial
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -54,7 +54,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    template <class T>
@@ -112,7 +112,7 @@
           the size of further tables that depend on the factorials.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -121,7 +121,7 @@
           will be the same as for tgamma.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -130,7 +130,7 @@
           function handle those cases already.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -141,9 +141,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_falling_factorial.html b/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_falling_factorial.html
index 38039c851..f8df0ad45 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_falling_factorial.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_falling_factorial.html
@@ -76,7 +76,7 @@
           the type of the result is T.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -84,14 +84,14 @@
           function.
         
    
 
    
-
+
           Testing
         
    
 
    
           The spot tests for the falling factorials use data generated by functions.wolfram.com.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -103,9 +103,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_rising_factorial.html b/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_rising_factorial.html
index 9e6e79b4f..10c25f433 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_rising_factorial.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/factorials/sf_rising_factorial.html
@@ -80,7 +80,7 @@
           the type of the result is T.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -88,14 +88,14 @@
           function.
         
    
 
    
-
+
           Testing
         
    
 
    
           The spot tests for the rising factorials use data generated by functions.wolfram.com.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -107,9 +107,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/inv_hyper.html b/doc/sf_and_dist/html/math_toolkit/special/inv_hyper.html
index 0f0408d82..0cce3a042 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/inv_hyper.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/inv_hyper.html
@@ -36,9 +36,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/acosh.html b/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/acosh.html
index a00017893..51488c3d3 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/acosh.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/acosh.html
@@ -67,14 +67,14 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
           Generally accuracy is to within 1 or 2 epsilon across all supported platforms.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -90,7 +90,7 @@
           to at least 50 decimal digits.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -122,9 +122,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/asinh.html b/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/asinh.html
index 1c13641b9..b6a83359c 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/asinh.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/asinh.html
@@ -62,14 +62,14 @@
 
    
         
    
 
    
-
+
           Accuracy
         
    
 
    
           Generally accuracy is to within 1 or 2 epsilon across all supported platforms.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -85,7 +85,7 @@
           to at least 50 decimal digits.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -117,9 +117,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/atanh.html b/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/atanh.html
index 1e4f8e4bf..238704b2e 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/atanh.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/atanh.html
@@ -58,12 +58,12 @@
           then returns the result of domain_error.
         
    
 
    
-          If x is in the range [-1;-1+ε[, then the result of -overflow_error is returned, with ε
+          If x is in the range [-1;-1+ε[, then the result of -overflow_error is returned, with ε ​
 denoting
           numeric_limits<T>::epsilon().
         
    
 
    
-          If x is in the range ]+1-ε;+1], then the result of overflow_error is returned, with ε
+          If x is in the range ]+1-ε;+1], then the result of overflow_error is returned, with ε ​
 denoting
           numeric_limits<T>::epsilon().
         
    
@@ -76,14 +76,14 @@ denoting
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
           Generally accuracy is to within 1 or 2 epsilon across all supported platforms.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -99,7 +99,7 @@ denoting
           to at least 50 decimal digits.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -127,9 +127,9 @@ denoting
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/inv_hyper_over.html b/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/inv_hyper_over.html
index 53a2a5049..efb3c9a4d 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/inv_hyper_over.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/inv_hyper/inv_hyper_over.html
@@ -99,9 +99,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/powers.html b/doc/sf_and_dist/html/math_toolkit/special/powers.html
index b89ac43e1..e1f807ff9 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/powers.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/powers.html
@@ -40,9 +40,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/powers/cbrt.html b/doc/sf_and_dist/html/math_toolkit/special/powers/cbrt.html
index 7243c34cd..c991af410 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/powers/cbrt.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/powers/cbrt.html
@@ -71,7 +71,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -79,7 +79,7 @@
           should have approximately 2 epsilon accuracy.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -89,9 +89,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/powers/ct_pow.html b/doc/sf_and_dist/html/math_toolkit/special/powers/ct_pow.html
index 70d697711..b578b8eba 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/powers/ct_pow.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/powers/ct_pow.html
@@ -32,7 +32,7 @@
           computes the compile-time integral power of a run-time base.
         
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -49,7 +49,7 @@
 }}
 
 
    
-
+
           Rationale
           and Usage
         
    
@@ -91,7 +91,7 @@
           Only 3 different products were actually computed.
         
    
 
    
-
+
           Return Type
         
    
 
    
@@ -112,7 +112,7 @@
             
 
    
 
    
-
+
           Policies
         
    
 
    
@@ -126,7 +126,7 @@
 
    
         
    
 
    
-
+
           Error
           Handling
         
    
@@ -232,7 +232,7 @@
 double result = pow<-5>(base);
 
 
    
-
+
           Acknowledgements
         
    
 
    
@@ -243,7 +243,7 @@
 improving the implementation.
         
    
 
    
-
+
           References
         
    
 
    
@@ -253,9 +253,9 @@ improving the implementation.
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/powers/expm1.html b/doc/sf_and_dist/html/math_toolkit/special/powers/expm1.html
index 5e83c6e68..d01fb5c3c 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/powers/expm1.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/powers/expm1.html
@@ -80,7 +80,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -88,7 +88,7 @@
           should have approximately 1 epsilon accuracy.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -98,9 +98,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/powers/hypot.html b/doc/sf_and_dist/html/math_toolkit/special/powers/hypot.html
index 4241d284f..99da525b0 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/powers/hypot.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/powers/hypot.html
@@ -58,7 +58,7 @@ in such a
           representable.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -67,7 +67,7 @@ in such a
           arguments if this is not the case).
         
    
 
    
-          Then if x * ε >= y we can simply return x.
+          Then if x * ε ​ >= y we can simply return x.
         
    
 
    
           Otherwise the result is given by:
@@ -78,9 +78,9 @@ in such a
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/powers/log1p.html b/doc/sf_and_dist/html/math_toolkit/special/powers/log1p.html
index 1c3d30b81..c00ec9d9b 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/powers/log1p.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/powers/log1p.html
@@ -93,7 +93,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -101,7 +101,7 @@
           should have approximately 1 epsilon accuracy.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -111,9 +111,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/powers/powm1.html b/doc/sf_and_dist/html/math_toolkit/special/powers/powm1.html
index d0e6340bc..f7aa8fb4d 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/powers/powm1.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/powers/powm1.html
@@ -74,14 +74,14 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
           Should have approximately 2-3 epsilon accuracy.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -91,9 +91,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/powers/sqrt1pm1.html b/doc/sf_and_dist/html/math_toolkit/special/powers/sqrt1pm1.html
index adbf04661..4314358f9 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/powers/sqrt1pm1.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/powers/sqrt1pm1.html
@@ -76,7 +76,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -84,7 +84,7 @@
           should have approximately 3 epsilon accuracy.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -94,9 +94,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_beta.html b/doc/sf_and_dist/html/math_toolkit/special/sf_beta.html
index 4b2371946..28d66d7ef 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_beta.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_beta.html
@@ -38,9 +38,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_beta/beta_derivative.html b/doc/sf_and_dist/html/math_toolkit/special/sf_beta/beta_derivative.html
index dafdb00c8..6547d3324 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_beta/beta_derivative.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_beta/beta_derivative.html
@@ -28,7 +28,7 @@
         of the Incomplete Beta Function
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -49,7 +49,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -76,14 +76,14 @@
 
    
         
    
 
    
-
+
           Accuracy
         
    
 
    
           Almost identical to the incomplete beta function ibeta.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -94,9 +94,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_beta/beta_function.html b/doc/sf_and_dist/html/math_toolkit/special/sf_beta/beta_function.html
index a50d119a8..9be7951e2 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_beta/beta_function.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_beta/beta_function.html
@@ -27,7 +27,7 @@
  Beta
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -48,7 +48,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -86,7 +86,7 @@
           type calculation rules when T1 and T2 are different types.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -98,7 +98,7 @@
           zero error.
         
    
 
    
-
    Table 22. Peak Errors In the Beta Function
    
+
    Table 22. Peak Errors In the Beta Function
    
 
    @@ -244,7 +244,7 @@
           very small.
         
    
-
+
           Testing
         
    
@@ -253,7 +253,7 @@
           at 1000-bit precision.
         
    
-
+
           Implementation
         
    
@@ -319,9 +319,9 @@
 
 
    
 
 

 
 
 
 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html b/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html
index 913222f7c..baafd8b85 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html
@@ -28,7 +28,7 @@
         Beta Functions
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -67,7 +67,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -163,7 +163,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -182,7 +182,7 @@
           with the wider exponent range of the long double types.
         
    
 
    
-
    Table 23. Errors In the Function ibeta(a,b,x)
    
+
    Table 23. Errors In the Function ibeta(a,b,x)
    
 
    @@ -274,13 +274,13 @@
                 
@@ -307,7 +307,7 @@
                 
@@ -334,7 +334,7 @@
                 
@@ -361,7 +361,7 @@
                 
@@ -369,7 +369,7 @@
 
    
 
 

 
    
                   
    
-                    Peak=4x103 Mean=203
+                    Peak=4x103 ​ Mean=203
                   
    
                   
    
-                    (GSL Peak~3x105 Mean~2x104)
+                    (GSL Peak~3x105 ​ Mean~2x104 ​)
                   
    
                   
    
-                    (Cephes Peak~5x105 Mean~2x104)
+                    (Cephes Peak~5x105 ​ Mean~2x104 ​)
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~5x104 Mean=3x103
+                    Peak~5x104 ​ Mean=3x103 ​
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~5x104 Mean=3x103
+                    Peak~5x104 ​ Mean=3x103 ​
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~2x104 Mean=1x103
+                    Peak~2x104 ​ Mean=1x103 ​
                   
    
                     		
 
    
 
    
 
    
-
    Table 24. Errors In the Function ibetac(a,b,x)
    
+
    Table 24. Errors In the Function ibetac(a,b,x)
    
 
    @@ -447,7 +447,7 @@
                 
@@ -474,7 +474,7 @@
                 
@@ -501,7 +501,7 @@
                 
@@ -528,7 +528,7 @@
                 
@@ -536,7 +536,7 @@
 
    
 
 

 
    
                   
    
-                    Peak=3x103 Mean=159
+                    Peak=3x103 ​ Mean=159
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~9x104 Mean=3x103
+                    Peak~9x104 ​ Mean=3x103 ​
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~9x104 Mean=3x103
+                    Peak~9x104 ​ Mean=3x103 ​
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~3x104 Mean=1x103
+                    Peak~3x104 ​ Mean=1x103 ​
                   
    
                     		
 
    
 
    
 
    
-
    Table 25. Errors In the Function beta(a, b, x)
    
+
    Table 25. Errors In the Function beta(a, b, x)
    
 
    @@ -641,7 +641,7 @@
                 
@@ -668,7 +668,7 @@
                 
@@ -695,7 +695,7 @@
                 
@@ -703,7 +703,7 @@
 
    
 
 

 
    
                   
    
-                    Peak~7x104 Mean=3x103
+                    Peak~7x104 ​ Mean=3x103 ​
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~7x104 Mean=3x103
+                    Peak~7x104 ​ Mean=3x103 ​
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~6x104 Mean=3x103
+                    Peak~6x104 ​ Mean=3x103 ​
                   
    
                     		
 
    
 
    
 
    
-
    Table 26. Errors In the Function betac(a,b,x)
    
+
    Table 26. Errors In the Function betac(a,b,x)
    
 
    @@ -781,7 +781,7 @@
                 
@@ -808,7 +808,7 @@
                 
@@ -835,7 +835,7 @@
                 
@@ -862,7 +862,7 @@
                 
@@ -870,7 +870,7 @@
 
    
 
 

 
    
                   
    
-                    Peak=4x103 Mean=113
+                    Peak=4x103 ​ Mean=113
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~1x105 Mean=5x103
+                    Peak~1x105 ​ Mean=5x103 ​
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~1x105 Mean=5x103
+                    Peak~1x105 ​ Mean=5x103 ​
                   
    
                     		
 
    
 
    
                   
    
-                    Peak~9x104 Mean=5x103
+                    Peak~9x104 ​ Mean=5x103 ​
                   
    
                     		
 
    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -888,7 +888,7 @@
           have test data that is fully independent of the code.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -972,9 +972,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_inv_function.html b/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_inv_function.html
index b2383d645..a3be3aeaf 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_inv_function.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_inv_function.html
@@ -87,7 +87,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -323,7 +323,7 @@
 
    
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -335,7 +335,7 @@
           or 1.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -359,7 +359,7 @@
             
 
    
 
    
-
+
           Implementation
           of ibeta_inv and ibetac_inv
         
    
@@ -527,7 +527,7 @@
           rapidly converges on the true value.
         
    
 
    
-
+
           Implementation
           of inverses on the a and b parameters
         
    
@@ -554,9 +554,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_erf.html b/doc/sf_and_dist/html/math_toolkit/special/sf_erf.html
index e0fba27a1..e496ebe35 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_erf.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_erf.html
@@ -35,9 +35,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_erf/error_function.html b/doc/sf_and_dist/html/math_toolkit/special/sf_erf/error_function.html
index 2c65074ae..6092cb0ff 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_erf/error_function.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_erf/error_function.html
@@ -28,7 +28,7 @@
         Functions
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -69,7 +69,7 @@
 
    
         
    
 
    
-
+
           Description
         
    
 
    template <class T>
@@ -106,7 +106,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -119,7 +119,7 @@
           the one shown will have effectively zero error.
         
    
 
    
-
    Table 27. Errors In the Function erf(z)
    
+
    Table 27. Errors In the Function erf(z)
    
 
    @@ -325,7 +325,7 @@
 
    
 
 

    
 
    
 
    
-
    Table 28. Errors In the Function erfc(z)
    
+
    Table 28. Errors In the Function erfc(z)
    
 
    @@ -531,7 +531,7 @@
 
    
 
 

    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -546,7 +546,7 @@
           check.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -623,9 +623,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_erf/error_inv.html b/doc/sf_and_dist/html/math_toolkit/special/sf_erf/error_inv.html
index 946640e3a..c69920ee3 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_erf/error_inv.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_erf/error_inv.html
@@ -28,7 +28,7 @@
         Inverses
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -69,7 +69,7 @@
 
    
         
    
 
    
-
+
           Description
         
    
 
    template <class T>
@@ -103,7 +103,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -113,7 +113,7 @@
           error functions.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -136,7 +136,7 @@
             
 
 
    
-
+
           Implementation
         
    
 
    
@@ -196,9 +196,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma.html b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma.html
index e3daa616a..aa58120c3 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma.html
@@ -42,9 +42,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/digamma.html b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/digamma.html
index 78101fac4..12f39d003 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/digamma.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/digamma.html
@@ -27,7 +27,7 @@
  Digamma
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -48,7 +48,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -82,7 +82,7 @@
           T otherwise.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -270,7 +270,7 @@
           absolute error will remain very low.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -280,7 +280,7 @@
           see below).
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -379,9 +379,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/gamma_derivatives.html b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/gamma_derivatives.html
index 1e0b7e2fd..26c651e2c 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/gamma_derivatives.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/gamma_derivatives.html
@@ -28,7 +28,7 @@
         of the Incomplete Gamma Function
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -49,7 +49,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -80,7 +80,7 @@
           otherwise the return type is simply T1.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -88,7 +88,7 @@
           refer to the documentation for that function for more information.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -99,9 +99,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/gamma_ratios.html b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/gamma_ratios.html
index 1fed81d82..2260978dd 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/gamma_ratios.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/gamma_ratios.html
@@ -51,7 +51,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    template <class T1, class T2> 
@@ -117,7 +117,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -127,7 +127,7 @@
           effectively zero error.
         
    
 
    
-
    Table 16. Errors In the Function tgamma_delta_ratio(a, delta)
    
+
    Table 16. Errors In the Function tgamma_delta_ratio(a, delta)
    
 
    @@ -230,7 +230,7 @@
 
    
 
 

    
 
    
 
    
-
    Table 17. Errors In the Function tgamma_ratio(a, b)
    
+
    Table 17. Errors In the Function tgamma_ratio(a, b)
    
 
    @@ -327,7 +327,7 @@
 
    
 
 

    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -336,7 +336,7 @@
           a deliberately naive calculation of Γ(x)/Γ(y).
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -353,9 +353,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/igamma.html b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/igamma.html
index 168d3cbc7..9d4221c45 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/igamma.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/igamma.html
@@ -28,7 +28,7 @@
         Functions
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -67,7 +67,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -160,7 +160,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -185,7 +185,7 @@
           All values are in units of epsilon.
         
    
 
    
-
    Table 18. Errors In the Function gamma_p(a,z)
    
+
    Table 18. Errors In the Function gamma_p(a,z)
    
 
    @@ -372,7 +372,7 @@
 
    
 
 

    
 
    
 
    
-
    Table 19. Errors In the Function gamma_q(a,z)
    
+
    Table 19. Errors In the Function gamma_q(a,z)
    
 
    @@ -558,7 +558,7 @@
 
    
 
 

    
 
    
 
    
-
    Table 20. Errors In the Function tgamma_lower(a,z)
    
+
    Table 20. Errors In the Function tgamma_lower(a,z)
    
 
    @@ -693,7 +693,7 @@
 
    
 
 

    
 
    
 
    
-
    Table 21. Errors In the Function tgamma(a,z)
    
+
    Table 21. Errors In the Function tgamma(a,z)
    
 
    @@ -828,7 +828,7 @@
 
    
 
 

    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -844,7 +844,7 @@
           fraction (see below) is unstable for small a and z.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -1013,7 +1013,7 @@
           by Temme (see references below).
         
    
 
    
-
+
           References
         
    
 
      
@@ -1040,9 +1040,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/igamma_inv.html b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/igamma_inv.html
index c3ea78f5d..add69fa5c 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/igamma_inv.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/igamma_inv.html
@@ -28,7 +28,7 @@
         Gamma Function Inverses
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -67,7 +67,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -173,7 +173,7 @@
           0.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -187,7 +187,7 @@
           functions.
         
    
 
    
-
+
           Testing
         
    
 
    
@@ -211,7 +211,7 @@
             
 
 
    
-
+
           Implementation
         
    
 
    
@@ -250,9 +250,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/lgamma.html b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/lgamma.html
index 404919ae4..3dd6dcd21 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/lgamma.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/lgamma.html
@@ -27,7 +27,7 @@
  Log Gamma
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -54,7 +54,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -98,7 +98,7 @@
           T otherwise.
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -349,7 +349,7 @@
 
    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -360,7 +360,7 @@
           Random tests in key problem areas are also used.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -390,7 +390,7 @@
           
         
    
 
    
-          Where Le,g is the Lanczos sum, scaled by eg.
+          Where Le,g ​ is the Lanczos sum, scaled by eg.
         
    
 
    
           As before the reflection formula is used for z < 0.
@@ -460,7 +460,7 @@
           
         
    
 
    
-          The Ck terms in the above are the same as in the Lanczos
+          The Ck ​ terms in the above are the same as in the Lanczos
           approximation.
         
    
 
    
@@ -472,9 +472,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/tgamma.html b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/tgamma.html
index bf4f4043e..2743a76b6 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/tgamma.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_gamma/tgamma.html
@@ -27,7 +27,7 @@
  Gamma
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -54,7 +54,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    template <class T>
@@ -129,7 +129,7 @@
 
    
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -384,7 +384,7 @@
 
    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -399,7 +399,7 @@
           a lanczos approximation accurate to around 100 decimal digits.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -440,7 +440,7 @@
         
    
 
    
           is used. Particular care has to be taken to evaluate the z * sin([pi][space] * z)
-          part: a special routine is used to reduce z prior to multiplying by π to
+          part: a special routine is used to reduce z prior to multiplying by π ​ to
           ensure that the result in is the range [0, π/2]. Without this an excessive
           amount of error occurs in this region (which is hard enough already, as
           the rate of change near a negative pole is exceptionally
@@ -464,9 +464,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_poly.html b/doc/sf_and_dist/html/math_toolkit/special/sf_poly.html
index 25ba62ac9..4c7e0f2e8 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_poly.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_poly.html
@@ -37,9 +37,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_poly/hermite.html b/doc/sf_and_dist/html/math_toolkit/special/sf_poly/hermite.html
index 7d1b70f8c..5b952206d 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_poly/hermite.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_poly/hermite.html
@@ -27,7 +27,7 @@
  Hermite Polynomials
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -51,7 +51,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -136,7 +136,7 @@
 
 
 
    
-
+
           Accuracy
         
    
 
    
@@ -146,7 +146,7 @@
           zero error.
         
    
 
    
-
    Table 34. Peak Errors In the Hermite Polynomial
    
+
    Table 34. Peak Errors In the Hermite Polynomial
    
 
    @@ -253,7 +253,7 @@
           is very close to a root.
         
    
-
+
           Testing
         
    
@@ -263,7 +263,7 @@
           precision.
         
    
-
+
           Implementation
         
    
@@ -274,9 +274,9 @@
 
 
    
 
 

 
 
 
 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_poly/laguerre.html b/doc/sf_and_dist/html/math_toolkit/special/sf_poly/laguerre.html
index abdaf6ba4..340936618 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_poly/laguerre.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_poly/laguerre.html
@@ -28,7 +28,7 @@
         Associated) Polynomials
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -62,7 +62,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -210,7 +210,7 @@
 
 
 
    
-
+
           Accuracy
         
    
 
    
@@ -220,7 +220,7 @@
           zero error.
         
    
 
    
-
    Table 32. Peak Errors In the Laguerre Polynomial
    
+
    Table 32. Peak Errors In the Laguerre Polynomial
    
 
    @@ -320,7 +320,7 @@
 
    
 
 

    
 
    
 
    
-
    Table 33. Peak Errors In the Associated Laguerre Polynomial
    
+
    Table 33. Peak Errors In the Associated Laguerre Polynomial
    
 
    @@ -427,7 +427,7 @@
           is very close to a root.
         
    
-
+
           Testing
         
    
@@ -437,7 +437,7 @@
           precision.
         
    
-
+
           Implementation
         
    
@@ -448,9 +448,9 @@
 
 
    
 
 

 
 
 
 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_poly/legendre.html b/doc/sf_and_dist/html/math_toolkit/special/sf_poly/legendre.html
index e0bbd4db8..978758d6d 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_poly/legendre.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_poly/legendre.html
@@ -28,7 +28,7 @@
         Associated) Polynomials
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -84,7 +84,7 @@
 
    
         
    
 
    
-
+
           Description
         
    
 
    template <class T>
@@ -292,7 +292,7 @@
 
 
 
    
-
+
           Accuracy
         
    
 
    
@@ -302,7 +302,7 @@
           zero error.
         
    
 
    
-
    Table 29. Peak Errors In the Legendre P Function
    
+
    Table 29. Peak Errors In the Legendre P Function
    
 
    @@ -431,7 +431,7 @@
 
    
 
 

    
 
    
 
    
-
    Table 30. Peak Errors In the Associated Legendre P Function
    
+
    Table 30. Peak Errors In the Associated Legendre P Function
    
 
    @@ -531,7 +531,7 @@
 
    
 
 

    
 
    
 
    
-
    Table 31. Peak Errors In the Legendre Q Function
    
+
    Table 31. Peak Errors In the Legendre Q Function
    
 
    @@ -673,7 +673,7 @@
           given here.
         
    
-
+
           Testing
         
    
@@ -683,7 +683,7 @@
           precision.
         
    
-
+
           Implementation
         
    
@@ -694,9 +694,9 @@
 
 
    
 
 

 
 
 
 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sf_poly/sph_harm.html b/doc/sf_and_dist/html/math_toolkit/special/sf_poly/sph_harm.html
index b40671b4f..3ae49714e 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sf_poly/sph_harm.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sf_poly/sph_harm.html
@@ -27,7 +27,7 @@
  Spherical Harmonics
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -60,7 +60,7 @@
 }} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -102,8 +102,8 @@
 
    
 
    
             Care must be taken in correctly identifying the arguments to this function:
-            θ is taken as the polar (colatitudinal) coordinate with θ in [0, π], and φ as
-            the azimuthal (longitudinal) coordinate with φ in [0,2π). This is the convention
+            θ ​ is taken as the polar (colatitudinal) coordinate with θ ​ in [0, π], and φ ​ as
+            the azimuthal (longitudinal) coordinate with φ ​ in [0,2π). This is the convention
             used in Physics, and matches the definition used by Mathematica
             in the function SpericalHarmonicY, but is opposite to the usual
             mathematical conventions.
@@ -117,11 +117,11 @@
             This implementation returns zero for m > n
           
    
 
    
-            For θ outside [0, π] and φ outside [0, 2π] this implementation follows the
+            For θ ​ outside [0, π] and φ ​ outside [0, 2π] this implementation follows the
             convention used by Mathematica: the function is periodic with period
-            π in θ and 2π in φ. Please note that this is not the behaviour one would get
+            π ​ in θ ​ and 2π ​ in φ. Please note that this is not the behaviour one would get
             from a casual application of the function's definition. Cautious users
-            should keep θ and φ to the range [0, π] and [0, 2π] respectively.
+            should keep θ ​ and φ ​ to the range [0, π] and [0, 2π] respectively.
           
    
 
    
             See: Weisstein,
@@ -155,7 +155,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -170,7 +170,7 @@
           All values are in units of epsilon.
         
    
 
    
-
    Table 35. Peak Errors In the Sperical Harmonic Functions
    
+
    Table 35. Peak Errors In the Sperical Harmonic Functions
    
 
    @@ -276,7 +276,7 @@
           arbitrarily large when the function is very close to a root.
         
    
-
+
           Testing
         
    
@@ -286,7 +286,7 @@
           precision.
         
    
-
+
           Implementation
         
    
@@ -301,9 +301,9 @@
 
 
    
 
 

 
 
 
 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sinc.html b/doc/sf_and_dist/html/math_toolkit/special/sinc.html
index 3bb9b8771..9ec4fef52 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sinc.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sinc.html
@@ -36,9 +36,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sinc/sinc_overview.html b/doc/sf_and_dist/html/math_toolkit/special/sinc/sinc_overview.html
index 89ab4eeca..204b6550d 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sinc/sinc_overview.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sinc/sinc_overview.html
@@ -66,9 +66,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sinc/sinc_pi.html b/doc/sf_and_dist/html/math_toolkit/special/sinc/sinc_pi.html
index 5cde6093f..dae891de0 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sinc/sinc_pi.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sinc/sinc_pi.html
@@ -71,9 +71,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/sinc/sinhc_pi.html b/doc/sf_and_dist/html/math_toolkit/special/sinc/sinhc_pi.html
index 12e757ae1..9b5235e0a 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/sinc/sinhc_pi.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/sinc/sinhc_pi.html
@@ -75,9 +75,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/zetas.html b/doc/sf_and_dist/html/math_toolkit/special/zetas.html
index 06f5af539..8301916c9 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/zetas.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/zetas.html
@@ -30,9 +30,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/special/zetas/zeta.html b/doc/sf_and_dist/html/math_toolkit/special/zetas/zeta.html
index de9d9fceb..f9cc6c2ff 100644
--- a/doc/sf_and_dist/html/math_toolkit/special/zetas/zeta.html
+++ b/doc/sf_and_dist/html/math_toolkit/special/zetas/zeta.html
@@ -27,7 +27,7 @@
  Riemann Zeta Function
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -62,7 +62,7 @@
 
    
         
    
 
    
-
+
           Description
         
    
 
    template <class T>
@@ -85,7 +85,7 @@
           
         
    
 
    
-
+
           Accuracy
         
    
 
    
@@ -97,7 +97,7 @@
           shown will have effectively zero error.
         
    
 
    
-
    Table 44. Errors In the Function zeta(z)
    
+
    Table 44. Errors In the Function zeta(z)
    
 
    @@ -234,7 +234,7 @@
 
    
 
 

    
 
    
 
    
-
+
           Testing
         
    
 
    
@@ -249,7 +249,7 @@
           check.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -317,9 +317,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/status.html b/doc/sf_and_dist/html/math_toolkit/status.html
index 7c2349ade..059d0756d 100644
--- a/doc/sf_and_dist/html/math_toolkit/status.html
+++ b/doc/sf_and_dist/html/math_toolkit/status.html
@@ -35,9 +35,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/status/compilers.html b/doc/sf_and_dist/html/math_toolkit/status/compilers.html
index f3b2ee6b0..bb973fe8e 100644
--- a/doc/sf_and_dist/html/math_toolkit/status/compilers.html
+++ b/doc/sf_and_dist/html/math_toolkit/status/compilers.html
@@ -37,7 +37,7 @@
 
    
         
    
 
    
-
    Table 55. Supported/Tested Compilers
    
+
    Table 55. Supported/Tested Compilers
    
 
    @@ -549,7 +549,7 @@
 

    
         
    
-
    Table 56. Unsupported Compilers
    
+
    Table 56. Unsupported Compilers
    
 
    
 
 

 
    @@ -623,9 +623,9 @@
 
    
 
 

 
    
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/status/credits.html b/doc/sf_and_dist/html/math_toolkit/status/credits.html
index 218689e5a..0abd02031 100644
--- a/doc/sf_and_dist/html/math_toolkit/status/credits.html
+++ b/doc/sf_and_dist/html/math_toolkit/status/credits.html
@@ -62,6 +62,10 @@
         M. A. (Thijs) van den Berg coded the Laplace distribution. (Thijs has also
         threatened to implement some multivariate distributions).
       
    
+
    
+        Thomas Mang requested the inverse gamma in chi squared distributions for
+        Bayesian applications and helped in their implementation.
+      
    
 
    
         Professor Nico Temme for advice on the inverse incomplete beta function.
       
    
@@ -75,6 +79,11 @@
         program used to generate the html and pdf versions of this document, adding
         several new features en route.
       
    
+
    
+        Thanks to Mark Coleman and Georgi Boshnakov for spot test values from Wolfram Mathematica,
+        and of course, to Eric Weissten for nurturing Wolfram
+        MathWorld, an invaluable resource.
+      
    
 
    
         Plots of the functions and distributions were prepared in W3C
         standard Scalable Vector Graphic (SVG)
@@ -94,9 +103,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/status/history1.html b/doc/sf_and_dist/html/math_toolkit/status/history1.html
index a82c6c93c..740324b83 100644
--- a/doc/sf_and_dist/html/math_toolkit/status/history1.html
+++ b/doc/sf_and_dist/html/math_toolkit/status/history1.html
@@ -26,11 +26,33 @@
 
    
+
    
+        
+        
    
+
    
+
+          Boost-1.45.0
+        
    
+
    
+        
    
+
      
+
    • 
+              Added warnings about potential ambiguity with std random library in
+              distribution and function names.
+            
      • 
+
    • 
+              Added inverse gamma distribution and inverse chi_square and scaled
+              inverse chi_square.
+            
      • 
+
    • 
+              Editorial revision of documentation, and added FAQ.
+            
      • 
+
    
 
    
         
         
    
 
    
-
+
           Boost-1.44.0
         
    
 
    
@@ -49,20 +71,20 @@
         
         
    
 
    
-
+
           Boost-1.41.0
         
    
 
    
         
    
 
    • 
               Significantly improved performance for the incomplete gamma function
-              and it's inverse.
+              and its inverse.
             
    
 
    
         
         
    
 
    
-
+
           Boost-1.40.0
         
    
 
    
@@ -104,7 +126,7 @@
         
         
    
 
    
-
+
           Boost-1.38.0
         
    
 
    
@@ -122,7 +144,7 @@
         
         
    
 
    
-
+
           Boost-1.37.0
         
    
 
    
@@ -134,7 +156,7 @@
         
         
    
 
    
-
+
           Boost-1.36.0
         
    
 
    
@@ -172,7 +194,7 @@
         
         
    
 
    
-
+
           Boost-1.35.0:
           Post Review First Official Release
         
    
@@ -210,7 +232,7 @@
         
         
    
 
    
-
+
           Milestone
           4: Second Review Candidate (1st March 2007)
         
    
@@ -229,7 +251,7 @@
         
         
    
 
    
-
+
           Milestone
           3: First Review Candidate (31st Dec 2006)
         
    
@@ -262,7 +284,7 @@
         
         
    
 
    
-
+
           Milestone
           2: Released September 10th 2006
         
    
@@ -303,7 +325,7 @@
         
         
    
 
    
-
+
           Milestone
           1: Released March 31st 2006
         
    
@@ -338,16 +360,16 @@
 
    
         
    
 
    
-          Sandbox and trunk last synchonised at revision: 56669.
+          Sandbox and trunk last synchonised at revision: .
         
    
 
    
       
    
 
    
 
-
-
-
-
-
-
-
-
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/status/issues.html b/doc/sf_and_dist/html/math_toolkit/status/issues.html
index dadee8ec8..c5e5685b5 100644
--- a/doc/sf_and_dist/html/math_toolkit/status/issues.html
+++ b/doc/sf_and_dist/html/math_toolkit/status/issues.html
@@ -43,7 +43,7 @@
         with it.
       
    
 
    
-
+
         tgamma
       
    
 
    • 
@@ -51,7 +51,7 @@
             be optimized any further? (low priority)
           
    
 
    
-
+
         Incomplete Beta
       
    
 
    • 
@@ -59,7 +59,7 @@
             b (medium priority).
           
    
 
    
-
+
         Inverse Gamma
       
    
 
    • 
@@ -67,7 +67,7 @@
             is good enough (Medium Priority).
           
    
 
    
-
+
         Polynomials
       
    
 
    • 
@@ -77,7 +77,7 @@
             not (Low Priority).
           
    
 
    
-
+
         Elliptic Integrals
       
    
 
      
@@ -130,7 +130,7 @@
           
 
    
 
    
-
+
         Inverse
         Hyperbolic Functions
       
    
@@ -140,7 +140,7 @@
             This is probably only an issue for very high precision types (Low Priority).
           
    
 
    
-
+
         Statistical
         distributions
       
    
@@ -149,7 +149,7 @@
             for very large degrees of freedom?
           
 
    
-
+
         Feature Requests
       
    
 
    
@@ -1096,38 +1096,6 @@
               
    		
 
    
 
    
-                
    
-                  Laplace
-                
    
-                  		
-                
    
-                  -
-                
    
-                  		
-                
    
-                  -
-                
    
-                  		
-                
    
-                  -
-                
    
-                  		
-                
    
-                  X
-                
    
-                  		
-                
    
-                  -
-                
    
-              
    
 
                 
    
                   Semicircular
@@ -1278,9 +1246,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit.html b/doc/sf_and_dist/html/math_toolkit/toolkit.html
index 6ab9ae4fa..ae7e2faf2 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit.html
@@ -44,6 +44,7 @@
         Without Derivatives
 
     Locating Function
         Minima
    
+
     Tuples
    
 
 
     Testing and Development
    
 
    
@@ -59,9 +60,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1.html
index fb28bc2e2..97ff223d0 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1.html
@@ -41,13 +41,14 @@
         Without Derivatives
 
     Locating Function
         Minima
    
+
     Tuples
    
 
    
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/cf.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/cf.html
index 65f125821..389e2a113 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/cf.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/cf.html
@@ -28,7 +28,7 @@
         Evaluation
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -78,7 +78,7 @@
 }}} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -178,7 +178,7 @@
           a continued fraction for convergence.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -188,7 +188,7 @@
           Lentz, W.J. 1976, Applied Optics, vol. 15, pp. 668-671.
         
    
 
    
-
+
           Examples
         
    
 
    
@@ -271,9 +271,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/constants.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/constants.html
index 83e9f0243..c11bffa48 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/constants.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/constants.html
@@ -28,7 +28,7 @@
         Constants
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -59,7 +59,7 @@
 }}} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -368,9 +368,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/minima.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/minima.html
index f001bfe5e..6a46e79ed 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/minima.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/minima.html
@@ -7,7 +7,7 @@
 
 
 
-
+
 
 
 
@@ -20,7 +20,7 @@
 
    
 
    
 
    
-PrevUpHomeNext
+PrevUpHomeNext
 
    
 
    
 
    
@@ -28,7 +28,7 @@
         Minima
 
    
 
    
-
+
           synopsis
         
    
 
    
@@ -45,7 +45,7 @@
 std::pair<T, T> brent_find_minima(F f, T min, T max, int bits, boost::uintmax_t& max_iter);
 
 
    
-
+
           Description
         
    
 
    
@@ -89,7 +89,7 @@
           the abscissa at the minima and the value of f(x) at the minima.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -112,9 +112,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
@@ -122,7 +122,7 @@
 
    
 
    
 
    
-PrevUpHomeNext
+PrevUpHomeNext
 
    
 
 
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/rational.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/rational.html
index cd5114432..179dacdc0 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/rational.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/rational.html
@@ -28,7 +28,7 @@
         and Rational Function Evaluation
 
    
 
    
-
+
           synopsis
         
    
 
    
@@ -79,7 +79,7 @@
 V evaluate_rational(const T* num, const U* denom, V z, unsigned count);
 
 
    
-
+
           Description
         
    
 
    
@@ -193,7 +193,7 @@
           evaluation with compile-time array sizes may offer slightly better performance.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -222,9 +222,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/roots.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/roots.html
index 832850165..8c544cd6e 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/roots.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/roots.html
@@ -28,7 +28,7 @@
         With Derivatives
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -61,7 +61,7 @@
 }}} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -82,17 +82,17 @@
 
    
 
    
                 Type F must be a callable function object that accepts one parameter
-                and returns a tuple:
+                and returns a boost::math::tuple:
               
    
 
    
-                For the second order iterative methods (Newton Raphson) the tuple
+                For the second order iterative methods (Newton Raphson) the boost::math::tuple
                 should have two elements containing the evaluation of the function
                 and it's first derivative.
               
    
 
    
-                For the third order methods (Halley and Schroeder) the tuple should
-                have three elements containing the evaluation of the function and
-                its first and second derivatives.
+                For the third order methods (Halley and Schroeder) the boost::math::tuple
+                should have three elements containing the evaluation of the function
+                and its first and second derivatives.
               
    
 
    
 
    T guess
    
@@ -176,7 +176,7 @@
 
    
         
    
 
    
-
+
           Newton
           Raphson Method
         
    
@@ -196,7 +196,7 @@
 
    
         
    
 
    
-
+
           Halley's
           Method
         
    
@@ -220,7 +220,7 @@
 
    
         
    
 
    
-
+
           Schroeder's
           Method
         
    
@@ -244,7 +244,7 @@
           iteration.
         
    
 
    
-
+
           Example
         
    
 
    
@@ -263,7 +263,7 @@
 struct cbrt_functor
 {
    cbrt_functor(T const& target) : a(target){}
-   std::tr1::tuple<T, T> operator()(T const& z)
+   boost::math::tuple<T, T> operator()(T const& z)
    {
       T sqr = z * z;
       return std::tr1::make_tuple(sqr * z - a, 3 * sqr);
@@ -316,7 +316,7 @@
 struct cbrt_functor
 {
    cbrt_functor(T const& target) : a(target){}
-   std::tr1::tuple<T, T, T> operator()(T const& z)
+   boost::math::tuple<T, T, T> operator()(T const& z)
    {
       T sqr = z * z;
       return std::tr1::make_tuple(sqr * z - a, 3 * sqr, 6 * z);
@@ -369,9 +369,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/roots2.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/roots2.html
index 4e44d5707..194466532 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/roots2.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/roots2.html
@@ -28,7 +28,7 @@
         Without Derivatives
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -141,7 +141,7 @@
 }}} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -561,7 +561,7 @@
           as soon as both ends of the interval round to the same nearest integer.
         
    
 
    
-
+
           Implementation
         
    
 
    
@@ -579,9 +579,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/series_evaluation.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/series_evaluation.html
index b3377c16b..00c80f32b 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/series_evaluation.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/series_evaluation.html
@@ -28,7 +28,7 @@
         Series Evaluation
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -70,7 +70,7 @@
 }}} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -127,7 +127,7 @@
           summation in this way.
         
    
 
    
-
+
           Example
         
    
 
    
@@ -186,9 +186,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/tuples.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/tuples.html
new file mode 100644
index 000000000..852cd2b6f
--- /dev/null
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals1/tuples.html
@@ -0,0 +1,84 @@
+
+
+
+Tuples
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
    Boost C++ LibrariesHomeLibrariesPeopleFAQMore
    
+
    
+
    
+PrevUpHomeNext
+
    
+
    
+
    
+
    
+
+          Synopsis
+        
    
+
    
+          
+
    
+
    #include <boost/math/tools/tuple.hpp>
+
    
+
    
+        
    
+
    
+
+          Description
+        
    
+
    
+          This header defines the type boost::math::tuple,
+          the associated free functions ignore,
+          tie, make_tuple,
+          get, and associated types
+          tuple_size and tuple_element.
+        
    
+
    
+          These types and functions are aliases for:
+        
    
+
      
+
    • 
+              std::tuple etc when available, otherwise:
+            
      • 
+
    • 
+              std::tr1::tuple etc when available, otherwise:
+            
      • 
+
    • 
+              boost::fusion::tuple etc if the compiler supports it, otherwise:
+            
      • 
+
    • 
+              boost::tuple.
+            
      • 
+
    
+
    
+
+
+
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
+        Distributed under the Boost Software License, Version 1.0. (See accompanying
+        file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+      
    
+
    
+
    
+
    
+PrevUpHomeNext
+
    
+
+
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals2.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals2.html
index b593cbca0..8ded16c49 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals2.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals2.html
@@ -6,7 +6,7 @@
 
 
 
-
+
 
 
 
@@ -20,7 +20,7 @@
 
    
 
    
 
    
-PrevUpHomeNext
+PrevUpHomeNext
 
    
 
    
 
    
@@ -38,9 +38,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
@@ -48,7 +48,7 @@
 
    
 
    
 
    
-PrevUpHomeNext
+PrevUpHomeNext
 
    
 
 
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/error_test.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/error_test.html
index 0d55c1c56..74f767b63 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/error_test.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/error_test.html
@@ -28,7 +28,7 @@
         Error and Testing
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -45,7 +45,7 @@
 test_result<see-below> test(const A& a, F1 test_func, F2 expect_func);
 
 
    
-
+
           Description
         
    
 
    template <class T>
@@ -157,7 +157,7 @@
           is mainly a debugging/development aid (and a good place for a breakpoint).
         
    
 
    
-
+
           Example
         
    
 
    
@@ -212,9 +212,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/minimax.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/minimax.html
index 1e98c13a6..46f823aea 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/minimax.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/minimax.html
@@ -43,9 +43,9 @@
           to achieve.
         
    
 
    
-          Unless you already familar with the Remez method you should first read
+          Unless you already familar with the Remez method, you should first read
           the brief background article
-          explaining the principals behind the Remez algorithm.
+          explaining the principles behind the Remez algorithm.
         
    
 
    
           The program consists of two parts:
@@ -270,9 +270,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/polynomials.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/polynomials.html
index b11294de5..828243662 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/polynomials.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/polynomials.html
@@ -27,7 +27,7 @@
  Polynomials
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -103,7 +103,7 @@
 }}} // namespaces
 
 
    
-
+
           Description
         
    
 
    
@@ -122,9 +122,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/test_data.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/test_data.html
index 5a9b5198c..0fe9b2936 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/test_data.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals2/test_data.html
@@ -46,7 +46,7 @@
             
 
    
 
    
-
+
           Synopsis
         
    
 
    namespace boost{ namespace math{ namespace tools{
@@ -147,7 +147,7 @@
 }}} // namespaces
 
    
 
    
-
+
           Description
         
    
 
    
@@ -177,7 +177,7 @@
             
 
 
    
-
+
           Example
           1: Output Data for Graph Plotting
         
    
@@ -211,7 +211,7 @@
           
         
    
 
    
-
+
           Example
           2: Creating Test Data
         
    
@@ -347,8 +347,9 @@
 
    
           The first two values in each row are the input parameters that were passed
           to our functor and the last value is the return value from the functor.
-          Had our functor returned a tuple rather than a value, then we would have
-          had one entry for each element in the tuple in addition to the input parameters.
+          Had our functor returned a boost::math::tuple
+          rather than a value, then we would have had one entry for each element
+          in the tuple in addition to the input parameters.
         
    
 
    
           The first #define serves two purposes:
@@ -375,7 +376,7 @@
           used by default as it's rather hard on the compiler when the table is large.
         
    
 
    
-
+
           Example
           3: Profiling a Continued Fraction for Convergence and Accuracy
         
    
@@ -409,7 +410,7 @@
 
 
    
           We want to measure both the relative error, and the rate of convergence
-          of this fraction, so we'll write a functor that returns both as a tuple:
+          of this fraction, so we'll write a functor that returns both as a boost::math::tuple:
           class test_data will unpack the tuple for us, and create one column of
           data for each element in the tuple (in addition to the input parameters):
         
    
@@ -417,12 +418,12 @@
 #include <boost/math/tools/test.hpp>
 #include <boost/math/special_functions/gamma.hpp>
 #include <boost/math/tools/ntl.hpp>
-#include <boost/tr1/tuple.hpp>
+#include <boost/math/tools/tuple.hpp>
 
 template <class T>
 struct profile_gamma_fraction
 {
-   typedef std::tr1::tuple<T, T> result_type;
+   typedef boost::math::tuple<T, T> result_type;
 
    result_type operator()(T val)
    {
@@ -443,7 +444,7 @@
       T err = real_cast<T>(relative_error(true_val, NTL::RR(found_val)) / std::numeric_limits<T>::epsilon());
       //
       // now just return the results as a tuple:
-      return std::tr1::make_tuple(err, iters);
+      return boost::math::make_tuple(err, iters);
    }
 };
 
@@ -481,7 +482,7 @@
           of a and z.
         
    
 
    
-
+
           reference
         
    
 
    
@@ -534,9 +535,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/toolkit/internals_overview.html b/doc/sf_and_dist/html/math_toolkit/toolkit/internals_overview.html
index a93cbb14a..28cdf99c1 100644
--- a/doc/sf_and_dist/html/math_toolkit/toolkit/internals_overview.html
+++ b/doc/sf_and_dist/html/math_toolkit/toolkit/internals_overview.html
@@ -43,9 +43,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/using_udt.html b/doc/sf_and_dist/html/math_toolkit/using_udt.html
index 92082d506..8e2b542ca 100644
--- a/doc/sf_and_dist/html/math_toolkit/using_udt.html
+++ b/doc/sf_and_dist/html/math_toolkit/using_udt.html
@@ -42,9 +42,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/using_udt/archetypes.html b/doc/sf_and_dist/html/math_toolkit/using_udt/archetypes.html
index 31336600f..f2ada0ef4 100644
--- a/doc/sf_and_dist/html/math_toolkit/using_udt/archetypes.html
+++ b/doc/sf_and_dist/html/math_toolkit/using_udt/archetypes.html
@@ -163,9 +163,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/using_udt/concepts.html b/doc/sf_and_dist/html/math_toolkit/using_udt/concepts.html
index b13dbcd93..8c21758c8 100644
--- a/doc/sf_and_dist/html/math_toolkit/using_udt/concepts.html
+++ b/doc/sf_and_dist/html/math_toolkit/using_udt/concepts.html
@@ -42,7 +42,7 @@
         behaves just like a built in floating point type.
       
    
 
    
-
+
         Basic
         Arithmetic Requirements
       
    
@@ -1035,7 +1035,7 @@
 
    
 
    
 
    
-
+
         Standard
         Library Support Requirements
       
    
@@ -1350,9 +1350,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/using_udt/dist_concept.html b/doc/sf_and_dist/html/math_toolkit/using_udt/dist_concept.html
index 96e3bfe19..0ea81c8a1 100644
--- a/doc/sf_and_dist/html/math_toolkit/using_udt/dist_concept.html
+++ b/doc/sf_and_dist/html/math_toolkit/using_udt/dist_concept.html
@@ -382,9 +382,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/using_udt/use_mpfr.html b/doc/sf_and_dist/html/math_toolkit/using_udt/use_mpfr.html
index 7f98b563d..0075c05c9 100644
--- a/doc/sf_and_dist/html/math_toolkit/using_udt/use_mpfr.html
+++ b/doc/sf_and_dist/html/math_toolkit/using_udt/use_mpfr.html
@@ -74,9 +74,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/using_udt/use_ntl.html b/doc/sf_and_dist/html/math_toolkit/using_udt/use_ntl.html
index 933ff9b28..25e21e445 100644
--- a/doc/sf_and_dist/html/math_toolkit/using_udt/use_ntl.html
+++ b/doc/sf_and_dist/html/math_toolkit/using_udt/use_ntl.html
@@ -54,9 +54,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils.html b/doc/sf_and_dist/html/math_toolkit/utils.html
index f80508596..bf39447ec 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils.html
@@ -59,9 +59,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/fpclass.html b/doc/sf_and_dist/html/math_toolkit/utils/fpclass.html
index 3ec8f17c5..845e488d4 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/fpclass.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/fpclass.html
@@ -28,7 +28,7 @@
       Infinities and NaN's
 
    
 
    
-
+
         Synopsis
       
    
 
    #define FP_ZERO        /* implementation specific value */
@@ -58,7 +58,7 @@
         to use these functions.
       
    
 
    
-
+
         Description
       
    
 
    
@@ -85,7 +85,7 @@
 // it works for any type that has numeric_limits support for type z:
 (isnan)(z); 
 //
-// As above but with namespace qualification.
+// As above but with explicit namespace qualification.
 (boost::math::isnan)(z); 
 //
 // This will cause a compiler error if isnan is a native macro:
@@ -93,7 +93,7 @@
 // So always use instead:
 (boost::math::isnan)(z);
 //
-// You can also add a using statment,
+// You can also add a using statement,
 // globally to a .cpp file, or to a local function in a .hpp file.
 using boost::math::isnan;
 // so you can write the shorter and less cluttered
@@ -219,9 +219,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/next_float.html b/doc/sf_and_dist/html/math_toolkit/utils/next_float.html
index 103ada6e2..ce4d42324 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/next_float.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/next_float.html
@@ -66,9 +66,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_advance.html b/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_advance.html
index 7195331ab..c28219fbd 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_advance.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_advance.html
@@ -32,7 +32,7 @@
           number of ULP.
         
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -50,7 +50,7 @@
 }} // namespaces
 
 
    
-
+
           Description
           - float_advance
         
    
@@ -61,9 +61,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_distance.html b/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_distance.html
index b24f0a50e..0dc12dee5 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_distance.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_distance.html
@@ -34,7 +34,7 @@
           different.
         
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -52,7 +52,7 @@
 }} // namespaces
 
 
    
-
+
           Description
           - float_distance
         
    
@@ -95,9 +95,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_next.html b/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_next.html
index cdb99d92c..152272580 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_next.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_next.html
@@ -28,7 +28,7 @@
         the Next Greater Representable Value (float_next)
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -46,7 +46,7 @@
 }} // namespaces
 
 
    
-
+
           Description
           - float_next
         
    
@@ -63,9 +63,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_prior.html b/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_prior.html
index bcbad5d06..78b8e3c91 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_prior.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/next_float/float_prior.html
@@ -28,7 +28,7 @@
         the Next Smaller Representable Value (float_prior)
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -46,7 +46,7 @@
 }} // namespaces
 
 
    
-
+
           Description
           - float_prior
         
    
@@ -63,9 +63,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/next_float/nextafter.html b/doc/sf_and_dist/html/math_toolkit/utils/next_float/nextafter.html
index ba9be2470..032506124 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/next_float/nextafter.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/next_float/nextafter.html
@@ -28,7 +28,7 @@
         Next Representable Value in a Specific Direction (nextafter)
 
    
 
    
-
+
           Synopsis
         
    
 
    
@@ -46,7 +46,7 @@
 }} // namespaces
 
 
    
-
+
           Description
           - nextafter
         
    
@@ -76,7 +76,7 @@
           returns an overflow_error.
         
    
 
    
-
+
           Examples
           - nextafter
         
    
@@ -97,9 +97,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/rounding.html b/doc/sf_and_dist/html/math_toolkit/utils/rounding.html
index 6cd277810..c051faf8d 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/rounding.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/rounding.html
@@ -36,9 +36,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/rounding/modf.html b/doc/sf_and_dist/html/math_toolkit/utils/rounding/modf.html
index de4780422..2c1df2bd9 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/rounding/modf.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/rounding/modf.html
@@ -71,9 +71,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/rounding/round.html b/doc/sf_and_dist/html/math_toolkit/utils/rounding/round.html
index c73fe5b88..6550d495c 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/rounding/round.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/rounding/round.html
@@ -71,9 +71,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/rounding/trunc.html b/doc/sf_and_dist/html/math_toolkit/utils/rounding/trunc.html
index 5b754920d..7edf6e2e4 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/rounding/trunc.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/rounding/trunc.html
@@ -73,9 +73,9 @@
 
    
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html/math_toolkit/utils/sign_functions.html b/doc/sf_and_dist/html/math_toolkit/utils/sign_functions.html
index 383f039c0..7cd47fe2a 100644
--- a/doc/sf_and_dist/html/math_toolkit/utils/sign_functions.html
+++ b/doc/sf_and_dist/html/math_toolkit/utils/sign_functions.html
@@ -28,7 +28,7 @@
       Functions
 
    
 
    
-
+
         Synopsis
       
    
 
    
@@ -52,7 +52,7 @@
 }} // namespaces
 
 
    
-
+
         Description
       
    
 
    template<class T> 
@@ -82,9 +82,9 @@
 
 
-
    
 
    Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
-      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
-      and Thijs van den Berg
    
+
    Copyright © 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
+      Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and
+      Thijs van den Berg
    
         Distributed under the Boost Software License, Version 1.0. (See accompanying
         file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
       
    
diff --git a/doc/sf_and_dist/html4_symbols.qbk b/doc/sf_and_dist/html4_symbols.qbk
index 43b472863..991a5aaf1 100644
--- a/doc/sf_and_dist/html4_symbols.qbk
+++ b/doc/sf_and_dist/html4_symbols.qbk
@@ -1,17 +1,22 @@
-[/ Symbols and Greek letters (about 120) from HTML4 ]
+[/ Symbols and Greek letters (about 120) from HTML4.]
 [/ File HTML4_symbols.qbk]
 [/ See http://www.htmlhelp.com/reference/html40/entities/symbols.html]
+[/ See also http://en.wikipedia.org/wiki/List_of_XML_and_HTML_character_entity_references]
 [/ http://www.alanwood.net/demos/ent4_frame.html]
+[/ http://www.unicode.org/charts/PDF/U2200.pdf and others]
 [/ All (except 2 angle brackets) show OK on Firefox 2.0]
 
 [/ See also Latin-1 aka Western (ISO-8859-1) in latin1_symbols.qbk]
 [/ http://www.htmlhelp.com/reference/html40/entities/latin1.html]
+[/Unicode Latin extended http://www.unicode.org/charts/U0080.pdf]
 
 [/ Also some miscellaneous math charaters added to this list - see the end.]
+[/ For others see also math_symbols.qbk]
 
 [/ To use, enclose the template name in square brackets.]
 
 [template fnof[]'''ƒ'''] [/ ƒ Latin small f with hook = function = florin]
+[/ Capital Greek start with capital letter, lower case all small.]
 [template Alpha[]'''Α'''] [/ ? Greek capital letter alpha]
 [template Beta[]'''Β'''] [/ ? Greek capital letter beta]
 [template Gamma[]'''Γ'''] [/ G Greek capital letter gamma]
@@ -135,13 +140,28 @@
 [template clubs[]'''♣'''] [/  ? black club suit = shamrock]
 [template hearts[]'''♥'''] [/  ? black heart suit = valentine]
 [template diams[]'''♦'''] [/  ? black diamond suit]
+[template euro[]'''€'''] [/  ? Euro currency symbol]
 
 [/ Other symbols, not in the HTML4 list:]
-[template space[]''' ''']
 [template plusminus[]'''±'''] [/  ? plus or minus sign]
+[template space[] '''​'''] [/ plain space]
+[template spaces[] '''ߐ'''] [/ spaces - but produces a funny symbol!]
+[template nbsp[] '''�A0;'''] [/ non-breaking space]
+[template narrownbsp[] '''ÊF;'''] [/ narrow non-breaking space]
+[template wordjoin[] '''ࠌ'''] [/ word joiner - no line break either side]
+
+[template sqrt[]'''√'''] [/  ? square root sqrt symbol]
+[/template pow2[]'''⁳'''] [/ 2073 is NOT superscript 2 character]
+[template pow2[]'''²'''] [/ superscript 2 character]
+[template pow3[]'''³'''] [/ superscript 3 character]
+[template pown[]'''ⁿ'''] [/ superscript n character]
+[template frac12[]'''½'''] [/ fraction half]
+[template frac14[]'''¼'''] [/ fraction quarter]
+[template frac34[]'''¾'''] [/ fraction three quarter]
+
 
 [/ 
-Copyright 2007 Paul A. Bristow.
+Copyright 2007, 2010 Paul A. Bristow.
 Distributed under the Boost Software License, Version 1.0.
 (See accompanying file LICENSE_1_0.txt or copy at
 http://www.boost.org/LICENSE_1_0.txt).
diff --git a/doc/sf_and_dist/implementation.qbk b/doc/sf_and_dist/implementation.qbk
index abf145c75..aaec1f224 100644
--- a/doc/sf_and_dist/implementation.qbk
+++ b/doc/sf_and_dist/implementation.qbk
@@ -146,7 +146,7 @@ However, for simplicity, this is not done for most examples.]
 
 Functions that are not mathematically defined,
 like the Cauchy mean, fail to compile by default.
-[link math_toolkit.policy.pol_ref.assert_undefined A policy]
+A [link math_toolkit.policy.pol_ref.assert_undefined policy]
 allows control of this.
 
 If the policy is to permit undefined functions, then calling them
@@ -167,12 +167,14 @@ Catching exceptions is therefore strongly recommended.]
 [h4 Median of distributions]
 
 There are many distributions for which we have been unable to find an analytic formula,
-and this has deterred us from implementing
+and this has deterred us from implementing 
 [@http://en.wikipedia.org/wiki/Median median functions], the mid-point in a list of values.
 
-However a useful median approximation for distribution `dist` may be available from
+However a useful numerical approximation for distribution `dist`
+is available as usual as an accessor non-member function median using `median(dist)`,
+that may be evaluated (in the absence of an analytic formula) by calling
 
-`quantile(dist, 0.5)`.
+`quantile(dist, 0.5)` (this is the /mathematical/ definition of course).
 
 [@http://www.amstat.org/publications/jse/v13n2/vonhippel.html Mean, Median, and Skew, Paul T von Hippel]
 
@@ -368,6 +370,9 @@ Only [@http://functions.wolfram.com/ Wolfram Mathematica functions]
 provided a higher accuracy than
 C++ double (64-bit floating-point) and was regarded as
 the most-trusted source by far.
+The __R provided the widest range of distributions, 
+but the usual Intel X86 distribution uses 64-but doubles,
+so our use was limited to the 15 to 17 decimal digit accuracy.
 
 A useful index of sources is:
 [@http://www.sal.hut.fi/Teaching/Resources/ProbStat/table.html
@@ -391,6 +396,13 @@ the underlying special function is known to be difficult to implement.
 
 [h4 Creating and Managing the Equations]
 
+Equations that fit on a single line can most easily be produced by inline Quickbook code
+using templates for Unicode Greek and Unicode Math symbols.
+All Greek letter and small set of Math symbols is available at
+/boost-path/libs/math/doc/sf_and_dist/html4_symbols.qbk
+
+Where equations need to use more than one line, real Math editors were used.
+
 The primary source for the equations is now
 [@http://www.w3.org/Math/ MathML]: see the
 *.mml files in libs\/math\/doc\/sf_and_dist\/equations\/.
@@ -400,7 +412,7 @@ These are most easily edited by a GUI editor such as
 please note that the equation editor supplied with Open Office
 currently mangles these files and should not currently be used.
 
-Convertion to SVG was achieved using
+Conversion to SVG was achieved using
 [@http://www.grigoriev.ru/svgmath/ SVGMath] and a command line
 such as:
 
@@ -411,6 +423,9 @@ $for file in *.mml; do
 >done
 ]
 
+See also the section on "Using Python to run Inkscape" and
+"Using inkscape to convert scalable vector SVG files to Portable Network graphic PNG".
+
 Note that SVGMath requires that the mml files are *not* wrapped in an XHTML
 XML wrapper - this is added by Mathcast by default - one workaround is to
 copy an existing mml file and then edit it with Mathcast: the existing
@@ -560,16 +575,18 @@ Graphs were produced in SVG format and then converted to PNG's using the same
 process as the equations.  
 
 The programs 
-/libs/math/doc/sf_and_dist/graphs/dist_graphs.cpp
-and /libs/math/doc/sf_and_dist/graphs/sf_graphs.cpp
+`/libs/math/doc/sf_and_dist/graphs/dist_graphs.cpp`
+and `/libs/math/doc/sf_and_dist/graphs/sf_graphs.cpp`
 generate the SVG's directly using the 
 [@http://code.google.com/soc/2007/boost/about.html Google Summer of Code 2007]
-project of Jacob Voytko (whose work so far is at .\boost-sandbox\SOC\2007\visualization).
+project of Jacob Voytko (whose work so far,
+considerably enhanced and now reasonably mature and usable, by Paul A. Bristow,
+is at .\boost-sandbox\SOC\2007\visualization).
 
 [endsect] [/section:implementation Implementation Notes]
 
 [/
-  Copyright 2006, 2007 John Maddock and Paul A. Bristow.
+  Copyright 2006, 2007, 2010 John Maddock and Paul A. Bristow.
   Distributed under the Boost Software License, Version 1.0.
   (See accompanying file LICENSE_1_0.txt or copy at
   http://www.boost.org/LICENSE_1_0.txt).
diff --git a/doc/sf_and_dist/issues.qbk b/doc/sf_and_dist/issues.qbk
index 80727e77d..5a12503d3 100644
--- a/doc/sf_and_dist/issues.qbk
+++ b/doc/sf_and_dist/issues.qbk
@@ -122,7 +122,6 @@ is found, the higher the priority for implementing it:
 [[Double Gamma][-][-][-][X][-]]
 [[Double Weibul][-][-][-][X][-]]
 [[Hyperbolic Secant][-][-][-][X][-]]
-[[Laplace][-][-][-][X][-]]
 [[Semicircular][-][-][-][X][-]]
 [[Bradford][-][-][-][X][-]]
 [[Birr / Fisk][-][-][-][X][-]]
diff --git a/doc/sf_and_dist/latin1_symbols.qbk b/doc/sf_and_dist/latin1_symbols.qbk
index e5f0f427d..4f8c5aad1 100644
--- a/doc/sf_and_dist/latin1_symbols.qbk
+++ b/doc/sf_and_dist/latin1_symbols.qbk
@@ -1,10 +1,14 @@
-[/ Symbols and accented letters  from Latin-1]
+[/ Symbols and accented letters from Latin-1]
 [/ File Latin1_symbols.qbk]
 [/ http://www.htmlhelp.com/reference/html40/entities/latin1.html ]
 [/ based on table Copyright  1998-2006 Liam Quinn.]
 [/ Glyphs  of the characters ]
 [/ are available at the Unicode Consortium . ]
+[/ To use these symbols in Quickbook: enclose template name in square brackets.]
+[/ See also Greek and math symbols in html4_symbols.qbk]
 
+[/ These are all 8th bit ANSI symbols. C1 controls and Latin-1 Supplement]
+[/ See http://www.unicode.org/charts/PDF/U0080.pdf]
 [template nbsp[]''' '''] [/ no-break space = non-breaking space]
 [template iexcl[]'''¡'''] [/ inverted exclamation mark ]
 [template cent[]'''¢'''] [/  cent sign ]
@@ -99,11 +103,11 @@
 [template ucirc[]'''û'''] [/ Latin small letter u with circumflex ]
 [template uuml[]'''ü'''] [/ Latin small letter u with diaeresis ]
 [template yacute[]'''ý'''] [/ Latin small letter y with acute ]
-[template thorn[]'''þ'''] [/ Latin small letter thorn   ]
+[template thorn[]'''þ'''] [/ Latin small letter thorn ]
 [template yuml[]'''ÿ'''] [/ Latin small letter y with diaeresis ]
 
 [/ File Latin1_symbols.qbk
-Copyright 2007 Paul A. Bristow.
+Copyright 2007, 2010 Paul A. Bristow.
 Distributed under the Boost Software License, Version 1.0.
 (See accompanying file LICENSE_1_0.txt or copy at
 http://www.boost.org/LICENSE_1_0.txt).
diff --git a/doc/sf_and_dist/license.qbk b/doc/sf_and_dist/license.qbk
index 16860aa87..6a3aeb99d 100644
--- a/doc/sf_and_dist/license.qbk
+++ b/doc/sf_and_dist/license.qbk
@@ -1,5 +1,5 @@
 [/ 
-  Copyright 2006 John Maddock and Paul A. Bristow.
+  Copyright 2006 - 2010 John Maddock and Paul A. Bristow.
   Distributed under the Boost Software License, Version 1.0.
   (See accompanying file LICENSE_1_0.txt or copy at
   http://www.boost.org/LICENSE_1_0.txt).
diff --git a/doc/sf_and_dist/math.qbk b/doc/sf_and_dist/math.qbk
index 07d9c99c2..39e7d32e4 100644
--- a/doc/sf_and_dist/math.qbk
+++ b/doc/sf_and_dist/math.qbk
@@ -1,18 +1,18 @@
 [article Math Toolkit
-    [quickbook 1.4]
-    [copyright 2006, 2007, 2008, 2009 John Maddock, Paul A. Bristow, Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani and Thijs van den Berg]
-    [purpose ISBN 0-9504833-2-X  978-0-9504833-2-0, Classification 519.2-dc22]
+    [quickbook 1.5]
+    [copyright 2006, 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow, Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan RÃ¥de, Gautam Sewani and Thijs van den Berg]
+    [/purpose ISBN 0-9504833-2-X  978-0-9504833-2-0, Classification 519.2-dc22]
     [license
         Distributed under the Boost Software License, Version 1.0.
         (See accompanying file LICENSE_1_0.txt or copy at
         [@http://www.boost.org/LICENSE_1_0.txt])
     ]
-    [authors [Maddock, John], [Bristow, Paul A.], [Holin, Hubert], [Zhang, Xiaogang], [Lalande, Bruno], [Råde, Johan], [Sewani, Gautam], [van den Berg, Thijs]]
-    [category math]
-    [purpose mathematics]
+    [authors [Maddock, John], [Bristow, Paul A.], [Holin, Hubert], [Zhang, Xiaogang], [Lalande, Bruno], [RÃ¥de, Johan], [Sewani, Gautam], [van den Berg, Thijs]]
     [/last-revision $Date$]
 ]
 
+[/ \u00E5 = Latin small letter A wiht ring above doesn't seem to work in authors]
+
 [template equation[name]  '''
 
 
@@ -31,7 +31,9 @@
 
 ''']
 
-[include html4_symbols.qbk] [/ just for testing]
+[include html4_symbols.qbk]
+[/include math_symbols.qbk]
+
 [/include latin1_symbols.qbk] [/ just for testing]
 [include common_overviews.qbk] [/ overviews that appear in more than one place!]
 [include tr1.qbk] [/tr1 docs also appear in more than one place!]
@@ -39,8 +41,8 @@
 
 [def __effects [*Effects: ]]
 [def __formula [*Formula: ]]
-[def __exm1 '''ex - 1''']
-[def __ex '''ex''']
+[def __exm1 '''ex - 1'''] [/e^x -1]
+[def __ex '''ex'''] [/e^x]
 [def __te '''2ɛ''']  [/small Latin letter open e]
 
 [def __ceilR '''⌉''']
@@ -53,14 +55,7 @@
 [def __eacute '''é''']
 [def __quarter '''¼''']
 [def __nearequal '''≊''']
-[def __quarter '''¼''']
-[def __space '''​''']
-
-[def __NTL_RR [@http://shoup.net/ntl/doc/RR.txt NTL::RR]]
-[def __NTL_quad_float [@http://shoup.net/ntl/doc/quad_float.txt NTL::quad_float]]
-
-[def __godfrey [link godfrey Godfrey]]
-[def __pugh [link pugh Pugh]]
+[def __spaces ''' '''] [/spaces - useful for an indent.]
 
 [def __caution This is now an official Boost library, but remains a library under
                construction, the code is fully functional and robust, but
@@ -70,6 +65,7 @@
 [template tr1[] [@http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2005/n1836.pdf Technical Report on C++ Library Extensions]]
 [template C99[] [@http://www.open-std.org/JTC1/SC22/WG14/www/docs/n1256.pdf C99 Standard ISO/IEC 9899:1999]]
 [template jm_rationals[] [link math_toolkit.backgrounders.implementation.rational_approximations_used devised by JM]]
+
 [def __domain_error [link domain_error domain_error]]
 [def __pole_error [link pole_error pole_error]]
 [def __overflow_error [link overflow_error overflow_error]]
@@ -200,6 +196,8 @@ and use the function's name as the link text]
 [def __expint [link math_toolkit.special.expint.expint_i expint]]
 [def __spherical_harmonic [link math_toolkit.special.sf_poly.sph_harm spherical_harmonic]]
 
+[/tools]
+[def __tuple [link math_toolkit.toolkit.internals1.tuples boost::math::tuple]]
 
 [/ distribution non-members]
 [def __cdf [link math.dist.cdf Cumulative Distribution Function]]
@@ -230,6 +228,8 @@ and use the function's name as the link text]
 [def __F_distrib [link math_toolkit.dist.dist_ref.dists.f_dist Fisher F Distribution]]
 [def __gamma_distrib [link math_toolkit.dist.dist_ref.dists.gamma_dist Gamma Distribution]]
 [def __hypergeometric_distrib [link math_toolkit.dist.dist_ref.dists.hypergeometric_dist Hypergeometric Distribution]]
+[def __inverse_gamma_distrib [link math_toolkit.dist.dist_ref.dists.inverse_gamma_dist Inverse Gamma Distribution]]
+[def __inverse_chi_squared_distrib [link math_toolkit.dist.dist_ref.dists.inverse_chi_squared_dist Inverse chi squared Distribution]]
 [def __laplace_distrib [link math_toolkit.dist.dist_ref.dists.laplace_dist Laplace Distribution]]
 [def __logistic_distrib [link math_toolkit.dist.dist_ref.dists.logistic_dist Logistic Distribution]]
 [def __lognormal_distrib [link math_toolkit.dist.dist_ref.dists.lognormal_dist Log-normal Distribution]]
@@ -254,6 +254,12 @@ and use the function's name as the link text]
 [def __error_policy [link math_toolkit.policy.pol_ref.error_handling_policies error handling policies]]
 [def __changing_policy_defaults [link math_toolkit.policy.pol_ref.policy_defaults changing policies defaults]]
 [def __user_error_handling [link math_toolkit.policy.pol_tutorial.user_def_err_pol user error handling]]
+[def __promotion_policy [link math_toolkit.policy.pol_ref.internal_promotion internal promotion policy]]
+[def __precision_policy [link math_toolkit.policy.pol_ref.precision_pol precision policy]]
+
+[def __random_variate [@http://en.wikipedia.org/wiki/Random_variate random variate]]
+[def __random_variable [@http://en.wikipedia.org/wiki/Random_variable random variable]]
+[def __probability_distribution [@[@http://en.wikipedia.org/wiki/Probability_distribution probability_distribution]]
 
 [def __usual_accessors __cdf, __pdf, __quantile, __hazard,
    __chf, __mean, __median, __mode, __variance, __sd, __skewness,
@@ -263,10 +269,23 @@ and use the function's name as the link text]
 [def __glibc [@http://www.gnu.org/software/libc/ GNU C Lib]]
 [def __hpc [@http://docs.hp.com/en/B9106-90010/index.html HP-UX C Library]]
 [def __cephes [@http://www.netlib.org/cephes/ Cephes]]
+[def __NTL [@http://www.shoup.net/ntl/ NTL A Library for doing Number Theory]]
+[def __NTL_RR [@http://shoup.net/ntl/doc/RR.txt NTL::RR]]
+[def __NTL_quad_float [@http://shoup.net/ntl/doc/quad_float.txt NTL::quad_float]]
+[def __R [@http://www.r-project.org/ The R Project for Statistical Computing]]
+[def __godfrey [link godfrey Godfrey]]
+[def __pugh [link pugh Pugh]]
+[def __NaN [@http://en.wikipedia.org/wiki/NaN NaN]]
+[def __errno [@http://en.wikipedia.org/wiki/Errno `::errno`]]
+[def __Mathworld [@http://mathworld.wolfram.com Wolfram MathWorld]]
+[def __Mathematica [@http://www.wolfram.com/products/mathematica/index.html Wolfram Mathematica]]
+
 
 
 [def __why_complements [link why_complements why complements?]]
 [def __complements [link complements complements]]
+[def __performance [link math_toolkit.perf performance]]
+[def __building [link math_toolkit.main_overview.building building libraries]]
 
 [/ Some composite templates]
 [template super[x]''''''[x]'''''']
@@ -314,12 +333,14 @@ for these distributions.
 
 This manual is also available in 
 [@http://svn.boost.org/svn/boost/sandbox/pdf/math/release/math.pdf 
-printer friendly PDF format].
+printer friendly PDF format],
+and as a CD ISBN 0-9504833-2-X  978-0-9504833-2-0, Classification 519.2-dc22.
+
 
 [section:main_overview Overview]
 
 [include overview.qbk]
-[include structure.qbk] [/getting about]
+[include structure.qbk] [/getting about, directory and file structure.]
 
 [include result_type_calc.qbk]
 [include error_handling.qbk]
@@ -343,13 +364,14 @@ printer friendly PDF format].
 [section:tr1 C99 and C++ TR1 C-style Functions]
 [tr1_overview]
 [endsect]
+[include faq.qbk]
 [include contact_info.qbk]
 
 [endsect] [/section:main_overview Overview]
 
 [section:dist Statistical Distributions and Functions]
 [include dist_tutorial.qbk]
-[include dist_reference.qbk]
+[include dist_reference.qbk] [/includes all individual distribution.qbk files] 
 [endsect] [/section:dist Statistical Distributions and Functions]
 
 [section:special Special Functions]
@@ -437,12 +459,13 @@ printer friendly PDF format].
 [include roots.qbk]
 [include roots_without_derivatives.qbk]
 [include minima.qbk]
+[include tuple.qbk]
 [endsect] [/section:internals1 Reused Utilities]
 
 [section:internals2 Testing and Development]
 [include polynomial.qbk]
 [include minimax.qbk]
-[include relative_error.qbk]
+[include relative_error.qbk] [/ uncertainty of floating-point calculations.]
 [include test_data.qbk]
 [endsect] [/section:internals2 Testing and Development]
 
@@ -462,7 +485,7 @@ printer friendly PDF format].
 [include lanczos.qbk]
 [include remez.qbk]
 [include references.qbk]
-[endsect] [/section:backgrounds Backgrounders]
+[endsect] [/section:backgrounders Backgrounders]
 
 [section:status Library Status]
 [section:history1 History and What's New]
diff --git a/doc/sf_and_dist/minimax.qbk b/doc/sf_and_dist/minimax.qbk
index 4349210f5..ed243a896 100644
--- a/doc/sf_and_dist/minimax.qbk
+++ b/doc/sf_and_dist/minimax.qbk
@@ -12,9 +12,9 @@ is often not an easy task, and one to which many books have been devoted.
 To use this tool, you will need to have a reasonable grasp of what the Remez
 algorithm is, and the general form of the approximation you want to achieve.
 
-Unless you already familar with the Remez method
+Unless you already familar with the Remez method,
 you should first read the [link math_toolkit.backgrounders.remez 
-brief background article explaining the principals behind the 
+brief background article explaining the principles behind the 
 Remez algorithm].
 
 The program consists of two parts:
diff --git a/doc/sf_and_dist/performance.qbk b/doc/sf_and_dist/performance.qbk
index 9728e3759..794a84bea 100644
--- a/doc/sf_and_dist/performance.qbk
+++ b/doc/sf_and_dist/performance.qbk
@@ -29,6 +29,9 @@ all the appropriate corner cases.  They do not necessarily represent
 "typical" usage: whatever that may be!
 ]
 
+[note Since these tests were run, most compilers have improved their code optimisation,
+and processor speeds have improved too, so these results are known to be out of date.]
+
 [endsect]
 
 [section:getting_best Getting the Best Performance from this Library]
diff --git a/doc/sf_and_dist/policy.qbk b/doc/sf_and_dist/policy.qbk
index acfbdad3c..f267911d7 100644
--- a/doc/sf_and_dist/policy.qbk
+++ b/doc/sf_and_dist/policy.qbk
@@ -2,7 +2,7 @@
 
 [section:pol_overview Policy Overview]
 [policy_overview]
-[endsect][/section:pol_overview Policy Overview]
+[endsect] [/section:pol_overview Policy Overview]
 
 [include policy_tutorial.qbk]
 
@@ -50,8 +50,9 @@ Will throw one of the following exceptions, depending upon the
 
 [h5 errno_on_error]
 
-Will set global `::errno` to one of the following values depending 
-upon the error type, and then return the same value as if the error
+Will set global __errno `::errno` to one of the following values depending 
+upon the error type (often EDOM = 33 and ERANGE = 34),
+and then return the same value as if the error
 had been ignored:
  [table
     [[Error Type][errno value]]
@@ -226,12 +227,12 @@ rather than throw exceptions, then we can use:
 
 [endsect] [/section:error_handling_policies Error Handling Policies]
 
-[section:internal_promotion Internal Promotion Policies]
+[section:internal_promotion Internal Floating-point Promotion Policies]
 
 Normally when evaluating a function at say `float` precision, maximal
 accuracy is assured by conducting the calculation at `double` precision
 internally, and then rounding the result.  There are two policies that
-effect whether internal promotion takes place or not:
+control whether internal promotion to a higher precision floating-point type takes place, or not:
 
 [table
 [[Policy][Meaning]]
@@ -265,7 +266,8 @@ There are some functions that are generic
 (they are present for all the statistical distributions supported)
 but which may be mathematically undefined for certain distributions, but defined for others.
 
-For example, the Cauchy distribution does not have a mean, so what should
+For example, the Cauchy distribution does not have a meaningful mean,
+so what should
 
    mean(cauchy<>());
    
@@ -421,7 +423,7 @@ There are two equivalent policies that effect the ['working precision]
 used to calculate results, these policies both default to 0 - meaning
 calculate to the maximum precision available in the type being used
  - but can be set to other values to cause lower levels of precision 
-to be used.
+to be used. One might want to trade precision for evaluation speed.
 
    namespace boost{ namespace math{ namespace policies{
    
@@ -447,7 +449,7 @@ For example we could calculate `tgamma` to approximately 5 decimal digits using:
 
 [policy_ref_snip9]
    
-Or again using ['make_policy]:
+Or again using helper function `make_policy`:
 
 [import ../../example/policy_ref_snip10.cpp]
 
@@ -878,8 +880,8 @@ actually use.
 [endsect][/section:pol_ref Policy Reference]
 [endsect][/section:policy Policies]
 
-[/ math.qbk
-  Copyright 2007 John Maddock and Paul A. Bristow.
+[/ policy.qbk
+  Copyright 2007, 2010 John Maddock and Paul A. Bristow.
   Distributed under the Boost Software License, Version 1.0.
   (See accompanying file LICENSE_1_0.txt or copy at
   http://www.boost.org/LICENSE_1_0.txt).
diff --git a/doc/sf_and_dist/policy_tutorial.qbk b/doc/sf_and_dist/policy_tutorial.qbk
index 8ab3256f4..f2b231cd8 100644
--- a/doc/sf_and_dist/policy_tutorial.qbk
+++ b/doc/sf_and_dist/policy_tutorial.qbk
@@ -9,7 +9,7 @@ control:
 
 * What action to take when an error occurs.
 * What happens when you call a function that is mathematically undefined
-(for example if you ask for the mean of a Cauchy distribution).
+(for example, if you ask for the mean of a Cauchy distribution).
 * What happens when you ask for a quantile of a discrete distribution.
 * Whether the library is allowed to internally promote `float` to `double`
 and `double` to `long double` in order to improve precision.
@@ -34,9 +34,10 @@ compile-time-container of user-selected policies (sometimes called a type-list):
 
 [section:policy_tut_defaults Policies Have Sensible Defaults]
 
-Most of the time you can just ignore the policy framework, the defaults for 
-the various policies are as follows, if these work OK for you then you can
-stop reading now!
+Most of the time you can just ignore the policy framework.
+
+['*The defaults for the various policies are as follows,
+if these work OK for you then you can stop reading now!]
 
 [variablelist
 [[Domain Error][Throws a `std::domain_error` exception.]]
@@ -115,7 +116,7 @@ The default policies used by the library are changed by the usual
 configuration macro method.
 
 For example, passing `-DBOOST_MATH_DOMAIN_ERROR_POLICY=errno_on_error` to
-your compiler will cause domain errors to set `::errno` and return a NaN
+your compiler will cause domain errors to set `::errno` and return a __NaN
 rather than the usual default behaviour of throwing a `std::domain_error`
 exception.
 
@@ -131,7 +132,7 @@ that may mean that the equivalent definitions in source code:
 ``#define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
 #define BOOST_MATH_OVERFLOW_ERROR_POLICY errno_on_error``
   
-may be ignored.
+*may be ignored*.
 
 The compiler command line shows:
 
@@ -174,8 +175,9 @@ translation unit only: ['don't say that you weren't warned!]
 [section:ad_hoc_dist_policies Setting Policies for Distributions on an Ad Hoc Basis]
 
 All of the statistical distributions in this library are class templates
-that accept two template parameters, both with sensible defaults, for
-example:
+that accept two template parameters:
+real type (float, double ...) and policy (how to handle exceptional events),
+both with sensible defaults, for example:
 
    namespace boost{ namespace math{
    
@@ -264,8 +266,8 @@ to be used once only:
 [section:namespace_policies Setting Policies at Namespace or Translation Unit Scope]
 
 Sometimes what you want to do is just change a set of policies within 
-the current scope: the one thing you should not do in this situation
-is use the configuration macros, as this can lead to "One Definition
+the current scope: *the one thing you should not do in this situation
+is use the configuration macros*, as this can lead to "One Definition
 Rule" violations.  Instead this library provides a pair of macros
 especially for this purpose.
 
@@ -273,7 +275,8 @@ Let's consider the special functions first: we can declare a set of
 forwarding functions that all use a specific policy using the
 macro BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(['Policy]).  This
 macro should be used either inside a unique namespace set aside for the 
-purpose, or an unnamed namespace if you just want the functions
+purpose (for example, a C namespace for a C-style policy),
+or an unnamed namespace if you just want the functions
 visible in global scope for the current file only.  
 
 [import ../../example/policy_eg_4.cpp]
@@ -288,7 +291,7 @@ alternate policies present in other translation units:
 
 [policy_eg_5]
 
-Handling the statistical distributions is very similar except that now
+Handling policies for the statistical distributions is very similar except that now
 the macro BOOST_MATH_DECLARE_DISTRIBUTIONS accepts two parameters: the
 floating point type to use, and the policy type to apply.  For example:
 
@@ -306,9 +309,9 @@ class template, but without the "_distribution" suffix.
 [policy_eg_6]
 
 [note
-There is an important limitation to note: you can not use the macros
+There is an important limitation to note: you can *not use the macros
 BOOST_MATH_DECLARE_DISTRIBUTIONS and BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS
-['in the same namespace],  as doing so creates ambiguities between functions
+['in the same namespace]*,  as doing so creates ambiguities between functions
 and distributions of the same name.
 ]
 
diff --git a/doc/sf_and_dist/references.qbk b/doc/sf_and_dist/references.qbk
index dccd93e84..026bf770f 100644
--- a/doc/sf_and_dist/references.qbk
+++ b/doc/sf_and_dist/references.qbk
@@ -31,7 +31,7 @@ The Wolfram Research Documentation Center is a collection of online reference ma
 Statistical Distributions (Wiley Series in Probability & Statistics) (Paperback)
 by N.A.J. Hastings, Brian Peacock, Merran Evans, ISBN: 0471371246, Wiley 2000.
 
-[@http://www.worldscibooks.com/mathematics/p191.html EXTREME VALUE DISTRIBUTIONS, Theory and Applications]
+[@http://www.worldscibooks.com/mathematics/p191.html Extreme Value Distributions, Theory and Applications]
 Samuel Kotz & Saralees Nadarajah, ISBN 978-1-86094-224-2 & 1-86094-224-5 Oct 2000,
 Chapter 1.2 discusses the various extreme value distributions.
 
@@ -61,7 +61,7 @@ DCDFLIB is a library of C++ routines, using double precision arithmetic, for eva
 
 [@http://www.softintegration.com/docs/package/chnagstat/ http://www.softintegration.com/docs/package/chnagstat/]
 
-[@http://www.nag.com/numeric/numerical_libraries.asp NAG ]libraries.
+[@http://www.nag.com/numeric/numerical_libraries.asp NAG] libraries.
 
 [@http://www.mathcad.com MathCAD]
 
@@ -75,6 +75,25 @@ Nico Temme, Special Functions, An Introduction to the Classical Functions of Mat
 
 [@http://www.cas.lancs.ac.uk/glossary_v1.1/prob.html#probdistn Statistics Glossary], Valerie Easton and John H. McColl.
 
+[__R]
+R Development Core Team (2010). R: A language and environment for
+statistical computing. R Foundation for Statistical Computing,
+Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org.
+
+For use of R, see:
+
+Jim Albert, Bayesian Computation with R,  ISBN 978-0-387-71384-7.
+
+[@http://www.quantnet.com/cplusplus-statistical-distributions-boost 
+C++ Statistical Distributions in Boost - QuantNetwork forum]
+discusses using Boost.Math in finance.
+
+[@http://www.quantnet.com/boost-and-computational-finance/ Quantnet Boost and computational finance].
+Robert Demming & Daniel J. Duffy, Introduction to the C++ Boost Libraries - Volume I - Foundations
+and Volume II  ISBN 978-94-91028-01-4,  Advanced Libraries and Applications, ISBN 978-94-91028-02-1
+(to be published in 2011).
+discusses application of Boost.Math, especially in finance.]
+
 [endsect] [/section:references References]
 [/ 
   Copyright 2006 John Maddock and Paul A. Bristow.
diff --git a/doc/sf_and_dist/roadmap.qbk b/doc/sf_and_dist/roadmap.qbk
index 567e7f7ee..3f4a76041 100644
--- a/doc/sf_and_dist/roadmap.qbk
+++ b/doc/sf_and_dist/roadmap.qbk
@@ -1,5 +1,11 @@
 [template history[]
 
+[h4 Boost-1.45.0]
+
+* Added warnings about potential ambiguity with std random library in distribution and function names.
+* Added inverse gamma distribution and inverse chi_square and scaled inverse chi_square.
+* Editorial revision of documentation, and added FAQ.
+
 [h4 Boost-1.44.0]
 
 * Fixed incorrect range and support for Rayleigh distribution.
@@ -8,7 +14,7 @@ returning garbage values for non-integer degrees of freedom between 2 and 3.
 
 [h4 Boost-1.41.0]
 
-* Significantly improved performance for the incomplete gamma function and it's inverse.
+* Significantly improved performance for the incomplete gamma function and its inverse.
 
 [h4 Boost-1.40.0]
 
@@ -104,11 +110,11 @@ on error rates.
 
 SVN Revisions:
 
-Sandbox and trunk last synchonised at revision: 56669.
+Sandbox and trunk last synchonised at revision: .
 
 ]
 [/ 
-  Copyright 2006 John Maddock and Paul A. Bristow.
+  Copyright 2006 - 2010 John Maddock and Paul A. Bristow.
   Distributed under the Boost Software License, Version 1.0.
   (See accompanying file LICENSE_1_0.txt or copy at
   http://www.boost.org/LICENSE_1_0.txt).
diff --git a/doc/sf_and_dist/roots.qbk b/doc/sf_and_dist/roots.qbk
index 3ec65ed1f..ce13ba7a7 100644
--- a/doc/sf_and_dist/roots.qbk
+++ b/doc/sf_and_dist/roots.qbk
@@ -39,13 +39,13 @@ The functions all take the same parameters:
 
 [variablelist Parameters of the root finding functions
 [[F f] [Type F must be a callable function object that accepts one parameter and 
-        returns a tuple:
+        returns a __tuple:
         
 For the second order iterative methods (Newton Raphson)
-        the tuple should have two elements containing the evaluation
+        the __tuple should have two elements containing the evaluation
         of the function and it's first derivative.
         
-For the third order methods (Halley and Schroeder) the tuple
+For the third order methods (Halley and Schroeder) the __tuple
         should have three elements containing the evaluation of
         the function and its first and second derivatives.]]
 [[T guess] [The initial starting value.]]
@@ -146,7 +146,7 @@ to solve, along with its first derivative:
    struct cbrt_functor
    {
       cbrt_functor(T const& target) : a(target){}
-      std::tr1::tuple operator()(T const& z)
+      ``__tuple`` operator()(T const& z)
       {
          T sqr = z * z;
          return std::tr1::make_tuple(sqr * z - a, 3 * sqr);
@@ -191,7 +191,7 @@ Now lets adapt the functor slightly to return the second derivative as well:
    struct cbrt_functor
    {
       cbrt_functor(T const& target) : a(target){}
-      std::tr1::tuple operator()(T const& z)
+      ``__tuple`` operator()(T const& z)
       {
          T sqr = z * z;
          return std::tr1::make_tuple(sqr * z - a, 3 * sqr, 6 * z);
diff --git a/doc/sf_and_dist/structure.qbk b/doc/sf_and_dist/structure.qbk
index 785b340b5..c82733c65 100644
--- a/doc/sf_and_dist/structure.qbk
+++ b/doc/sf_and_dist/structure.qbk
@@ -109,6 +109,10 @@ and can be instantiated with the help of the reserved name `students_t`(for `Rea
    
    student_t mydist(10);
    
+[note Some distribution names are also used in std random library,
+so to avoid the risk of ambiguity it is better to make explicit using declarations,
+for example: `using boost::math::students_t_distribution`]
+   
 Functions not intended for use by applications are in `boost::math::detail`.
 
 Functions that may have more general use, like `digits` 
diff --git a/doc/sf_and_dist/test_data.qbk b/doc/sf_and_dist/test_data.qbk
index 70879473a..b7a17ed58 100644
--- a/doc/sf_and_dist/test_data.qbk
+++ b/doc/sf_and_dist/test_data.qbk
@@ -272,7 +272,7 @@ The format of the test data looks something like:
 
 The first two values in each row are the input parameters that were passed
 to our functor and the last value is the return value from the functor.
-Had our functor returned a tuple rather than a value, then we would have had
+Had our functor returned a __tuple rather than a value, then we would have had
 one entry for each element in the tuple in addition to the input parameters.
 
 The first #define serves two purposes:
@@ -321,7 +321,7 @@ each time it's invoked:
    };
 
 We want to measure both the relative error, and the rate of convergence
-of this fraction, so we'll write a functor that returns both as a tuple:
+of this fraction, so we'll write a functor that returns both as a __tuple:
 class test_data will unpack the tuple for us, and create one column of data
 for each element in the tuple (in addition to the input parameters):
 
@@ -329,12 +329,12 @@ for each element in the tuple (in addition to the input parameters):
    #include 
    #include 
    #include 
-   #include 
+   #include 
 
    template 
    struct profile_gamma_fraction
    {
-      typedef std::tr1::tuple result_type;
+      typedef ``__tuple`` result_type;
 
       result_type operator()(T val)
       {
@@ -355,7 +355,7 @@ for each element in the tuple (in addition to the input parameters):
          T err = real_cast(relative_error(true_val, NTL::RR(found_val)) / std::numeric_limits::epsilon());
          //
          // now just return the results as a tuple:
-         return std::tr1::make_tuple(err, iters);
+         return boost::math::make_tuple(err, iters);
       }
    };
 
diff --git a/doc/sf_and_dist/tuple.qbk b/doc/sf_and_dist/tuple.qbk
new file mode 100644
index 000000000..13be58a59
--- /dev/null
+++ b/doc/sf_and_dist/tuple.qbk
@@ -0,0 +1,28 @@
+[section:tuples Tuples]
+
+[h4 Synopsis]
+
+``
+#include 
+``
+
+[h4 Description]
+
+This header defines the type `boost::math::tuple`, the associated free functions `ignore`, `tie`, `make_tuple`, `get`, and associated types
+`tuple_size` and `tuple_element`.
+
+These types and functions are aliases for:
+
+* std::tuple etc when available, otherwise:
+* std::tr1::tuple etc when available, otherwise:
+* boost::fusion::tuple etc if the compiler supports it, otherwise:
+* boost::tuple.
+
+[endsect][/section:Tuples Tuples]
+[/ 
+  Copyright 2010 John Maddock.
+  Distributed under the Boost Software License, Version 1.0.
+  (See accompanying file LICENSE_1_0.txt or copy at
+  http://www.boost.org/LICENSE_1_0.txt).
+]
+
diff --git a/example/Jamfile.v2 b/example/Jamfile.v2
index 906a58d6e..2347d30f7 100644
--- a/example/Jamfile.v2
+++ b/example/Jamfile.v2
@@ -1,6 +1,7 @@
-# \math_toolkit\libs\math\example\jamfile.v2
+# \libs\math\example\jamfile.v2
 # Runs statistics examples
-# Copyright 2007 John Maddock and Paul A. Bristow.
+# Copyright 2007 John Maddock
+# Copyright Paul A. Bristow 2007, 2010.
 # Distributed under the Boost Software License, Version 1.0.
 # (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
 
@@ -28,7 +29,6 @@ project
 
 run binomial_coinflip_example.cpp ;
 run binomial_confidence_limits.cpp ;
-run binomial_example3.cpp ;
 run binomial_example_nag.cpp ;
 run binomial_quiz_example.cpp ;
 run binomial_sample_sizes.cpp ;
diff --git a/example/binomial_coinflip_example.cpp b/example/binomial_coinflip_example.cpp
index 939b44624..26410f42e 100644
--- a/example/binomial_coinflip_example.cpp
+++ b/example/binomial_coinflip_example.cpp
@@ -1,4 +1,4 @@
-// Copyright Paul A. 2007
+// Copyright Paul A. 2007, 2010
 // Copyright John Maddock 2006
 
 // Use, modification and distribution are subject to the
diff --git a/example/binomial_confidence_limits.cpp b/example/binomial_confidence_limits.cpp
index 3e6f46fb8..56ab48c36 100644
--- a/example/binomial_confidence_limits.cpp
+++ b/example/binomial_confidence_limits.cpp
@@ -1,4 +1,6 @@
 // Copyright John Maddock 2006
+// Copyright Paul A. Bristow 2010
+
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
 // (See accompanying file LICENSE_1_0.txt
@@ -11,7 +13,11 @@
 #endif
 
 #include 
+using std::cout; using std::endl;
 #include 
+using std::fixed; using std::left; using std::right; using std::right; using std::setw;
+using std::setprecision;
+
 #include 
 
 void confidence_limits_on_frequency(unsigned trials, unsigned successes)
@@ -21,11 +27,11 @@ void confidence_limits_on_frequency(unsigned trials, unsigned successes)
    // successes = Total number of observed successes.
    //
    // Calculate confidence limits for an observed
-   // frequency of occurrence that follows a binomial
-   // distribution.
+   // frequency of occurrence that follows a binomial distribution.
    //
-   using namespace std;
-   using namespace boost::math;
+   //using namespace std; // Avoid
+   // using namespace boost::math; // potential name ambiguity with std 
+   using boost::math::binomial_distribution;
 
    // Print out general info:
    cout <<
diff --git a/example/binomial_example3.cpp b/example/binomial_example3.cpp
deleted file mode 100644
index 2b0509070..000000000
--- a/example/binomial_example3.cpp
+++ /dev/null
@@ -1,91 +0,0 @@
-// Copyright Paul A. 2006
-// Copyright John Maddock 2006
-// Use, modification and distribution are subject to the
-// Boost Software License, Version 1.0.
-// (See accompanying file LICENSE_1_0.txt
-// or copy at http://www.boost.org/LICENSE_1_0.txt)
-
-// Simple example of computing probabilities for a binomial random variable.
-// Replication of source nag_binomial_dist (g01bjc).
-
-// Shows how to replace NAG C library calls by Boost Math Toolkit C++ calls.
-
-#ifdef _MSC_VER
-#  pragma warning(disable: 4512) // assignment operator could not be generated.
-#  pragma warning(disable: 4510) // default constructor could not be generated.
-#  pragma warning(disable: 4610) // can never be instantiated - user defined constructor required.
-#endif
-
-#include 
-using std::cout;
-using std::endl;
-using std::ios;
-using std::showpoint;
-#include 
-using std::fixed;
-using std::setw;
-#include 
-
-int main()
-{
-  cout << "Example 3 of using the binomial distribution to replicate a NAG library call." << endl;
-  using boost::math::binomial_distribution;
-
-  // This replicates the computation of the examples of using nag-binomial_dist
-  // using g01bjc in section g01 Sample Calculations on Statistical Data.
-  // http://www.nag.co.uk/numeric/cl/manual/pdf/G01/g01bjc.pdf
-  // Program results section 8.3 page 3.g01bjc.3
-    //8.2. Program Data
-    //g01bjc Example Program Data
-    //4 0.50 2 : n, p, k
-    //19 0.44 13
-    //100 0.75 67
-    //2000 0.33 700
-    //8.3. Program Results
-    //g01bjc Example Program Results
-    //n p k plek pgtk peqk
-    //4 0.500 2 0.68750 0.31250 0.37500
-    //19 0.440 13 0.99138 0.00862 0.01939
-    //100 0.750 67 0.04460 0.95540 0.01700
-    //2000 0.330 700 0.97251 0.02749 0.00312
-
-  cout.setf(ios::showpoint); // Trailing zeros to show significant decimal digits.
-  cout.precision(5); // Should be able to calculate this?
-  cout << fixed;
-  //  Binomial distribution.
-  
-  // Note  that  cdf(dist, k) is equivalent to NAG library plek probability of <= k
-  // cdf(complement(dist, k)) is equivalent to NAG library pgtk probability of > k
-  //             pdf(dist, k) is equivalent to NAG library peqk probability of == k
-
-  cout << " n        p     k     plek     pgtk     peqk " << endl;
-  binomial_distribution<>my_dist(4, 0.5);
-  cout << setw(4) << (int)my_dist.trials() <<  "  "  << my_dist.success_fraction() << "   "<< 2 << "  "
-    << cdf(my_dist, 2) << "  " << cdf(complement(my_dist, 2)) << "  " << pdf(my_dist, 2) << endl;
-  binomial_distribution<>two(19, 0.440);
-  cout << setw(4) << (int)two.trials() <<  "  "  << two.success_fraction() << "  " << 13 << "  "
-    << cdf(two, 13) << "  " << cdf(complement(two, 13)) << "  " << pdf(two, 13) << endl;
-  binomial_distribution<>three(100, 0.750);
-  cout << setw(4) << (int)three.trials() <<  "  "  << three.success_fraction() << "  " << 67 << "  "
-    << cdf(three, 67) << "  " << cdf(complement(three, 67)) << "  " << pdf(three, 67) << endl;
-  binomial_distribution<>four(2000, 0.330);
-  cout << setw(4) << (int)four.trials() <<  "  "  << four.success_fraction() << " " << 700 << "  "
-    << cdf(four, 700) << "  " << cdf(complement(four, 700)) << "  " << pdf(four, 700) << endl;
-
-  return 0;
-} // int main()
-
-/*
-
-Autorun "i:\boost-sandbox\math_toolkit\libs\math\test\msvc80\debug\binomial_example3.exe"
-Example 3 of using the binomial distribution.
- n        p     k     plek     pgtk     peqk 
-   4  0.50000   2  0.68750  0.31250  0.37500
-  19  0.44000  13  0.99138  0.00862  0.01939
- 100  0.75000  67  0.04460  0.95540  0.01700
-2000  0.33000 700  0.97251  0.02749  0.00312
-
-
-
- */
-
diff --git a/example/binomial_example_nag.cpp b/example/binomial_example_nag.cpp
index 1020a8cf5..c1d7ee35e 100644
--- a/example/binomial_example_nag.cpp
+++ b/example/binomial_example_nag.cpp
@@ -1,4 +1,4 @@
-// Copyright Paul A. 2007
+// Copyright Paul A. 2007, 2010
 // Copyright John Maddock 2007
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
diff --git a/example/binomial_quiz_example.cpp b/example/binomial_quiz_example.cpp
index f54341a72..2fde414b4 100644
--- a/example/binomial_quiz_example.cpp
+++ b/example/binomial_quiz_example.cpp
@@ -1,4 +1,4 @@
-// Copyright Paul A. Bristow 2007, 2009
+// Copyright Paul A. Bristow 2007, 2009, 2010
 // Copyright John Maddock 2006
 
 // Use, modification and distribution are subject to the
@@ -38,6 +38,10 @@ First, we need to be able to use the binomial distribution constructor
   using std::ios; using std::flush; using std::left; using std::right; using std::fixed;
 #include 
   using std::setw; using std::setprecision;
+#include 
+  using std::exception;
+
+
 //][/binomial_quiz_example1]
 
 int main()
@@ -406,7 +410,7 @@ If guessing then percentiles 1 to 99% will get 0 to 7.788 right.
 
 //] [/discrete_quantile_real]
   }
-  catch(const std::exception& e)
+  catch(const exception& e)
   { // Always useful to include try & catch blocks because
     // default policies are to throw exceptions on arguments that cause
     // errors like underflow, overflow.
diff --git a/example/binomial_sample_sizes.cpp b/example/binomial_sample_sizes.cpp
index 8d3a16069..db9f85978 100644
--- a/example/binomial_sample_sizes.cpp
+++ b/example/binomial_sample_sizes.cpp
@@ -1,4 +1,6 @@
-// (C) Copyright John Maddock 2006
+// Copyright John Maddock 2006
+// Copyright Paul A. Bristow 2010
+
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
 // (See accompanying file LICENSE_1_0.txt
@@ -11,7 +13,11 @@
 #endif
 
 #include 
+using std::cout; using std::endl;
 #include 
+using std::fixed; using std::left; using std::right; using std::right; using std::setw;
+using std::setprecision;
+
 #include 
 
 void find_max_sample_size(double p, unsigned successes)
@@ -25,8 +31,9 @@ void find_max_sample_size(double p, unsigned successes)
    // A typical use would be failure analysis, where you want
    // zero or fewer "successes" with some probability.
    //
-   using namespace std;
-   using namespace boost::math;
+   // using namespace boost::math;
+   // Avoid potential binomial_distribution name ambiguity with std 
+   using boost::math::binomial_distribution;
 
    // Print out general info:
    cout <<
@@ -74,3 +81,96 @@ int main()
    return 0;
 }
 
+
+/*
+
+Output:
+
+  binomial_sample_sizes.cpp
+  binomial_sample_sizes_example.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Debug\binomial_sample_sizes_example.exe
+  ________________________
+  Maximum Number of Trials
+  ________________________
+  
+  Success ratio                           =  0.001
+  Maximum Number of "successes" permitted =  0
+  
+  
+  ____________________________
+  Confidence        Max Number
+   Value (%)        Of Trials 
+  ____________________________
+      50.000            692
+      75.000            287
+      90.000            105
+      95.000             51
+      99.000             10
+      99.900              0
+      99.990              0
+      99.999              0
+  
+  ________________________
+  Maximum Number of Trials
+  ________________________
+  
+  Success ratio                           =  0.0001000
+  Maximum Number of "successes" permitted =  0
+  
+  
+  ____________________________
+  Confidence        Max Number
+   Value (%)        Of Trials 
+  ____________________________
+      50.000           6931
+      75.000           2876
+      90.000           1053
+      95.000            512
+      99.000            100
+      99.900             10
+      99.990              0
+      99.999              0
+  
+  ________________________
+  Maximum Number of Trials
+  ________________________
+  
+  Success ratio                           =  0.0000100
+  Maximum Number of "successes" permitted =  0
+  
+  
+  ____________________________
+  Confidence        Max Number
+   Value (%)        Of Trials 
+  ____________________________
+      50.000          69314
+      75.000          28768
+      90.000          10535
+      95.000           5129
+      99.000           1005
+      99.900            100
+      99.990             10
+      99.999              1
+  
+  ________________________
+  Maximum Number of Trials
+  ________________________
+  
+  Success ratio                           =  0.0000010
+  Maximum Number of "successes" permitted =  0
+  
+  
+  ____________________________
+  Confidence        Max Number
+   Value (%)        Of Trials 
+  ____________________________
+      50.000         693146
+      75.000         287681
+      90.000         105360
+      95.000          51293
+      99.000          10050
+      99.900           1000
+      99.990            100
+      99.999             10
+  
+
+*/
diff --git a/example/c_error_policy_example.cpp b/example/c_error_policy_example.cpp
index f05c9ddef..30a471662 100644
--- a/example/c_error_policy_example.cpp
+++ b/example/c_error_policy_example.cpp
@@ -1,6 +1,6 @@
 // C_error_policy_example.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 // Copyright John Maddock 2007.
 
 // Use, modification and distribution are subject to the
@@ -11,6 +11,8 @@
 // Suppose we want a call to tgamma  to behave in a C-compatible way
 // and set global ::errno rather than throw an exception.
 
+#include  // for ::errno
+
 #include 
 using boost::math::tgamma;
 
@@ -27,7 +29,7 @@ using boost::math::policies::errno_on_error;
 //using boost::math::policies::ignore_error;
 
 //using namespace boost::math::policies;
-//using namespace boost::math;
+//using namespace boost::math; // avoid potential ambiuity with std:: 
 
 // Define a policy:
 typedef policy<
@@ -58,7 +60,7 @@ int main()
          overflow_error(),
          evaluation_error() 
       ));
-  cout << "tgamma(4., make_policy( ...) = " << t << endl; // 6
+  cout << "tgamma(4., make_policy(...) = " << t << endl; // 6
 
   return 0;
 } // int main()
@@ -67,8 +69,13 @@ int main()
 
 Output
 
-Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\c_error_policy_example.exe"
-tgamma(4., C_error_policy() = 6
-tgamma(4., make_policy( ...) = 6
+  c_error_policy_example.cpp
+  Generating code
+  Finished generating code
+  c_error_policy_example.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\c_error_policy_example.exe
+  tgamma(4., C_error_policy() = 6
+  tgamma(4., make_policy(...) = 6
+  tgamma(4., C_error_policy() = 6
+  tgamma(4., make_policy(...) = 6
 
 */
diff --git a/example/chi_square_std_dev_test.cpp b/example/chi_square_std_dev_test.cpp
index 005c861a0..e6b195903 100644
--- a/example/chi_square_std_dev_test.cpp
+++ b/example/chi_square_std_dev_test.cpp
@@ -1,5 +1,5 @@
 // Copyright John Maddock 2006, 2007
-// Copyright Paul A. Bristow 2007
+// Copyright Paul A. Bristow 2010
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -12,8 +12,8 @@ using std::left; using std::fixed; using std::right; using std::scientific;
 #include 
 using std::setw;
 using std::setprecision;
-#include 
 
+#include 
 
 void confidence_limits_on_std_deviation(
         double Sd,    // Sample Standard Deviation
@@ -31,7 +31,7 @@ void confidence_limits_on_std_deviation(
    // contains the true standard deviation or it does not.
    // See http://www.itl.nist.gov/div898/handbook/eda/section3/eda358.htm
 
-  // using namespace boost::math;
+   // using namespace boost::math; // potential name ambiguity with std 
    using boost::math::chi_squared;
    using boost::math::quantile;
    using boost::math::complement;
@@ -76,10 +76,10 @@ void confidence_limits_on_std_deviation(
 
 void confidence_limits_on_std_deviation_alpha(
         double Sd,    // Sample Standard Deviation
-        double alpha  // confidence 
-        )   
+        double alpha  // confidence
+        )
 {  // Calculate confidence intervals for the standard deviation.
-   // for the alpha parameter, for a range number of observations, 
+   // for the alpha parameter, for a range number of observations,
    // from a mere 2 up to a million.
    // O. L. Davies, Statistical Methods in Research and Production, ISBN 0 05 002437 X,
    // 4.33 Page 68, Table H, pp 452 459.
@@ -111,7 +111,7 @@ void confidence_limits_on_std_deviation_alpha(
      unsigned int N = obs[i]; // Observations
      // Start by declaring the distribution with the appropriate :
      chi_squared dist(N - 1);
-     
+
      // Now print out the data for the table row.
       cout << fixed << setprecision(3) << setw(10) << right << N;
       // Calculate limits: (alpha /2 because it is a two-sided (upper and lower limit) test.
@@ -244,17 +244,17 @@ void chi_squared_sample_sized(
    {
       // Confidence value:
       cout << fixed << setprecision(3) << setw(10) << right << 100 * (1-alpha[i]);
-      // calculate df for a lower single-sided test:
+      // Calculate df for a lower single-sided test:
       double df = chi_squared::find_degrees_of_freedom(
          -diff, alpha[i], alpha[i], variance);
-      // convert to sample size:
+      // Convert to integral sample size (df is a floating point value in this implementation):
       double size = ceil(df) + 1;
       // Print size:
       cout << fixed << setprecision(0) << setw(16) << right << size;
-      // calculate df for an upper single-sided test:
+      // Calculate df for an upper single-sided test:
       df = chi_squared::find_degrees_of_freedom(
          diff, alpha[i], alpha[i], variance);
-      // convert to sample size:
+      // Convert to integral sample size:
       size = ceil(df) + 1;
       // Print size:
       cout << fixed << setprecision(0) << setw(16) << right << size << endl;
diff --git a/example/distribution_construction.cpp b/example/distribution_construction.cpp
index fb7b54aac..0c2a28384 100644
--- a/example/distribution_construction.cpp
+++ b/example/distribution_construction.cpp
@@ -1,6 +1,6 @@
 // distribution_construction.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -39,27 +39,25 @@ Several examples of constructing distributions follow:
 */
 //] [/distribution_construction1 end of Quickbook in C++ markup]
 
-
-
-
 int main()
 {
 //[distribution_construction2
-/*` 
+/*`
 First, a negative binomial distribution with 8 successes
 and a success fraction 0.25, 25% or 1 in 4, is constructed like this:
 */
   boost::math::negative_binomial_distribution mydist0(8., 0.25);
   /*`
-  But this is inconveniently long, so by writing
+  But this is inconveniently long, so we might be tempted to write
   */
   using namespace boost::math;
   /*`
-  or
+  but this might risk ambiguity with names in std random so
+  *much better is explicit `using boost::math:: ` * ... statements like
   */
   using boost::math::negative_binomial_distribution;
   /*`
-  we can reduce typing.
+  and we can still reduce typing.
 
   Since the vast majority of applications use will be using double precision,
   the template argument to the distribution (RealType) defaults
@@ -75,7 +73,7 @@ and a success fraction 0.25, 25% or 1 in 4, is constructed like this:
      typedef negative_binomial_distribution negative_binomial; // Reserved name of type double.
 
   [caution
-  This convenience typedef is /not/ provided if a clash would occur 
+  This convenience typedef is /not/ provided if a clash would occur
   with the name of a function: currently only "beta" and "gamma"
   fall into this category.
   ]
@@ -84,7 +82,7 @@ and a success fraction 0.25, 25% or 1 in 4, is constructed like this:
   */
 
   using boost::math::negative_binomial;
-  
+
   /*`
   we have a convenient typedef to `negative_binomial_distribution`:
   */
@@ -113,7 +111,7 @@ and a success fraction 0.25, 25% or 1 in 4, is constructed like this:
   /*`
   For cases when the typdef distribution name would clash with a math special function
   (currently only beta and gamma)
-  the typedef is deliberately not provided, and the longer version of the name 
+  the typedef is deliberately not provided, and the longer version of the name
   must be used.  For example do not use:
 
      using boost::math::beta;
@@ -121,12 +119,12 @@ and a success fraction 0.25, 25% or 1 in 4, is constructed like this:
 
   Which produces the error messages:
 
-  [pre 
+  [pre
   error C2146: syntax error : missing ';' before identifier 'mybetad0'
   warning C4551: function call missing argument list
   error C3861: 'mybetad0': identifier not found
   ]
-  
+
   Instead you should use:
   */
   using boost::math::beta_distribution;
@@ -139,41 +137,41 @@ and a success fraction 0.25, 25% or 1 in 4, is constructed like this:
   /*`
   We can, of course, still provide the type explicitly thus:
   */
-  
+
   // Explicit double precision:
-  negative_binomial_distribution        mydist1(8., 0.25); 
+  negative_binomial_distribution        mydist1(8., 0.25);
 
   // Explicit float precision, double arguments are truncated to float:
   negative_binomial_distribution         mydist2(8., 0.25);
 
   // Explicit float precision, integer & double arguments converted to float.
-  negative_binomial_distribution         mydist3(8, 0.25); 
+  negative_binomial_distribution         mydist3(8, 0.25);
 
   // Explicit float precision, float arguments, so no conversion:
-  negative_binomial_distribution         mydist4(8.F, 0.25F); 
+  negative_binomial_distribution         mydist4(8.F, 0.25F);
 
   // Explicit float precision, integer arguments promoted to float.
-  negative_binomial_distribution         mydist5(8, 1); 
+  negative_binomial_distribution         mydist5(8, 1);
 
   // Explicit double precision:
-  negative_binomial_distribution        mydist6(8., 0.25); 
+  negative_binomial_distribution        mydist6(8., 0.25);
 
   // Explicit long double precision:
-  negative_binomial_distribution   mydist7(8., 0.25); 
+  negative_binomial_distribution   mydist7(8., 0.25);
 
   /*`
   And if you have your own RealType called MyFPType,
   for example NTL RR (an arbitrary precision type), then we can write:
-  
+
      negative_binomial_distribution  mydist6(8, 1); // Integer arguments -> MyFPType.
 
   [heading Default arguments to distribution constructors.]
 
   Note that default constructor arguments are only provided for some distributions.
   So if you wrongly assume a default argument you will get an error message, for example:
-  
+
      negative_binomial_distribution<> mydist8;
-  
+
   [pre error C2512 no appropriate default constructor available.]
 
   No default constructors are provided for the negative binomial,
@@ -181,13 +179,13 @@ and a success fraction 0.25, 25% or 1 in 4, is constructed like this:
   For other distributions, like the normal distribution,
   it is obviously very useful to provide 'standard'
   defaults for the mean and standard deviation thus:
-  
+
       normal_distribution(RealType mean = 0, RealType sd = 1);
 
   So in this case we can write:
   */
   using boost::math::normal;
-  
+
   normal norm1;       // Standard normal distribution.
   normal norm2(2);    // Mean = 2, std deviation = 1.
   normal norm3(2, 3); // Mean = 2, std deviation = 3.
diff --git a/example/error_handling_example.cpp b/example/error_handling_example.cpp
index 5b06a407e..9fd23d79f 100644
--- a/example/error_handling_example.cpp
+++ b/example/error_handling_example.cpp
@@ -1,6 +1,6 @@
 // example_error_handling.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 // Copyright John Maddock 2007.
 
 // Use, modification and distribution are subject to the
@@ -11,6 +11,11 @@
 // Note that this file contains quickbook markup as well as code
 // and comments, don't change any of the special comment markups!
 
+// Optional macro definitions described in text below:
+//   #define BOOST_MATH_DOMAIN_ERROR_POLICY ignore_error
+//   #define BOOST_MATH_DOMAIN_ERROR_POLICY errno_on_error
+//   #define BOOST_MATH_DOMAIN_ERROR_POLICY is set to: throw_on_error
+
 //[error_handling_example
 /*`
 The following example demonstrates the effect of
@@ -59,11 +64,9 @@ We'll begin our sample program with the needed includes:
    using std::exception;
 
 /*`
-
 Next we'll define the program's main() to call the student's t
-distribution with an invalid degrees of freedom parameter, the program
-is set up to handle either an exception or a NaN:
-
+distribution with an invalid degrees of freedom parameter,
+the program is set up to handle either an exception or a NaN:
 */
 
 int main()
@@ -77,14 +80,17 @@ int main()
 
    try
    {
-      errno = 0;
-      students_t dist(degrees_of_freedom); // exception is thrown here if enabled
+      errno = 0; // Clear/reset.
+      students_t dist(degrees_of_freedom); // exception is thrown here if enabled.
       double p = cdf(dist, t);
-      // test for error reported by other means:
+      // Test for error reported by other means:
       if((boost::math::isnan)(p))
       {
          cout << "cdf returned a NaN!" << endl;
-         cout << "errno is set to: " << errno << endl;
+         if (errno != 0)
+         { // So errno has been set.
+           cout << "errno is set to: " << errno << endl;
+         }
       }
       else
          cout << "Probability of Student's t is " << p << endl;
@@ -94,14 +100,13 @@ int main()
       std::cout <<
          "\n""Message from thrown exception was:\n   " << e.what() << std::endl;
    }
-
    return 0;
 } // int main()
 
 /*`
 
 Here's what the program output looks like with a default build
-(one that does throw exceptions):
+(one that *does throw exceptions*):
 
 [pre
 Example error handling using Student's t function.
@@ -122,14 +127,13 @@ Now the program output is:
 Example error handling using Student's t function.
 BOOST_MATH_DOMAIN_ERROR_POLICY is set to: ignore_error
 cdf returned a NaN!
-errno is set to: 0
 ]
 
 And finally let's build with:
 
    #define BOOST_MATH_DOMAIN_ERROR_POLICY errno_on_error
 
-Which gives the output:
+Which gives the output show errno:
 
 [pre
 Example error handling using Student's t function.
diff --git a/example/error_policies_example.cpp b/example/error_policies_example.cpp
index e3e1e1098..289d1016b 100644
--- a/example/error_policies_example.cpp
+++ b/example/error_policies_example.cpp
@@ -1,6 +1,6 @@
 // error_policies_example.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 // Copyright John Maddock 2007.
 
 // Use, modification and distribution are subject to the
@@ -15,12 +15,13 @@
    using boost::math::students_t;  // Probability of students_t(df, t).
    using boost::math::students_t_distribution;
 
-//  using namespace boost::math;
+//  using namespace boost::math; causes:
 //.\error_policy_normal.cpp(30) : error C2872: 'policy' : ambiguous symbol
-//        could be 'I:\Boost-sandbox\math_toolkit\boost/math/policies/policy.hpp(392) : boost::math::policies::policy'
+//        could be '\boost/math/policies/policy.hpp(392) : boost::math::policies::policy'
 //        or 'boost::math::policies'
 
-  // So can't use this using namespace command.
+// So should not use this 'using namespace boost::math;' command.
+
 // Suppose we want a statistical distribution to return infinities,
 // rather than throw exceptions (the default policy), then we can use:
 
@@ -29,6 +30,8 @@
    using std::cout;
    using std::endl;
 
+// using namespace boost::math::policies; or
+
 using boost::math::policies::policy;
 // Possible errors
 using boost::math::policies::overflow_error;
@@ -37,7 +40,6 @@ using boost::math::policies::domain_error;
 using boost::math::policies::pole_error;
 using boost::math::policies::denorm_error;
 using boost::math::policies::evaluation_error;
-
 using boost::math::policies::ignore_error;
 
 // Define a custom policy to ignore just overflow:
@@ -89,11 +91,15 @@ int main()
 
 Output:
 
-quantile(my_normal(), 0.05); = -1.64485
-quantile(my_normal(), 0.); = -1.#INF
-quantile(my_normal(), 0.); = -1.#INF
-quantile(my_students_t(), 0.); = 1.#QNAN
-quantile(my_normal2(), 0.); = -2.32635
-quantile(my_normal2(), 0.); = -1.#INF
+error_policies_example.cpp
+  Generating code
+  Finished generating code
+  error_policy_normal_example.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\error_policies_example.exe
+  quantile(my_normal(), 0.05); = -1.64485
+  quantile(my_normal(), 0.); = -1.#INF
+  quantile(my_normal(), 0.); = -1.#INF
+  quantile(my_students_t(), 0.); = 1.#QNAN
+  quantile(my_normal2(), 0.); = -2.32635
+  quantile(my_normal2(), 0.); = -1.#INF
 
 */
diff --git a/example/error_policy_example.cpp b/example/error_policy_example.cpp
index cbe875481..e20a3c01b 100644
--- a/example/error_policy_example.cpp
+++ b/example/error_policy_example.cpp
@@ -1,6 +1,6 @@
 // example_policy_handling.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 // Copyright John Maddock 2007.
 
 // Use, modification and distribution are subject to the
@@ -14,13 +14,17 @@
 // for student's t distribution CDF,
 // and catching the exception.
 
-// See error_handling_policies for more examples.
+// See error_handling_policies.cpp for more examples.
 
 // Boost
 #include 
 using boost::math::students_t_distribution;  // Probability of students_t(df, t).
 using boost::math::students_t;  // Probability of students_t(df, t) convenience typedef for double.
 
+using boost::math::policies::policy;
+using boost::math::policies::domain_error;
+using boost::math::policies::ignore_error;
+
 // std
 #include 
    using std::cout;
@@ -29,16 +33,12 @@ using boost::math::students_t;  // Probability of students_t(df, t) convenience
 #include 
    using std::exception;
 
-using boost::math::policies::policy;
-using boost::math::policies::domain_error;
-using boost::math::policies::ignore_error;
-
 // Define a (bad?) policy to ignore domain errors ('bad' arguments):
 typedef policy<
       domain_error
       > my_policy;
 
-// Define my distribution with this different domain error policy:
+// Define my_students_t distribution with this different domain error policy:
 typedef students_t_distribution my_students_t;
 
 int main()
@@ -49,15 +49,16 @@ int main()
 
   try
   {
-    cout << "Probability of ignore_error Student's t is " << cdf(my_students_t(degrees_of_freedom), t) << endl;
+    cout << "Probability of ignore_error Student's t is "
+      << cdf(my_students_t(degrees_of_freedom), t) << endl;
     cout << "Probability of default error policy Student's t is " << endl;
-    // BY contrast the students_t distribution default domain error policy is to throw,
+    // By contrast the students_t distribution default domain error policy is to throw,
     cout << cdf(students_t(-1), -1) << endl;  // so this will throw.
-    /*`
+/*`
     Message from thrown exception was:
    Error in function boost::math::students_t_distribution::students_t_distribution:
    Degrees of freedom argument is -1, but must be > 0 !
-   */
+*/
 
     // We could also define a 'custom' distribution
     // with an "ignore overflow error policy" in a single statement:
@@ -78,11 +79,15 @@ int main()
 
 Output:
 
-Example error handling using Student's t function. 
-Probability of ignore_error Student's t is 1.#QNAN
-Probability of default error policy Student's t is 
-Message from thrown exception was:
-   Error in function boost::math::students_t_distribution::students_t_distribution:
-   Degrees of freedom argument is -1, but must be > 0 !
+   error_policy_example.cpp
+  Generating code
+  Finished generating code
+  error_policy_example.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\error_policy_example.exe
+  Example error handling using Student's t function. 
+  Probability of ignore_error Student's t is 1.#QNAN
+  Probability of default error policy Student's t is 
+  
+  Message from thrown exception was:
+     Error in function boost::math::students_t_distribution::students_t_distribution: Degrees of freedom argument is -1, but must be > 0 !
 
 */
diff --git a/example/f_test.cpp b/example/f_test.cpp
index 4a260b3a5..f7fabdee3 100644
--- a/example/f_test.cpp
+++ b/example/f_test.cpp
@@ -1,5 +1,5 @@
 // Copyright John Maddock 2006
-// Copyright Paul A. Bristow 2007, 2008
+// Copyright Paul A. Bristow 2007, 2008, 2010
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -10,11 +10,16 @@
 #  pragma warning(disable: 4512) // assignment operator could not be generated.
 #  pragma warning(disable: 4510) // default constructor could not be generated.
 #  pragma warning(disable: 4610) // can never be instantiated - user defined constructor required.
-#  pragma warning(disable: 4180) // qualifier has no effect (in fusion).
+#  pragma warning(disable: 4180) // qualifier has no effect (in Fusion).
 #endif
 
 #include 
+using std::cout; using std::endl;
+using std::left; using std::fixed; using std::right; using std::scientific;
 #include 
+using std::setw;
+using std::setprecision;
+
 #include 
 
 void f_test(
@@ -33,8 +38,8 @@ void f_test(
    // difference is not down to chance.
    // See http://www.itl.nist.gov/div898/handbook/eda/section3/eda359.htm
    //
-   using namespace std;
-   using namespace boost::math;
+   // Avoid "using namespace boost::math;" because of potential name ambiguity.
+   using boost::math::fisher_f;
 
    // Print header:
    cout <<
@@ -126,60 +131,120 @@ int main()
 
 Output:
 
-____________________________________
-F test for equal standard deviations
-____________________________________
-
-Sample 1:
-Number of Observations                                 =  240
-Sample Standard Deviation                              =  65.549
-
-Sample 2:
-Number of Observations                                 =  240
-Sample Standard Deviation                              =  61.854
-
-Test Statistic                                         =  1.123
-
-CDF of test statistic:                                 =  8.148e-001
-Upper Critical Value at alpha:                         =  1.238e+000
-Upper Critical Value at alpha/2:                       =  1.289e+000
-Lower Critical Value at alpha:                         =  8.080e-001
-Lower Critical Value at alpha/2:                       =  7.756e-001
-
-Results for Alternative Hypothesis and alpha           =  0.0500
-
-Alternative Hypothesis                                    Conclusion
-Standard deviations are unequal (two sided test)          REJECTED
-Standard deviation 1 is less than standard deviation 2    REJECTED
-Standard deviation 1 is greater than standard deviation 2 REJECTED
-
-
-____________________________________
-F test for equal standard deviations
-____________________________________
-
-Sample 1:
-Number of Observations                                 =  11.00000
-Sample Standard Deviation                              =  4.90820
-
-Sample 2:
-Number of Observations                                 =  9.00000
-Sample Standard Deviation                              =  2.58740
-
-Test Statistic                                         =  3.59847
-
-CDF of test statistic:                                 =  9.589e-001
-Upper Critical Value at alpha:                         =  3.347e+000
-Upper Critical Value at alpha/2:                       =  4.295e+000
-Lower Critical Value at alpha:                         =  3.256e-001
-Lower Critical Value at alpha/2:                       =  2.594e-001
-
-Results for Alternative Hypothesis and alpha           =  0.0500
-
-Alternative Hypothesis                                    Conclusion
-Standard deviations are unequal (two sided test)          REJECTED
-Standard deviation 1 is less than standard deviation 2    REJECTED
-Standard deviation 1 is greater than standard deviation 2 NOT REJECTED
+  f_test.cpp
+  F-test_example1.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Debug\F_test_example1.exe
+  ____________________________________
+  F test for equal standard deviations
+  ____________________________________
+  
+  Sample 1:
+  Number of Observations                                 =  240
+  Sample Standard Deviation                              =  65.549
+  
+  Sample 2:
+  Number of Observations                                 =  240
+  Sample Standard Deviation                              =  61.854
+  
+  Test Statistic                                         =  1.123
+  
+  CDF of test statistic:                                 =  8.148e-001
+  Upper Critical Value at alpha:                         =  1.238e+000
+  Upper Critical Value at alpha/2:                       =  1.289e+000
+  Lower Critical Value at alpha:                         =  8.080e-001
+  Lower Critical Value at alpha/2:                       =  7.756e-001
+  
+  Results for Alternative Hypothesis and alpha           =  0.0500
+  
+  Alternative Hypothesis                                    Conclusion
+  Standard deviations are unequal (two sided test)          REJECTED
+  Standard deviation 1 is less than standard deviation 2    REJECTED
+  Standard deviation 1 is greater than standard deviation 2 REJECTED
+  
+  
+  ____________________________________
+  F test for equal standard deviations
+  ____________________________________
+  
+  Sample 1:
+  Number of Observations                                 =  11.00000
+  Sample Standard Deviation                              =  4.90820
+  
+  Sample 2:
+  Number of Observations                                 =  9.00000
+  Sample Standard Deviation                              =  2.58740
+  
+  Test Statistic                                         =  3.59847
+  
+  CDF of test statistic:                                 =  9.589e-001
+  Upper Critical Value at alpha:                         =  3.347e+000
+  Upper Critical Value at alpha/2:                       =  4.295e+000
+  Lower Critical Value at alpha:                         =  3.256e-001
+  Lower Critical Value at alpha/2:                       =  2.594e-001
+  
+  Results for Alternative Hypothesis and alpha           =  0.0500
+  
+  Alternative Hypothesis                                    Conclusion
+  Standard deviations are unequal (two sided test)          REJECTED
+  Standard deviation 1 is less than standard deviation 2    REJECTED
+  Standard deviation 1 is greater than standard deviation 2 NOT REJECTED
+  
+  
+  ____________________________________
+  F test for equal standard deviations
+  ____________________________________
+  
+  Sample 1:
+  Number of Observations                                 =  240
+  Sample Standard Deviation                              =  65.549
+  
+  Sample 2:
+  Number of Observations                                 =  240
+  Sample Standard Deviation                              =  61.854
+  
+  Test Statistic                                         =  1.123
+  
+  CDF of test statistic:                                 =  8.148e-001
+  Upper Critical Value at alpha:                         =  1.238e+000
+  Upper Critical Value at alpha/2:                       =  1.289e+000
+  Lower Critical Value at alpha:                         =  8.080e-001
+  Lower Critical Value at alpha/2:                       =  7.756e-001
+  
+  Results for Alternative Hypothesis and alpha           =  0.0500
+  
+  Alternative Hypothesis                                    Conclusion
+  Standard deviations are unequal (two sided test)          REJECTED
+  Standard deviation 1 is less than standard deviation 2    REJECTED
+  Standard deviation 1 is greater than standard deviation 2 REJECTED
+  
+  
+  ____________________________________
+  F test for equal standard deviations
+  ____________________________________
+  
+  Sample 1:
+  Number of Observations                                 =  11.00000
+  Sample Standard Deviation                              =  4.90820
+  
+  Sample 2:
+  Number of Observations                                 =  9.00000
+  Sample Standard Deviation                              =  2.58740
+  
+  Test Statistic                                         =  3.59847
+  
+  CDF of test statistic:                                 =  9.589e-001
+  Upper Critical Value at alpha:                         =  3.347e+000
+  Upper Critical Value at alpha/2:                       =  4.295e+000
+  Lower Critical Value at alpha:                         =  3.256e-001
+  Lower Critical Value at alpha/2:                       =  2.594e-001
+  
+  Results for Alternative Hypothesis and alpha           =  0.0500
+  
+  Alternative Hypothesis                                    Conclusion
+  Standard deviations are unequal (two sided test)          REJECTED
+  Standard deviation 1 is less than standard deviation 2    REJECTED
+  Standard deviation 1 is greater than standard deviation 2 NOT REJECTED
+  
+ 
 
 */
 
diff --git a/example/find_location_example.cpp b/example/find_location_example.cpp
index 85a369493..97c5302a5 100644
--- a/example/find_location_example.cpp
+++ b/example/find_location_example.cpp
@@ -1,6 +1,6 @@
 // find_location.cpp
 
-// Copyright Paul A. Bristow 2008.
+// Copyright Paul A. Bristow 2008, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -13,9 +13,9 @@
 // Note that this file contains Quickbook mark-up as well as code
 // and comments, don't change any of the special comment mark-ups!
 
-#ifdef _MSC_VER
-#  pragma warning(disable: 4180) // qualifier has no effect (in fusion).
-#endif
+//#ifdef _MSC_VER
+//#  pragma warning(disable: 4180) // qualifier has no effect (in Fusion).
+//#endif
 
 //[find_location1
 /*`
@@ -40,11 +40,12 @@ the algorithms to find location (and some std output of course).
   using std::setw; using std::setprecision;
 #include 
   using std::numeric_limits;
+
 //] [/find_location1]
 
 int main()
 {
-  cout << "Example: Find location (mean)." << endl;
+  cout << "Example: Find location (or mean)." << endl;
   try
   {
 //[find_location2
diff --git a/example/find_mean_and_sd_normal.cpp b/example/find_mean_and_sd_normal.cpp
index 234123e8f..9a09c7a8c 100644
--- a/example/find_mean_and_sd_normal.cpp
+++ b/example/find_mean_and_sd_normal.cpp
@@ -1,6 +1,6 @@
 // find_mean_and_sd_normal.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -36,6 +36,8 @@ the algorithms to find location and scale
   using std::setw; using std::setprecision;
 #include 
   using std::numeric_limits;
+#include 
+  using std::exception;
 //] [/normal_std Quickbook]
 
 int main()
@@ -364,13 +366,13 @@ The scale can be variation in dispensing or uncertainty in measurement.
 //] [/normal_find_location_and_scale_eg Quickbook end]
 
   }
-  catch(const std::exception& e)
+  catch(const exception& e)
   { // Always useful to include try & catch blocks because default policies
     // are to throw exceptions on arguments that cause errors like underflow, overflow.
     // Lacking try & catch blocks, the program will abort without a message below,
     // which may give some helpful clues as to the cause of the exception.
-    std::cout <<
-      "\n""Message from thrown exception was:\n   " << e.what() << std::endl;
+    cout <<
+      "\n""Message from thrown exception was:\n   " << e.what() << endl;
   }
   return 0;
 }  // int main()
diff --git a/example/find_root_example.cpp b/example/find_root_example.cpp
index 53bdc99b5..65b2f3b97 100644
--- a/example/find_root_example.cpp
+++ b/example/find_root_example.cpp
@@ -1,6 +1,6 @@
 // find_root_example.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -29,10 +29,11 @@ First we need some includes to access the normal distribution
   using std::setw; using std::setprecision;
 #include 
   using std::numeric_limits;
+#include 
+  using std::exception;
+
 //] //[/root_find1]
-
-
-
+  
 int main()
 {
   cout << "Example: Normal distribution, root finding.";
diff --git a/example/find_scale_example.cpp b/example/find_scale_example.cpp
index 83d12fd08..b3b42b468 100644
--- a/example/find_scale_example.cpp
+++ b/example/find_scale_example.cpp
@@ -1,6 +1,6 @@
 // find_scale.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
diff --git a/example/laplace_example.cpp b/example/laplace_example.cpp
index b1652f041..ed99dba21 100644
--- a/example/laplace_example.cpp
+++ b/example/laplace_example.cpp
@@ -1,6 +1,6 @@
 // laplace_example.cpp
 
-// Copyright Paul A. Bristow 2008.
+// Copyright Paul A. Bristow 2008, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -128,7 +128,6 @@ is 0.05 = 1 - 0.95 (for a one-sided test), so we can write
   return 0;
 }  // int main()
 
-
 /*
 
 Output is:
@@ -166,6 +165,5 @@ Area for laplace z = 2 is 0.932332
 95% of gaussian area has a z between 1.95996 and -1.95996
 95% of laplace area has a z between 2.99573 and -2.99573
 
-
 */
 
diff --git a/example/nc_chi_sq_example.cpp b/example/nc_chi_sq_example.cpp
index 73e5b95c5..189badd01 100644
--- a/example/nc_chi_sq_example.cpp
+++ b/example/nc_chi_sq_example.cpp
@@ -1,4 +1,5 @@
 // Copyright John Maddock 2008
+// Copyright Paul A. Bristow 2010
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
 // (See accompanying file LICENSE_1_0.txt
@@ -24,7 +25,12 @@ First we need some includes to access the non-central chi squared distribution
 */
 
 #include 
+using boost::math::chi_squared;
+using boost::math::non_central_chi_squared;
+
 #include 
+using std::cout; using std::endl;
+using std::setprecision;
 
 int main()
 {
@@ -32,12 +38,12 @@ int main()
    Create a table of the power of the [chi][super 2] test at
    5% significance level, start with a table header:
    */
-   std::cout << "[table\n[[[nu]]";
+   cout << "[table\n[[[nu]]";
    for(int lam = 2; lam <= 20; lam += 2)
    {
-      std::cout << "[[lambda]=" << lam << "]";
+      cout << "[[lambda]=" << lam << "]";
    }
-   std::cout << "]\n";
+   cout << "]\n";
 
    /*`
    (Note: the enclosing [] brackets are to format as a table in Boost.Quickbook).
@@ -48,26 +54,26 @@ int main()
 
    for(int n = 2; n <= 20; ++n)
    {
-      std::cout << "[[" << n << "]";
+      cout << "[[" << n << "]";
       for(int lam = 2; lam <= 20; lam += 2)
       {
          /*`
          Calculate the [chi][super 2] statistic for a 5% significance:
          */
-         double cs = quantile(complement(boost::math::chi_squared(n), 0.05));
+         double cs = quantile(complement(chi_squared(n), 0.05));
          /*`
          The power of the test is given by the complement of the CDF
          of the non-central [chi][super 2] distribution:
          */
-         double beta = cdf(complement(boost::math::non_central_chi_squared(n, lam), cs));
+         double beta = cdf(complement(non_central_chi_squared(n, lam), cs));
          /*`
          Then output the cell value:
          */
-         std::cout << "[" << std::setprecision(3) << beta << "]";
+         cout << "[" << setprecision(3) << beta << "]";
       }
-      std::cout << "]" << std::endl;
+      cout << "]" << endl;
    }
-   std::cout << "]" << std::endl;
+   cout << "]" << endl;
 }
 
 /*`
diff --git a/example/neg_binom_confidence_limits.cpp b/example/neg_binom_confidence_limits.cpp
index 1359038ea..4de255687 100644
--- a/example/neg_binom_confidence_limits.cpp
+++ b/example/neg_binom_confidence_limits.cpp
@@ -1,7 +1,7 @@
 // neg_binomial_confidence_limits.cpp
 
 // Copyright John Maddock 2006
-// Copyright Paul A. Bristow 2007
+// Copyright Paul A. Bristow 2007, 2010
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
 // (See accompanying file LICENSE_1_0.txt
diff --git a/example/neg_binomial_sample_sizes.cpp b/example/neg_binomial_sample_sizes.cpp
index def7b1553..0495cff80 100644
--- a/example/neg_binomial_sample_sizes.cpp
+++ b/example/neg_binomial_sample_sizes.cpp
@@ -1,7 +1,8 @@
 // neg_binomial_sample_sizes.cpp
 
-// Copyright Paul A. Bristow 2007
 // Copyright John Maddock 2006
+// Copyright Paul A. Bristow 2007, 2010
+
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
 // (See accompanying file LICENSE_1_0.txt
diff --git a/example/negative_binomial_example1.cpp b/example/negative_binomial_example1.cpp
index ce5c50999..928811d09 100644
--- a/example/negative_binomial_example1.cpp
+++ b/example/negative_binomial_example1.cpp
@@ -1,6 +1,6 @@
 // negative_binomial_example1.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
diff --git a/example/negative_binomial_example2.cpp b/example/negative_binomial_example2.cpp
index aba8350c3..601180c34 100644
--- a/example/negative_binomial_example2.cpp
+++ b/example/negative_binomial_example2.cpp
@@ -1,6 +1,6 @@
 // negative_binomial_example2.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
diff --git a/example/normal_misc_examples.cpp b/example/normal_misc_examples.cpp
index f57707cfe..9453105ba 100644
--- a/example/normal_misc_examples.cpp
+++ b/example/normal_misc_examples.cpp
@@ -1,6 +1,6 @@
 // normal_misc_examples.cpp
 
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -504,6 +504,3 @@ Fraction too long [ P(X > 4.10) ] is 0.0668
 95% of bolts are shorter than 4.11
 
 */
-
-
-
diff --git a/example/policy_eg_1.cpp b/example/policy_eg_1.cpp
index 8b58c4cab..cc3de9bb2 100644
--- a/example/policy_eg_1.cpp
+++ b/example/policy_eg_1.cpp
@@ -1,17 +1,21 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A> Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
 
 #include 
+using std::cout; using std::endl;
+#include  // for ::errno
 
 //[policy_eg_1
 
 #include 
-//
+using boost::math::tgamma;
+
 // Define the policy to use:
-//
 using namespace boost::math::policies;
+
 typedef policy<
    domain_error,
    pole_error,
@@ -20,17 +24,34 @@ typedef policy<
 > c_policy;
 //
 // Now use the policy when calling tgamma:
-//
+
+// http://msdn.microsoft.com/en-us/library/t3ayayh1.aspx 
+// Microsoft errno declared in STDLIB.H as "extern int errno;" 
+
 int main()
 {
-   errno = 0;
-   std::cout << "Result of tgamma(30000) is: " 
-      << boost::math::tgamma(30000, c_policy()) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-   std::cout << "Result of tgamma(-10) is: " 
-      << boost::math::tgamma(-10, c_policy()) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-}
+   errno = 0; // Reset.
+   cout << "Result of tgamma(30000) is: " 
+      << tgamma(30000, c_policy()) << endl; // Too big parameter
+   cout << "errno = " << errno << endl; // errno 34 Numerical result out of range.
+   cout << "Result of tgamma(-10) is: " 
+      << boost::math::tgamma(-10, c_policy()) << endl; // Negative parameter.
+   cout << "errno = " << errno << endl; // error 33 Numerical argument out of domain.
+} // int main()
 
 //]
 
+/* Output
+
+policy_eg_1.cpp
+  Generating code
+  Finished generating code
+  policy_eg_1.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\policy_eg_1.exe
+  Result of tgamma(30000) is: 1.#INF
+  errno = 34
+  Result of tgamma(-10) is: 1.#QNAN
+  errno = 33
+
+*/
+
+
diff --git a/example/policy_eg_10.cpp b/example/policy_eg_10.cpp
index 0a352020c..87f84c090 100644
--- a/example/policy_eg_10.cpp
+++ b/example/policy_eg_10.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -16,22 +17,42 @@ use the 50-sample binomial distribution with a
 success fraction of 0.5 once again, and calculate
 all the possible quantiles at 0.05 and 0.95.
 
-Begin by including the needed headers:
+Begin by including the needed headers (and some using statements for conciseness):
 
 */
-
 #include 
-#include 
+using std::cout; using std::endl;
+using std::left; using std::fixed; using std::right; using std::scientific;
+#include 
+using std::setw;
+using std::setprecision;
 
+#include 
 /*`
 
 Next we'll bring the needed declarations into scope, and
 define distribution types for all the available rounding policies:
 
 */
+// Avoid 
+// using namespace std; // and 
+// using namespace boost::math;
+// to avoid potential ambiguity of names, like binomial.
+// using namespace boost::math::policies; is small risk, but
+// the necessary items are brought into scope thus:
 
-using namespace boost::math::policies;
-using namespace boost::math;
+using boost::math::binomial_distribution;
+using boost::math::policies::policy;
+using boost::math::policies::discrete_quantile;
+
+using boost::math::policies::integer_round_outwards;
+using boost::math::policies::integer_round_down;
+using boost::math::policies::integer_round_up;
+using boost::math::policies::integer_round_nearest;
+using boost::math::policies::integer_round_inwards;
+using boost::math::policies::real;
+
+using boost::math::binomial_distribution; // Not std::binomial_distribution.
 
 typedef binomial_distribution<
             double, 
@@ -64,108 +85,99 @@ typedef binomial_distribution<
         binom_real_quantile;
 
 /*`
-
 Now let's set to work calling those quantiles:
-
 */
 
 int main()
 {
-   std::cout << 
+   cout << 
       "Testing rounding policies for a 50 sample binomial distribution,\n"
       "with a success fraction of 0.5.\n\n"
       "Lower quantiles are calculated at p = 0.05\n\n"
       "Upper quantiles at p = 0.95.\n\n";
 
-   std::cout << std::setw(25) << std::right
-      << "Policy"<< std::setw(18) << std::right 
-      << "Lower Quantile" << std::setw(18) << std::right 
-      << "Upper Quantile" << std::endl;
+   cout << setw(25) << right
+      << "Policy"<< setw(18) << right 
+      << "Lower Quantile" << setw(18) << right 
+      << "Upper Quantile" << endl;
    
    // Test integer_round_outwards:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "integer_round_outwards"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_outwards(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_outwards(50, 0.5), 0.95) 
-      << std::endl;
+      << endl;
    
    // Test integer_round_inwards:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "integer_round_inwards"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_inwards(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_inwards(50, 0.5), 0.95) 
-      << std::endl;
+      << endl;
    
    // Test integer_round_down:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "integer_round_down"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_down(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_down(50, 0.5), 0.95) 
-      << std::endl;
+      << endl;
    
    // Test integer_round_up:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "integer_round_up"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_up(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_up(50, 0.5), 0.95) 
-      << std::endl;
+      << endl;
    
    // Test integer_round_nearest:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "integer_round_nearest"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_nearest(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_round_nearest(50, 0.5), 0.95) 
-      << std::endl;
+      << endl;
    
    // Test real:
-   std::cout << std::setw(25) << std::right
+   cout << setw(25) << right
       << "real"
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_real_quantile(50, 0.5), 0.05)
-      << std::setw(18) << std::right
+      << setw(18) << right
       << quantile(binom_real_quantile(50, 0.5), 0.95) 
-      << std::endl;
-}
+      << endl;
+} // int main()
 
 /*`
 
 Which produces the program output:
 
 [pre
-Testing rounding policies for a 50 sample binomial distribution,
-with a success fraction of 0.5.
-
-Lower quantiles are calculated at p = 0.05
-
-Upper quantiles at p = 0.95.
-
-Testing rounding policies for a 50 sample binomial distribution,
-with a success fraction of 0.5.
-
-Lower quantiles are calculated at p = 0.05
-
-Upper quantiles at p = 0.95.
-
-                   Policy    Lower Quantile    Upper Quantile
-   integer_round_outwards                18                31
-    integer_round_inwards                19                30
-       integer_round_down                18                30
-         integer_round_up                19                31
-    integer_round_nearest                19                30
-                     real            18.701            30.299
+  policy_eg_10.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\policy_eg_10.exe
+  Testing rounding policies for a 50 sample binomial distribution,
+  with a success fraction of 0.5.
+  
+  Lower quantiles are calculated at p = 0.05
+  
+  Upper quantiles at p = 0.95.
+  
+                     Policy    Lower Quantile    Upper Quantile
+     integer_round_outwards                18                31
+      integer_round_inwards                19                30
+         integer_round_down                18                30
+           integer_round_up                19                31
+      integer_round_nearest                19                30
+                       real            18.701            30.299
 ]
 
 */
 
-//] ends quickbook import
-
+//] //[policy_eg_10] ends quickbook import.
diff --git a/example/policy_eg_2.cpp b/example/policy_eg_2.cpp
index 1f9988656..3ab8312e8 100644
--- a/example/policy_eg_2.cpp
+++ b/example/policy_eg_2.cpp
@@ -1,17 +1,28 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
 
 #include 
+using std::cout; using std::endl;
+#include  // for ::errno
 
 //[policy_eg_2
 
 #include 
+using boost::math::tgamma;
 
 int main()
 {
-   using namespace boost::math::policies;
+   // using namespace boost::math::policies; // or
+   using boost::math::policies::errno_on_error;
+   using boost::math::policies::make_policy;
+   using boost::math::policies::pole_error;
+   using boost::math::policies::domain_error;
+   using boost::math::policies::overflow_error;
+   using boost::math::policies::evaluation_error;
+
    errno = 0;
    std::cout << "Result of tgamma(30000) is: " 
       << boost::math::tgamma(
@@ -40,5 +51,15 @@ int main()
    std::cout << "errno = " << errno << std::endl;
 }
 
-//]
+//] //[/policy_eg_2]
+
+/*
+
+Output:
+
+  Result of tgamma(30000) is: 1.#INF
+  errno = 34
+  Result of tgamma(-10) is: 1.#QNAN
+  errno = 33
+*/
 
diff --git a/example/policy_eg_3.cpp b/example/policy_eg_3.cpp
index 946f6a848..adf8c9e44 100644
--- a/example/policy_eg_3.cpp
+++ b/example/policy_eg_3.cpp
@@ -1,5 +1,5 @@
 //  Copyright John Maddock 2007.
-//  Copyright Paul A. Bristow 2007.
+//  Copyright Paul A. Bristow 2007, 2010.
 
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
@@ -11,32 +11,45 @@
 #endif
 
 #include 
+using std::cout; using std::endl;
 
 //[policy_eg_3
 
 #include 
+using boost::math::binomial_distribution;
+
+// Begin by defining a policy type, that gives the behaviour we want:
+
+//using namespace boost::math::policies; or explicitly
+using boost::math::policies::policy;
+
+using boost::math::policies::promote_float;
+using boost::math::policies::discrete_quantile;
+using boost::math::policies::integer_round_nearest;
 
-//
-// Begin by defining a policy type, that gives the
-// behaviour we want:
-//
-using namespace boost::math::policies;
 typedef policy<
-   promote_float,
-   discrete_quantile
+   promote_float, // Do not promote to double.
+   discrete_quantile // Round result to nearest integer.
 > mypolicy;
 //
-// Then define a distribution that uses it:
-//
+// Then define a new distribution that uses it:
 typedef boost::math::binomial_distribution mybinom;
-//
+
 //  And now use it to get the quantile:
-//
+
 int main()
 {
-   std::cout << "quantile is: " <<
-      quantile(mybinom(200, 0.25), 0.05) << std::endl;
+   cout << "quantile(mybinom(200, 0.25), 0.05) is: " <<
+      quantile(mybinom(200, 0.25), 0.05) << endl;
 }
 
 //]
 
+/*
+
+Output:
+
+  quantile(mybinom(200, 0.25), 0.05) is: 40
+
+*/
+
diff --git a/example/policy_eg_4.cpp b/example/policy_eg_4.cpp
index fbb90fb4a..5cd281618 100644
--- a/example/policy_eg_4.cpp
+++ b/example/policy_eg_4.cpp
@@ -1,4 +1,6 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
+
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -7,6 +9,8 @@
 // and comments, don't change any of the special comment mark-ups!
 
 #include 
+using std::cout;  using std::endl;
+#include  // for ::errno
 
 //[policy_eg_4
 
@@ -14,36 +18,41 @@
 Suppose we want `C::foo()` to behave in a C-compatible way and set
 `::errno` on error rather than throwing any exceptions.
 
-We'll begin by including the needed header:
+We'll begin by including the needed header for our function:
 */
 
 #include 
+//using boost::math::tgamma; // Not needed because using C::tgamma.
 
 /*`
-
 Open up the "C" namespace that we'll use for our functions, and
-define the policy type we want: in this case one that sets
-::errno rather than throwing exceptions.  Any policies we don't
-specify here will inherit the defaults:
+define the policy type we want: in this case a C-style one that sets
+::errno and returns a standard value, rather than throwing exceptions.
 
+Any policies we don't specify here will inherit the defaults.
 */
 
-namespace C{
+namespace C
+{ // To hold our C-style policy.
+  //using namespace boost::math::policies; or explicitly:
+  using boost::math::policies::policy;
 
-using namespace boost::math::policies;
+  using boost::math::policies::domain_error;
+  using boost::math::policies::pole_error;
+  using boost::math::policies::overflow_error;
+  using boost::math::policies::evaluation_error;
+  using boost::math::policies::errno_on_error;
 
-typedef policy<
-   domain_error,
-   pole_error,
-   overflow_error,
-   evaluation_error
-> c_policy;
+  typedef policy<
+     domain_error,
+     pole_error,
+     overflow_error,
+     evaluation_error
+  > c_policy;
 
 /*`
-
 All we need do now is invoke the BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS
-macro passing our policy type as the single argument:
-
+macro passing our policy type c_policy as the single argument:
 */
 
 BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(c_policy)
@@ -51,7 +60,6 @@ BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(c_policy)
 } // close namespace C
 
 /*`
-
 We now have a set of forwarding functions defined in namespace C
 that all look something like this:
 
@@ -64,21 +72,19 @@ inline typename boost::math::tools::promote_args::type
 }
 ``
 
-So that when we call `C::tgamma(z)` we really end up calling
+So that when we call `C::tgamma(z)`, we really end up calling
 `boost::math::tgamma(z, C::c_policy())`:
-
 */
 
-
 int main()
 {
    errno = 0;
-   std::cout << "Result of tgamma(30000) is: "
-      << C::tgamma(30000) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-   std::cout << "Result of tgamma(-10) is: "
-      << C::tgamma(-10) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
+   cout << "Result of tgamma(30000) is: "
+      << C::tgamma(30000) << endl; // Note using C::tgamma
+   cout << "errno = " << errno << endl; // errno = 34
+   cout << "Result of tgamma(-10) is: "
+      << C::tgamma(-10) << endl;
+   cout << "errno = " << errno << endl; // errno = 33, overwriting previous value of 34.
 }
 
 /*`
@@ -92,11 +98,10 @@ Result of C::tgamma(-10) is: 1.#QNAN
 errno = 33
 ]
 
-This mechanism is particularly useful when we want to define a
-project-wide policy, and don't want to modify the Boost source
-or set - possibly fragile and easy to forget - project wide
-build macros.
+This mechanism is particularly useful when we want to define a project-wide policy,
+and don't want to modify the Boost source,
+or to set project wide build macros (possibly fragile and easy to forget).
 
 */
-//]
+//] //[/policy_eg_4]
 
diff --git a/example/policy_eg_5.cpp b/example/policy_eg_5.cpp
index 5cdbf2203..c59e09a9f 100644
--- a/example/policy_eg_5.cpp
+++ b/example/policy_eg_5.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -7,12 +8,18 @@
 // and comments, don't change any of the special comment mark-ups!
 
 #include 
+using std::cout;  using std::endl;
+#include  // for ::errno
 
 //[policy_eg_5
 
 #include 
+// using boost::math::tgamma; // Would create an ambiguity between
+// 'double boost::math::tgamma(T)' and
+// 'double 'anonymous-namespace'::tgamma(RT)'.
 
-namespace {
+namespace
+{ // unnamed
 
 using namespace boost::math::policies;
 
@@ -20,22 +27,40 @@ typedef policy<
    domain_error,
    pole_error,
    overflow_error,
-   evaluation_error 
+   evaluation_error
 > c_policy;
 
 BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(c_policy)
 
+/*`
+So that when we call `tgamma(z)`, we really end up calling
+ `boost::math::tgamma(z, anonymous-namespace::c_policy())`.
+*/
+
 } // close unnamed namespace
 
 int main()
 {
    errno = 0;
-   std::cout << "Result of tgamma(30000) is: " 
-      << tgamma(30000) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-   std::cout << "Result of tgamma(-10) is: " 
-      << tgamma(-10) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
+   cout << "Result of tgamma(30000) is: "
+      << tgamma(30000) << endl;
+      // tgamma in unnamed namespace in this translation unit (file) only.
+   cout << "errno = " << errno << endl;
+   cout << "Result of tgamma(-10) is: "
+      << tgamma(-10) << endl;
+   cout << "errno = " << errno << endl;
+   // Default tgamma policy would throw an exception, and abort.
 }
 
-//]
+//] //[/policy_eg_5]
+
+/*
+Output:
+
+  Result of tgamma(30000) is: 1.#INF
+  errno = 34
+  Result of tgamma(-10) is: 1.#QNAN
+  errno = 33
+
+
+*/
diff --git a/example/policy_eg_6.cpp b/example/policy_eg_6.cpp
index d5acfae64..57f92fccc 100644
--- a/example/policy_eg_6.cpp
+++ b/example/policy_eg_6.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -7,6 +8,8 @@
 // and comments, don't change any of the special comment mark-ups!
 
 #include 
+using std::cout;  using std::endl;
+#include  // for ::errno
 
 //[policy_eg_6
 
@@ -18,36 +21,37 @@ Suppose we want a set of distributions to behave as follows:
 * Return the closest integer result from the quantiles of discrete
 distributions.
 
-We'll begin by including the needed header:
+We'll begin by including the needed header for all the distributions:
 */
 
 #include 
 
 /*`
 
-Open up an appropriate namespace for our distributions, and
-define the policy type we want.  Any policies we don't
-specify here will inherit the defaults:
+Open up an appropriate namespace, calling it `my_distributions`,
+for our distributions, and define the policy type we want.
+Any policies we don't specify here will inherit the defaults:
 
 */
 
-namespace my_distributions{
+namespace my_distributions
+{
+  using namespace boost::math::policies;
+  // using boost::math::policies::errno_on_error; // etc.
 
-using namespace boost::math::policies;
-
-typedef policy<
-   // return infinity and set errno rather than throw:
-   overflow_error,
-   // Don't promote double -> long double internally:
-   promote_double,
-   // Return the closest integer result for discrete quantiles:
-   discrete_quantile
-> my_policy;
+  typedef policy<
+     // return infinity and set errno rather than throw:
+     overflow_error,
+     // Don't promote double -> long double internally:
+     promote_double,
+     // Return the closest integer result for discrete quantiles:
+     discrete_quantile
+  > my_policy;
 
 /*`
 
 All we need do now is invoke the BOOST_MATH_DECLARE_DISTRIBUTIONS
-macro passing the floating point and policy types as arguments:
+macro passing the floating point type `double` and policy types `my_policy` as arguments:
 
 */
 
@@ -57,7 +61,7 @@ BOOST_MATH_DECLARE_DISTRIBUTIONS(double, my_policy)
 
 /*`
 
-We now have a set of typedefs defined in namespace my_namespace
+We now have a set of typedefs defined in namespace my_distributions
 that all look something like this:
 
 ``
@@ -67,34 +71,32 @@ typedef boost::math::gamma_distribution gamma;
 // etc
 ``
 
-So that when we use my_namespace::normal we really end up using
+So that when we use my_distributions::normal we really end up using
 `boost::math::normal_distribution`:
 
 */
 
-
 int main()
 {
-   //
-   // Start with something we know will overflow:
-   //
+   // Construct distribution with something we know will overflow
+  // (using double rather than if promoted to long double):
    my_distributions::normal norm(10, 2);
+
    errno = 0;
-   std::cout << "Result of quantile(norm, 0) is: " 
-      << quantile(norm, 0) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
+   cout << "Result of quantile(norm, 0) is: "
+      << quantile(norm, 0) << endl; // -infinity.
+   cout << "errno = " << errno << endl;
    errno = 0;
-   std::cout << "Result of quantile(norm, 1) is: " 
-      << quantile(norm, 1) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
-   //
-   // Now try a discrete distribution:
-   //
+   cout << "Result of quantile(norm, 1) is: "
+      << quantile(norm, 1) << endl; // +infinity.
+   cout << "errno = " << errno << endl;
+
+   // Now try a discrete distribution.
    my_distributions::binomial binom(20, 0.25);
-   std::cout << "Result of quantile(binom, 0.05) is: " 
-      << quantile(binom, 0.05) << std::endl;
-   std::cout << "Result of quantile(complement(binom, 0.05)) is: " 
-      << quantile(complement(binom, 0.05)) << std::endl;
+   cout << "Result of quantile(binom, 0.05) is: "
+      << quantile(binom, 0.05) << endl; // To check we get integer results.
+   cout << "Result of quantile(complement(binom, 0.05)) is: "
+      << quantile(complement(binom, 0.05)) << endl;
 }
 
 /*`
@@ -110,10 +112,10 @@ Result of quantile(binom, 0.05) is: 1
 Result of quantile(complement(binom, 0.05)) is: 8
 ]
 
-This mechanism is particularly useful when we want to define a 
+This mechanism is particularly useful when we want to define a
 project-wide policy, and don't want to modify the Boost source
-or set - possibly fragile and easy to forget - project wide 
-build macros.
+or set  project wide build macros (possibly fragile and easy to forget).
 
-*/ //] ends quickbook imported section
+*/
+//] //[/policy_eg_6]
 
diff --git a/example/policy_eg_7.cpp b/example/policy_eg_7.cpp
index 9f0cbd3e9..70a49504b 100644
--- a/example/policy_eg_7.cpp
+++ b/example/policy_eg_7.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -7,51 +8,66 @@
 // and comments, don't change any of the special comment mark-ups!
 
 #include 
+using std::cout;  using std::endl;
+#include  // for ::errno
 
 //[policy_eg_7
 
-#include 
+#include  // All distributions.
+// using boost::math::normal; // Would create an ambguity between
+// boost::math::normal_distribution boost::math::normal and
+// 'anonymous-namespace'::normal'.
 
-namespace {
+namespace
+{ // anonymous or unnnamed (rather than named as in policy_eg_6.cpp).
 
-using namespace boost::math::policies;
+  using namespace boost::math::policies;
+   // using boost::math::policies::errno_on_error; // etc.
+  typedef policy<
+     // return infinity and set errno rather than throw:
+     overflow_error,
+     // Don't promote double -> long double internally:
+     promote_double,
+     // Return the closest integer result for discrete quantiles:
+     discrete_quantile
+  > my_policy;
 
-typedef policy<
-   // return infinity and set errno rather than throw:
-   overflow_error,
-   // Don't promote double -> long double internally:
-   promote_double,
-   // Return the closest integer result for discrete quantiles:
-   discrete_quantile
-> my_policy;
-
-BOOST_MATH_DECLARE_DISTRIBUTIONS(double, my_policy)
+  BOOST_MATH_DECLARE_DISTRIBUTIONS(double, my_policy)
 
 } // close namespace my_namespace
 
 int main()
 {
-   //
-   // Start with something we know will overflow:
-   //
-   normal norm(10, 2);
+   // Construct distribution with something we know will overflow.
+   normal norm(10, 2); // using 'anonymous-namespace'::normal
    errno = 0;
-   std::cout << "Result of quantile(norm, 0) is: " 
-      << quantile(norm, 0) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
+   cout << "Result of quantile(norm, 0) is: " 
+      << quantile(norm, 0) << endl;
+   cout << "errno = " << errno << endl;
    errno = 0;
-   std::cout << "Result of quantile(norm, 1) is: " 
-      << quantile(norm, 1) << std::endl;
-   std::cout << "errno = " << errno << std::endl;
+   cout << "Result of quantile(norm, 1) is: " 
+      << quantile(norm, 1) << endl;
+   cout << "errno = " << errno << endl;
    //
    // Now try a discrete distribution:
-   //
    binomial binom(20, 0.25);
-   std::cout << "Result of quantile(binom, 0.05) is: " 
-      << quantile(binom, 0.05) << std::endl;
-   std::cout << "Result of quantile(complement(binom, 0.05)) is: " 
-      << quantile(complement(binom, 0.05)) << std::endl;
+   cout << "Result of quantile(binom, 0.05) is: " 
+      << quantile(binom, 0.05) << endl;
+   cout << "Result of quantile(complement(binom, 0.05)) is: " 
+      << quantile(complement(binom, 0.05)) << endl;
 }
 
-//] ends quickbook imported section
+//] //[/policy_eg_7]
 
+/*
+
+Output:
+
+  Result of quantile(norm, 0) is: -1.#INF
+  errno = 34
+  Result of quantile(norm, 1) is: 1.#INF
+  errno = 34
+  Result of quantile(binom, 0.05) is: 1
+  Result of quantile(complement(binom, 0.05)) is: 8
+
+*/
diff --git a/example/policy_eg_8.cpp b/example/policy_eg_8.cpp
index 50935c1fb..a6931fdf4 100644
--- a/example/policy_eg_8.cpp
+++ b/example/policy_eg_8.cpp
@@ -1,5 +1,5 @@
 //  Copyright John Maddock 2007.
-//  Copyright Paul a. Bristow 2007
+//  Copyright Paul a. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -8,19 +8,18 @@
 // and comments, don't change any of the special comment mark-ups!
 
 #ifdef _MSC_VER
-# pragma warning (disable : 4100) // 'unreferenced formal parameter
+# pragma warning (disable : 4100) // unreferenced formal parameters
 #endif
 
-
 #include 
+using std::cout;  using std::endl; using std::cerr;
 
 //[policy_eg_8
 
 /*`
-
 Suppose we want our own user-defined error handlers rather than the
-any of the default ones supplied by the library to be used.  If
-we set the policy for a specific type of error to `user_error`
+any of the default ones supplied by the library to be used.
+If we set the policy for a specific type of error to `user_error`
 then the library will call a user-supplied error handler.
 These are forward declared, but not defined in
 boost/math/policies/error_handling.hpp like this:
@@ -45,38 +44,37 @@ boost/math/policies/error_handling.hpp like this:
    }}} // namespaces
 
 So out first job is to include the header we want to use, and then
-provide definitions for the user-defined error handlers we want to use:
-
+provide definitions for our user-defined error handlers that we want to use.
+We only provide our special domain and pole error handlers;
+other errors like overflow and underflow use the default.
 */
 
-#include 
 #include 
 
-namespace boost{ namespace math{ namespace policies{
-
-template 
-T user_domain_error(const char* function, const char* message, const T& val)
+namespace boost{ namespace math
 {
-   std::cerr << "Domain Error." << std::endl;
-   return std::numeric_limits::quiet_NaN();
-}
+  namespace policies
+  {
+    template 
+    T user_domain_error(const char* function, const char* message, const T& val)
+    { // Ignoring function, message and val for this example, perhaps unhelpfully.
+       cerr << "Domain Error!" << endl;
+       return std::numeric_limits::quiet_NaN();
+    }
 
-template 
-T user_pole_error(const char* function, const char* message, const T& val)
-{
-   std::cerr << "Pole Error." << std::endl;
-   return std::numeric_limits::quiet_NaN();
-}
-
-
-}}} // namespaces
+    template 
+    T user_pole_error(const char* function, const char* message, const T& val)
+    { // Ignoring function, message and val for this example, perhaps unhelpfully.
+       cerr << "Pole Error!" << endl;
+       return std::numeric_limits::quiet_NaN();
+    }
+  } // namespace policies
+}} // namespace boost{ namespace math
 
 
 /*`
-
 Now we'll need to define a suitable policy that will call these handlers,
 and define some forwarding functions that make use of the policy:
-
 */
 
 namespace{
@@ -93,7 +91,6 @@ BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(user_error_policy)
 } // close unnamed namespace
 
 /*`
-
 We now have a set of forwarding functions defined in an unnamed namespace
 that all look something like this:
 
@@ -108,17 +105,15 @@ inline typename boost::math::tools::promote_args::type
 
 So that when we call `tgamma(z)` we really end up calling
 `boost::math::tgamma(z, user_error_policy())`, and any
-errors will get directed to our own error handlers:
-
+errors will get directed to our own error handlers.
 */
 
-
 int main()
 {
-   std::cout << "Result of erf_inv(-10) is: "
-      << erf_inv(-10) << std::endl;
-   std::cout << "Result of tgamma(-10) is: "
-      << tgamma(-10) << std::endl;
+   cout << "Result of erf_inv(-10) is: "
+      << erf_inv(-10) << endl;
+   cout << "Result of tgamma(-10) is: "
+      << tgamma(-10) << endl;
 }
 
 /*`
@@ -126,12 +121,11 @@ int main()
 Which outputs:
 
 [pre
-Domain Error.
-Result of erf_inv(-10) is: 1.#QNAN
-Pole Error.
-Result of tgamma(-10) is: 1.#QNAN
+  Domain Error!
+  Pole Error!
+  Result of erf_inv(-10) is: 1.#QNAN
+  Result of tgamma(-10) is: 1.#QNAN
 ]
 */
 
-//]
-
+//] // //[/policy_eg_8]
diff --git a/example/policy_eg_9.cpp b/example/policy_eg_9.cpp
index 2ac39c497..98234c29e 100644
--- a/example/policy_eg_9.cpp
+++ b/example/policy_eg_9.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -7,11 +8,11 @@
 // and comments, don't change any of the special comment mark-ups!
 
 #include 
+using std::cout; using std::endl; using std::cerr;
 
 //[policy_eg_9
 
 /*`
-
 The previous example was all well and good, but the custom error handlers
 didn't really do much of any use.  In this example we'll implement all
 the custom handlers and show how the information provided to them can be
@@ -21,8 +22,8 @@ Each error handler has the general form:
 
    template 
    T user_``['error_type]``(
-      const char* function, 
-      const char* message, 
+      const char* function,
+      const char* message,
       const T& val);
 
 and accepts three arguments:
@@ -31,7 +32,7 @@ and accepts three arguments:
 [[const char* function]
    [The name of the function that raised the error, this string
    contains one or more %1% format specifiers that should be
-   replaced by the name of type T.]]
+   replaced by the name of real type T, like float or double.]]
 [[const char* message]
    [A message associated with the error, normally this
    contains a %1% format specifier that should be replaced with
@@ -49,42 +50,42 @@ As before we'll include the headers we need first:
 
 */
 
-#include 
 #include 
 
 /*`
-
-Next we'll implement the error handlers for each type of error, 
+Next we'll implement our own error handlers for each type of error,
 starting with domain errors:
-
 */
 
-namespace boost{ namespace math{ namespace policies{
+namespace boost{ namespace math{
+namespace policies
+{
 
 template 
 T user_domain_error(const char* function, const char* message, const T& val)
 {
    /*`
-   We'll begin with a bit of defensive programming:
+   We'll begin with a bit of defensive programming in case function or message are empty:
    */
    if(function == 0)
        function = "Unknown function with arguments of type %1%";
    if(message == 0)
        message = "Cause unknown with bad argument %1%";
    /*`
-   Next we'll format the name of the function with the name of type T:
+   Next we'll format the name of the function with the name of type T, perhaps double:
    */
    std::string msg("Error in function ");
    msg += (boost::format(function) % typeid(T).name()).str();
    /*`
    Then likewise format the error message with the value of parameter /val/,
-   making sure we output all the digits of /val/:
+   making sure we output all the potentially significant digits of /val/:
    */
    msg += ": \n";
    int prec = 2 + (std::numeric_limits::digits * 30103UL) / 100000UL;
+   // int prec = std::numeric_limits::max_digits10; //  For C++0X Standard Library
    msg += (boost::format(message) % boost::io::group(std::setprecision(prec), val)).str();
    /*`
-   Now we just have to do something with the message, we could throw an 
+   Now we just have to do something with the message, we could throw an
    exception, but for the purposes of this example we'll just dump the message
    to std::cerr:
    */
@@ -96,7 +97,7 @@ T user_domain_error(const char* function, const char* message, const T& val)
 }
 
 /*`
-Pole errors are essentially a special case of domain errors, 
+Pole errors are essentially a special case of domain errors,
 so in this example we'll just return the result of a domain error:
 */
 
@@ -125,9 +126,9 @@ T user_overflow_error(const char* function, const char* message, const T& val)
    msg += message;
 
    std::cerr << msg << std::endl;
-   
+
    // Value passed to the function is an infinity, just return it:
-   return val; 
+   return val;
 }
 
 /*`
@@ -149,9 +150,9 @@ T user_underflow_error(const char* function, const char* message, const T& val)
    msg += message;
 
    std::cerr << msg << std::endl;
-   
+
    // Value passed to the function is zero, just return it:
-   return val; 
+   return val;
 }
 
 /*`
@@ -173,13 +174,13 @@ T user_denorm_error(const char* function, const char* message, const T& val)
    msg += message;
 
    std::cerr << msg << std::endl;
-   
+
    // Value passed to the function is denormalised, just return it:
-   return val; 
+   return val;
 }
 
 /*`
-Which leaves us with evaluation errors, these occur when an internal
+Which leaves us with evaluation errors: these occur when an internal
 error occurs that prevents the function being fully evaluated.
 The parameter /val/ contains the closest approximation to the result
 found so far:
@@ -191,7 +192,7 @@ T user_evaluation_error(const char* function, const char* message, const T& val)
    if(function == 0)
        function = "Unknown function with arguments of type %1%";
    if(message == 0)
-       message = "An internal evaluation error occured with "
+       message = "An internal evaluation error occurred with "
                   "the best value calculated so far of %1%";
 
    std::string msg("Error in function ");
@@ -199,27 +200,27 @@ T user_evaluation_error(const char* function, const char* message, const T& val)
 
    msg += ": \n";
    int prec = 2 + (std::numeric_limits::digits * 30103UL) / 100000UL;
+   // int prec = std::numeric_limits::max_digits10; // For C++0X Standard Library
    msg += (boost::format(message) % boost::io::group(std::setprecision(prec), val)).str();
 
    std::cerr << msg << std::endl;
 
-   // What do we return here?  This is generally a fatal error,
-   // that should never occur, just return a NaN for the purposes
-   // of the example:
+   // What do we return here?  This is generally a fatal error, that should never occur,
+   // so we just return a NaN for the purposes of the example:
    return std::numeric_limits::quiet_NaN();
 }
 
-}}} // namespaces
+} // policies
+}} // boost::math
 
 
 /*`
-
 Now we'll need to define a suitable policy that will call these handlers,
 and define some forwarding functions that make use of the policy:
-
 */
 
-namespace{
+namespace
+{ // unnamed.
 
 using namespace boost::math::policies;
 
@@ -234,11 +235,10 @@ typedef policy<
 
 BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(user_error_policy)
 
-} // close unnamed namespace
+} // unnamed namespace
 
 /*`
-
-We now have a set of forwarding functions defined in an unnamed namespace
+We now have a set of forwarding functions, defined in an unnamed namespace,
 that all look something like this:
 
 ``
@@ -253,28 +253,26 @@ inline typename boost::math::tools::promote_args::type
 So that when we call `tgamma(z)` we really end up calling
 `boost::math::tgamma(z, user_error_policy())`, and any
 errors will get directed to our own error handlers:
-
 */
 
-
 int main()
 {
    // Raise a domain error:
-   std::cout << "Result of erf_inv(-10) is: "
-      << erf_inv(-10) << std::endl << std::endl;
+   cout << "Result of erf_inv(-10) is: "
+      << erf_inv(-10) << std::endl << endl;
    // Raise a pole error:
-   std::cout << "Result of tgamma(-10) is: "
-      << tgamma(-10) << std::endl << std::endl;
+   cout << "Result of tgamma(-10) is: "
+      << tgamma(-10) << std::endl << endl;
    // Raise an overflow error:
-   std::cout << "Result of tgamma(3000) is: "
-      << tgamma(3000) << std::endl << std::endl;
+   cout << "Result of tgamma(3000) is: "
+      << tgamma(3000) << std::endl << endl;
    // Raise an underflow error:
-   std::cout << "Result of tgamma(-190.5) is: "
-      << tgamma(-190.5) << std::endl << std::endl;
+   cout << "Result of tgamma(-190.5) is: "
+      << tgamma(-190.5) << std::endl << endl;
    // Unfortunately we can't predicably raise a denormalised
    // result, nor can we raise an evaluation error in this example
    // since these should never really occur!
-}
+} // int main()
 
 /*`
 
@@ -307,10 +305,8 @@ than once, or for more than one handler to be called: this is an artefact
 of the fact that many functions are implemented in terms of one or more
 sub-routines each of which may have it's own error handling.  For example
 `tgamma(-190.5)` is implemented in terms of `tgamma(190.5)` - which overflows -
-the reflection formula for `tgamma` then notices that it's dividing by
-infinity and underflows.
-
+the reflection formula for `tgamma` then notices that it is dividing by
+infinity and so underflows.
 */
 
-//]
-
+//] //[/policy_eg_9]
diff --git a/example/policy_ref_snip1.cpp b/example/policy_ref_snip1.cpp
index 89542dd09..217719395 100644
--- a/example/policy_ref_snip1.cpp
+++ b/example/policy_ref_snip1.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010.
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -6,39 +7,69 @@
 // Note that this file contains quickbook mark-up as well as code
 // and comments, don't change any of the special comment mark-ups!
 
-double some_value = 0;
-
 //[policy_ref_snip1
 
 #include 
+using boost::math::tgamma;
 
-using namespace boost::math::policies;
-using namespace boost::math;
+//using namespace boost::math::policies; may also be convenient.
+using boost::math::policies::policy;
+using boost::math::policies::evaluation_error;
+using boost::math::policies::domain_error;
+using boost::math::policies::overflow_error;
+using boost::math::policies::domain_error;
+using boost::math::policies::pole_error;
+using boost::math::policies::errno_on_error;
 
 // Define a policy:
 typedef policy<
-      domain_error, 
-      pole_error,
-      overflow_error,
-      policies::evaluation_error 
-      > my_policy;
-      
-// call the function:
-double t1 = tgamma(some_value, my_policy());
+  domain_error, 
+  pole_error,
+  overflow_error,
+  evaluation_error 
+> my_policy;
 
-// Alternatively we could use make_policy and define everything at the call site:
-double t2 = tgamma(some_value, make_policy(
-         domain_error(), 
-         pole_error(),
-         overflow_error(),
-         policies::evaluation_error() 
-      ));
+double my_value = 0.; // 
 
+// Call the function applying my_policy:
+double t1 = tgamma(my_value, my_policy());
+
+// Alternatively (and equivalently) we could use helpful function
+// make_policy and define everything at the call site:
+double t2 = tgamma(my_value,
+  make_policy(
+    domain_error(), 
+    pole_error(),
+    overflow_error(),
+    evaluation_error() )
+  );
 //]
 
 #include 
+using std::cout; using std::endl;
 
 int main()
 {
-   std::cout << t1 << " " << t2 << std::endl;
+  cout << "my_value = " << my_value << endl;
+  try
+  { // First with default policy - throw an exception.
+     cout << "tgamma(my_value) = " << tgamma(my_value) << endl; 
+  }
+  catch(const std::exception& e)
+  {
+     cout <<"\n""Message from thrown exception was:\n   " << e.what() << endl;
+  }
+
+  cout << "tgamma(my_value, my_policy() = " << t1 << endl;
+  cout << "tgamma(my_value, make_policy(domain_error(), pole_error(), overflow_error(), evaluation_error() ) = " << t2 << endl;
 }
+
+/*
+Output:
+  my_value = 0
+  
+  Message from thrown exception was:
+     Error in function boost::math::tgamma(long double): Evaluation of tgamma at a negative integer 0.
+  tgamma(my_value, my_policy() = 1.#QNAN
+  tgamma(my_value, make_policy(domain_error(), pole_error(), overflow_error(), evaluation_error() ) = 1.#QNAN
+*/
diff --git a/example/policy_ref_snip10.cpp b/example/policy_ref_snip10.cpp
index 18c5a6152..3b548fa6a 100644
--- a/example/policy_ref_snip10.cpp
+++ b/example/policy_ref_snip10.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -6,20 +7,33 @@
 // Note that this file contains quickbook mark-up as well as code
 // and comments, don't change any of the special comment mark-ups!
 
+// Setting precision in a single function call using make_policy.
+
+#include 
+using std::cout; using std::endl;
+
 //[policy_ref_snip10
 
 #include 
+using boost::math::tgamma;
 
-using namespace boost::math;
 using namespace boost::math::policies;
 
-double t = tgamma(12, policy >());
+double t = tgamma(12, policy >());  // Concise make_policy.
+
+//] //[/policy_ref_snip10]
 
-//]
 
-#include 
 
 int main()
 {
-   std::cout << t << std::endl;
+   cout << "tgamma(12, policy >())  = "<< t << endl;
 }
+
+/*
+
+Output:
+
+ tgamma(12, policy >())  = 3.99168e+007
+
+*/
\ No newline at end of file
diff --git a/example/policy_ref_snip11.cpp b/example/policy_ref_snip11.cpp
index 5a4b4e665..f16d3f3b9 100644
--- a/example/policy_ref_snip11.cpp
+++ b/example/policy_ref_snip11.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -6,22 +7,38 @@
 // Note that this file contains quickbook mark-up as well as code
 // and comments, don't change any of the special comment mark-ups!
 
+#include 
+using std::cout; using std::endl;
+
+// Setting (approximate) precision 25 bits in a single function call using make_policy.
+
 //[policy_ref_snip11
 
 #include 
+using boost::math::normal_distribution;
 
-using namespace boost::math;
 using namespace boost::math::policies;
 
+const int bits = 25; // approximate precision.
+
 double q = quantile(
-      normal_distribution > >(), 
-      0.05);
+      normal_distribution > >(), 
+      0.05); // 5% quantile.
 
-//]
-
-#include 
+//] //[/policy_ref_snip11]
 
 int main()
 {
-   std::cout << q << std::endl;
+  std::streamsize p = 2 + (bits * 30103UL) / 100000UL; 
+  // Approximate number of significant decimal digits for 25 bits.
+  cout.precision(p); 
+  cout << bits << " binary bits is approoximately equivalent to " << p << " decimal digits " << endl;
+  cout << "quantile(normal_distribution > >(), 0.05  = "
+     << q << endl; // -1.64485
 }
+
+/*
+Output:
+  25 binary bits is approoximately equivalent to 9 decimal digits 
+  quantile(normal_distribution > >(), 0.05  = -1.64485363
+  */
\ No newline at end of file
diff --git a/example/policy_ref_snip12.cpp b/example/policy_ref_snip12.cpp
index 7b764db75..e406ce561 100644
--- a/example/policy_ref_snip12.cpp
+++ b/example/policy_ref_snip12.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -6,33 +7,49 @@
 // Note that this file contains quickbook mark-up as well as code
 // and comments, don't change any of the special comment mark-ups!
 
+// Define tgamma function with a no overflow policy
+// into a specific namespace-scope.
+
+#include 
+using std::cout; using std::endl;
+
 //[policy_ref_snip12
 
 #include 
+//using boost::math::tgamma;
+// Need not declare using boost::math::tgamma here,
+// because will define tgamma in myspace using macro below.
 
-namespace myspace{
+namespace myspace
+{
+  using namespace boost::math::policies;
 
-using namespace boost::math::policies;
-
-// Define a policy that does not throw on overflow:
-typedef policy > my_policy;
-
-// Define the special functions in this scope to use the policy:   
-BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(my_policy)
+  // Define a policy that does not throw on overflow:
+  typedef policy > my_policy;
 
+  // Define the special functions in this scope to use the policy:   
+  BOOST_MATH_DECLARE_SPECIAL_FUNCTIONS(my_policy)
 }
 
-//
 // Now we can use myspace::tgamma etc.
 // They will automatically use "my_policy":
 //
-double t = myspace::tgamma(30.0); // will not throw on overflow
+double t = myspace::tgamma(30.0); // Will *not* throw on overflow,
+// despite the large value of factorial 30 = 265252859812191058636308480000000
+// unlike default policy boost::math::tgamma;
 
 //]
 
-#include 
-
 int main()
 {
-   std::cout << t << std::endl;
+   cout << "myspace::tgamma(30.0) = " << t << endl;
 }
+
+/*
+
+Output:
+
+myspace::tgamma(30.0) = 8.84176e+030
+
+*/
+
diff --git a/example/policy_ref_snip13.cpp b/example/policy_ref_snip13.cpp
index de294a799..59c1c4dcd 100644
--- a/example/policy_ref_snip13.cpp
+++ b/example/policy_ref_snip13.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -7,48 +8,68 @@
 // and comments, don't change any of the special comment mark-ups!
 
 #ifdef _MSC_VER
-#pragma warning (disable : 4189) //  'd' : local variable is initialized but not referenced
+#  pragma warning (disable : 4189) //  'd' : local variable is initialized but not referenced
 #endif
 
+#include 
+using std::cout; using std::endl;
+
+#include 
+using std::domain_error;
+
 //[policy_ref_snip13
 
 #include 
 
-namespace myspace{
+namespace myspace
+{ // using namespace boost::math::policies; // May be convenient in myspace.
 
-using namespace boost::math::policies;
+  // Define a policy called my_policy to use.
+  using boost::math::policies::policy;
+  
+// In this case we want all the distribution accessor functions to compile,
+// even if they are mathematically undefined, so
+// make the policy assert_undefined.
+  using boost::math::policies::assert_undefined;
 
-// Define a policy to use, in this case we want all the distribution
-// accessor functions to compile, even if they are mathematically
-// undefined:
 typedef policy > my_policy;
 
+// Finally apply this policy to type double.
 BOOST_MATH_DECLARE_DISTRIBUTIONS(double, my_policy)
-
-}
+} // namespace myspace
 
 // Now we can use myspace::cauchy etc, which will use policy
 // myspace::mypolicy:
 //
-// This compiles but raises a domain error at runtime:
-//
+// This compiles but throws a domain error exception at runtime.
+// Caution! If you omit the try'n'catch blocks, 
+// it will just silently terminate, giving no clues as to why! 
+// So try'n'catch blocks are very strongly recommended.
+
 void test_cauchy()
 {
    try
    {
-      double d = mean(myspace::cauchy());
+      double d = mean(myspace::cauchy());  // Cauchy does not have a mean!
    }
    catch(const std::domain_error& e)
    {
-      std::cout << e.what() << std::endl;
+      cout << e.what() << endl;
    }
 }
 
-//]
-
-#include 
+//] //[/policy_ref_snip13]
 
 int main()
 {
    test_cauchy();
 }
+
+/*
+
+Output:
+
+policy_snip_13.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\policy_snip_13.exe
+  Error in function boost::math::mean(cauchy&): The Cauchy distribution does not have a mean: the only possible return value is 1.#QNAN.
+
+  */
\ No newline at end of file
diff --git a/example/policy_ref_snip2.cpp b/example/policy_ref_snip2.cpp
index 39892475f..304250d4f 100644
--- a/example/policy_ref_snip2.cpp
+++ b/example/policy_ref_snip2.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -6,29 +7,41 @@
 // Note that this file contains quickbook mark-up as well as code
 // and comments, don't change any of the special comment mark-ups!
 
+#include 
+using std::cout;  using std::endl;
+
 //[policy_ref_snip2
 
 #include 
+using boost::math::normal_distribution;
 
 using namespace boost::math::policies;
-using namespace boost::math;
 
-// Define a policy:
+// Define a specific policy:
 typedef policy<
       overflow_error
       > my_policy;
       
-// Define the distribution:
+// Define the distribution, using my_policy:
 typedef normal_distribution my_norm;
 
-// Get a quantile:
-double q = quantile(my_norm(), 0.05);
+// Construct a my_norm distribution, using default mean and standard deviation,
+// and get a 0.05 or 5% quantile:
+double q = quantile(my_norm(), 0.05); // = -1.64485
 
-//]
-
-#include 
+//] //[/policy_ref_snip2]
 
 int main()
 {
-   std::cout << q << std::endl;
+  my_norm n; // Construct a my_norm distribution,
+  // using default mean zero and standard deviation unity.
+  double q = quantile(n, 0.05); // and get a quantile.
+  cout << "quantile(my_norm(), 0.05) = " << q << endl;
 }
+
+/*
+
+Output:
+
+  quantile(my_norm(), 0.05) = -1.64485
+*/
diff --git a/example/policy_ref_snip3.cpp b/example/policy_ref_snip3.cpp
index a9edf8608..b3820ad30 100644
--- a/example/policy_ref_snip3.cpp
+++ b/example/policy_ref_snip3.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -6,31 +7,34 @@
 // Note that this file contains quickbook mark-up as well as code
 // and comments, don't change any of the special comment mark-ups!
 
-double some_value = 2;
+double some_value = 2.;
 
 //[policy_ref_snip3
 
 #include 
 
 using namespace boost::math::policies;
-using namespace boost::math;
+using boost::math::tgamma;
 
-// Define a policy:
+// Define a new policy *not* internally promoting RealType to double:
 typedef policy<
       promote_double 
       > my_policy;
       
-// Call the function:
+// Call the function, applying the new policy:
 double t1 = tgamma(some_value, my_policy());
 
-// Alternatively we could use make_policy and define everything at the call site:
+// Alternatively we could use helper function make_policy,
+// and concisely define everything at the call site:
 double t2 = tgamma(some_value, make_policy(promote_double()));
 
-//]
+//] //[\policy_ref_snip3]
 
 #include 
+using std::cout;  using std::endl;
 
 int main()
 {
-   std::cout << t1 << " " << t2 << std::endl;
+   cout << "tgamma(some_value, my_policy()) = " << t1 
+     << ", tgamma(some_value, make_policy(promote_double()) = " << t2 << endl;
 }
diff --git a/example/policy_ref_snip4.cpp b/example/policy_ref_snip4.cpp
index 8ce529e05..7df35be1c 100644
--- a/example/policy_ref_snip4.cpp
+++ b/example/policy_ref_snip4.cpp
@@ -1,5 +1,5 @@
 //  Copyright John Maddock 2007.
-//  Copyright Paul A. Bristow 2007.
+//  Copyright Paul A. Bristow 2010.
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -15,16 +15,16 @@
 //[policy_ref_snip4
 
 #include 
+using boost::math::normal_distribution;
 
 using namespace boost::math::policies;
-using namespace boost::math;
 
 // Define a policy:
 typedef policy<
       promote_float
       > my_policy;
 
-// Define the distribution:
+// Define the new normal distribution using my_policy:
 typedef normal_distribution my_norm;
 
 // Get a quantile:
@@ -33,8 +33,9 @@ float q = quantile(my_norm(), 0.05f);
 //] [policy_ref_snip4]
 
 #include 
+using std::cout; using std::endl;
 
 int main()
 {
-   std::cout << q << std::endl;
+   cout << " quantile(my_norm(), 0.05f) = " << q << endl; //   -1.64485
 }
diff --git a/example/policy_ref_snip5.cpp b/example/policy_ref_snip5.cpp
index 5cf9c0a87..06f270af4 100644
--- a/example/policy_ref_snip5.cpp
+++ b/example/policy_ref_snip5.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010.
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -9,25 +10,36 @@
 //[policy_ref_snip5
 
 #include 
+using boost::math::negative_binomial_distribution;
 
-using namespace boost::math;
 using namespace boost::math::policies;
 
 typedef negative_binomial_distribution<
       double, 
-      policy > 
+      policy > 
    > dist_type;
    
-// Lower quantile:
+// Lower 5% quantile:
 double x = quantile(dist_type(20, 0.3), 0.05);
-// Upper quantile:
+// Upper 95% quantile:
 double y = quantile(complement(dist_type(20, 0.3), 0.05));
 
-//]
+//] //[/policy_ref_snip5]
 
 #include 
+using std::cout; using std::endl;
 
 int main()
 {
-   std::cout << x << " " << y << std::endl;
+  cout << "quantile(dist_type(20, 0.3), 0.05)  = " << x 
+    << "\nquantile(complement(dist_type(20, 0.3), 0.05) = " << y << endl;
 }
+
+/*
+
+Output:
+  quantile(dist_type(20, 0.3), 0.05)  = 27.3898
+  quantile(complement(dist_type(20, 0.3), 0.05) = 68.1584
+
+  */
+
diff --git a/example/policy_ref_snip6.cpp b/example/policy_ref_snip6.cpp
index 4ca04e79f..9dc207297 100644
--- a/example/policy_ref_snip6.cpp
+++ b/example/policy_ref_snip6.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010.
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -9,19 +10,29 @@
 //[policy_ref_snip6
 
 #include 
+using boost::math::negative_binomial;
 
-using namespace boost::math;
-
+// Use the default rounding policy integer_round_outwards.
 // Lower quantile rounded down:
-double x = quantile(negative_binomial(20, 0.3), 0.05);
+double x = quantile(negative_binomial(20, 0.3), 0.05); // rounded up 27 from 27.3898
 // Upper quantile rounded up:
-double y = quantile(complement(negative_binomial(20, 0.3), 0.05));
+double y = quantile(complement(negative_binomial(20, 0.3), 0.05)); // rounded down to 69 from 68.1584
 
-//]
+//] //[/policy_ref_snip6]
 
 #include 
+using std::cout; using std::endl;
 
 int main()
 {
-   std::cout << x << " " << y << std::endl;
+   cout << "quantile(negative_binomial(20, 0.3), 0.05) = "<< x < > " << endl
+   << "quantile(dist_type(20, 0.3), 0.05) = " << x << endl 
+   << "quantile(complement(dist_type(20, 0.3), 0.05)) =  " << y << endl;
 }
+
+/*
+
+Output:
+  using policy > 
+  quantile(dist_type(20, 0.3), 0.05) = 28
+  quantile(complement(dist_type(20, 0.3), 0.05)) =  68
+
+
+*/
+
diff --git a/example/policy_ref_snip8.cpp b/example/policy_ref_snip8.cpp
index 00be08afa..715e982a6 100644
--- a/example/policy_ref_snip8.cpp
+++ b/example/policy_ref_snip8.cpp
@@ -1,4 +1,5 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010.
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -9,8 +10,8 @@
 //[policy_ref_snip8
 
 #include 
+using boost::math::negative_binomial_distribution;
 
-using namespace boost::math;
 using namespace boost::math::policies;
 
 typedef negative_binomial_distribution<
@@ -19,15 +20,28 @@ typedef negative_binomial_distribution<
    > dist_type;
    
 // Lower quantile rounded up:
-double x = quantile(dist_type(20, 0.3), 0.05);
+double x = quantile(dist_type(20, 0.3), 0.05); // 27
 // Upper quantile rounded down:
-double y = quantile(complement(dist_type(20, 0.3), 0.05));
+double y = quantile(complement(dist_type(20, 0.3), 0.05)); // 68
 
-//]
+//] //[/policy_ref_snip8]
 
 #include 
+using std::cout; using std::endl;
 
 int main()
 {
-   std::cout << x << " " << y << std::endl;
+   cout << "using policy " << endl
+     << "quantile(dist_type(20, 0.3), 0.05) = " << x << endl
+     << "quantile(complement(dist_type(20, 0.3), 0.05)) " << y << endl;
 }
+
+/*
+
+Output:
+
+  quantile(dist_type(20, 0.3), 0.05) = 27
+  quantile(complement(dist_type(20, 0.3), 0.05)) 68
+
+
+*/
diff --git a/example/policy_ref_snip9.cpp b/example/policy_ref_snip9.cpp
index a27b176a3..ed38d4601 100644
--- a/example/policy_ref_snip9.cpp
+++ b/example/policy_ref_snip9.cpp
@@ -1,4 +1,6 @@
 //  Copyright John Maddock 2007.
+//  Copyright Paul A. Bristow 2010
+
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -6,22 +8,29 @@
 // Note that this file contains quickbook mark-up as well as code
 // and comments, don't change any of the special comment mark-ups!
 
+#include 
+using std::cout; using std::endl;
+
 //[policy_ref_snip9
 
 #include 
+using boost::math::tgamma;
+using boost::math::policies::policy;
+using boost::math::policies::digits10;
 
-using namespace boost::math;
-using namespace boost::math::policies;
-
-typedef policy > pol;
-
-double t = tgamma(12, pol());
-
+typedef policy > my_pol_5; // Define a new, non-default, policy
+// to calculate tgamma to accuracy of approximately 5 decimal digits.
 //]
 
-#include 
-
 int main()
 {
-   std::cout << t << std::endl;
+  cout.precision(5); // To only show 5 (hopefully) accurate decimal digits.
+  double t = tgamma(12, my_pol_5()); // Apply the 5 decimal digits accuracy policy to use of tgamma.
+  cout << "tgamma(12, my_pol_5() = " << t << endl;
 }
+
+/*
+
+Output:
+     tgamma(12, my_pol_5() = 3.9917e+007
+*/
diff --git a/example/students_t_single_sample.cpp b/example/students_t_single_sample.cpp
index 87ec6b515..84138b9a0 100644
--- a/example/students_t_single_sample.cpp
+++ b/example/students_t_single_sample.cpp
@@ -1,5 +1,5 @@
 // Copyright John Maddock 2006
-// Copyright Paul A. Bristow 2007
+// Copyright Paul A. Bristow 2007, 2010
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -12,10 +12,17 @@
 #  pragma warning(disable: 4610) // can never be instantiated - user defined constructor required.
 #endif
 
-#include 
-#include 
 #include 
 
+// avoid "using namespace std;" and "using namespace boost::math;"
+// to avoid potential ambiguity with names in std random.
+#include 
+using std::cout; using std::endl;
+using std::left; using std::fixed; using std::right; using std::scientific;
+#include 
+using std::setw;
+using std::setprecision;
+
 void confidence_limits_on_mean(double Sm, double Sd, unsigned Sn)
 {
    //
@@ -35,8 +42,7 @@ void confidence_limits_on_mean(double Sm, double Sd, unsigned Sn)
    // contains the true mean or it does not.
    // See http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm
 
-   using namespace std;
-   using namespace boost::math;
+   using boost::math::students_t;
 
    // Print out general info:
    cout <<
@@ -86,7 +92,7 @@ void confidence_limits_on_mean(double Sm, double Sd, unsigned Sn)
       cout << fixed << setprecision(5) << setw(15) << right << Sm + w << endl;
    }
    cout << endl;
-}
+} // void confidence_limits_on_mean
 
 void single_sample_t_test(double M, double Sm, double Sd, unsigned Sn, double alpha)
 {
@@ -103,9 +109,8 @@ void single_sample_t_test(double M, double Sm, double Sd, unsigned Sn, double al
    // to chance.  We can also test the alternative hypothesis
    // that any difference is not down to chance.
    // See http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm
-   //
-   using namespace std;
-   using namespace boost::math;
+   
+   using boost::math::students_t;
 
    // Print header:
    cout <<
@@ -159,7 +164,7 @@ void single_sample_t_test(double M, double Sm, double Sd, unsigned Sn, double al
    else
       cout << "REJECTED\n";
    cout << endl << endl;
-}
+} // void single_sample_t_test(
 
 void single_sample_find_df(double M, double Sm, double Sd)
 {
@@ -168,8 +173,8 @@ void single_sample_find_df(double M, double Sm, double Sd)
    // Sm = Sample Mean.
    // Sd = Sample Standard Deviation.
    //
-   using namespace std;
-   using namespace boost::math;
+ 
+   using boost::math::students_t;
 
    // Print out general info:
    cout <<
@@ -216,7 +221,7 @@ void single_sample_find_df(double M, double Sm, double Sd)
       cout << fixed << setprecision(0) << setw(16) << right << size << endl;
    }
    cout << endl;
-}
+} // void single_sample_find_df
 
 int main()
 {
@@ -250,177 +255,171 @@ int main()
    single_sample_find_df(38.9, 37.8, 0.964365);
 
    return 0;
-}
+} // int main()
 
 /*
 
 Output:
 
------- Build started: Project: students_t_single_sample, Configuration: Debug Win32 ------
-Compiling...
-students_t_single_sample.cpp
-Linking...
-Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\students_t_single_sample.exe"
-__________________________________
-2-Sided Confidence Limits For Mean
-__________________________________
-
-Number of Observations                  =  195
-Mean                                    =  9.26146
-Standard Deviation                      =  0.02278881
-
-
-_______________________________________________________________
-Confidence       T           Interval          Lower          Upper
- Value (%)     Value          Width            Limit          Limit
-_______________________________________________________________
-    50.000     0.676       1.103e-003        9.26036        9.26256
-    75.000     1.154       1.883e-003        9.25958        9.26334
-    90.000     1.653       2.697e-003        9.25876        9.26416
-    95.000     1.972       3.219e-003        9.25824        9.26468
-    99.000     2.601       4.245e-003        9.25721        9.26571
-    99.900     3.341       5.453e-003        9.25601        9.26691
-    99.990     3.973       6.484e-003        9.25498        9.26794
-    99.999     4.537       7.404e-003        9.25406        9.26886
-
-__________________________________
-Student t test for a single sample
-__________________________________
-
-Number of Observations                                 =  195
-Sample Mean                                            =  9.26146
-Sample Standard Deviation                              =  0.02279
-Expected True Mean                                     =  5.00000
-
-Sample Mean - Expected Test Mean                       =  4.26146
-Degrees of Freedom                                     =  194
-T Statistic                                            =  2611.28380
-Probability that difference is due to chance           =  0.000e+000
-
-Results for Alternative Hypothesis and alpha           =  0.0500
-
-Alternative Hypothesis     Conclusion
-Mean != 5.000            NOT REJECTED
-Mean  < 5.000            REJECTED
-Mean  > 5.000            NOT REJECTED
-
-
-_____________________________________________________________
-Estimated sample sizes required for various confidence levels
-_____________________________________________________________
-
-True Mean                               =  5.00000
-Sample Mean                             =  9.26146
-Sample Standard Deviation               =  0.02279
-
-
-_______________________________________________________________
-Confidence       Estimated          Estimated
- Value (%)      Sample Size        Sample Size
-              (one sided test)    (two sided test)
-_______________________________________________________________
-    50.000               2               2
-    75.000               2               2
-    90.000               2               2
-    95.000               2               2
-    99.000               2               2
-    99.900               3               3
-    99.990               3               3
-    99.999               4               4
-
-__________________________________
-2-Sided Confidence Limits For Mean
-__________________________________
-
-Number of Observations                  =  3
-Mean                                    =  37.8000000
-Standard Deviation                      =  0.9643650
-
-
-_______________________________________________________________
-Confidence       T           Interval          Lower          Upper
- Value (%)     Value          Width            Limit          Limit
-_______________________________________________________________
-    50.000     0.816            0.455       37.34539       38.25461
-    75.000     1.604            0.893       36.90717       38.69283
-    90.000     2.920            1.626       36.17422       39.42578
-    95.000     4.303            2.396       35.40438       40.19562
-    99.000     9.925            5.526       32.27408       43.32592
-    99.900    31.599           17.594       20.20639       55.39361
-    99.990    99.992           55.673      -17.87346       93.47346
-    99.999   316.225          176.067     -138.26683      213.86683
-
-__________________________________
-Student t test for a single sample
-__________________________________
-
-Number of Observations                                 =  3
-Sample Mean                                            =  37.80000
-Sample Standard Deviation                              =  0.96437
-Expected True Mean                                     =  38.90000
-
-Sample Mean - Expected Test Mean                       =  -1.10000
-Degrees of Freedom                                     =  2
-T Statistic                                            =  -1.97566
-Probability that difference is due to chance           =  1.869e-001
-
-Results for Alternative Hypothesis and alpha           =  0.0500
-
-Alternative Hypothesis     Conclusion
-Mean != 38.900            REJECTED
-Mean  < 38.900            REJECTED
-Mean  > 38.900            REJECTED
-
-
-__________________________________
-Student t test for a single sample
-__________________________________
-
-Number of Observations                                 =  3
-Sample Mean                                            =  37.80000
-Sample Standard Deviation                              =  0.96437
-Expected True Mean                                     =  38.90000
-
-Sample Mean - Expected Test Mean                       =  -1.10000
-Degrees of Freedom                                     =  2
-T Statistic                                            =  -1.97566
-Probability that difference is due to chance           =  1.869e-001
-
-Results for Alternative Hypothesis and alpha           =  0.1000
-
-Alternative Hypothesis     Conclusion
-Mean != 38.900            REJECTED
-Mean  < 38.900            NOT REJECTED
-Mean  > 38.900            REJECTED
-
-
-_____________________________________________________________
-Estimated sample sizes required for various confidence levels
-_____________________________________________________________
-
-True Mean                               =  38.90000
-Sample Mean                             =  37.80000
-Sample Standard Deviation               =  0.96437
-
-
-_______________________________________________________________
-Confidence       Estimated          Estimated
- Value (%)      Sample Size        Sample Size
-              (one sided test)    (two sided test)
-_______________________________________________________________
-    75.000               3               4
-    90.000               7               9
-    95.000              11              13
-    99.000              20              22
-    99.900              35              37
-    99.990              50              53
-    99.999              66              68
-
-Build Time 0:03
-Build log was saved at "file://i:\boost-06-05-03-1300\libs\math\test\Math_test\students_t_single_sample\Debug\BuildLog.htm"
-students_t_single_sample - 0 error(s), 0 warning(s)
-========== Build: 1 succeeded, 0 failed, 0 up-to-date, 0 skipped ==========
-
+------ Rebuild All started: Project: students_t_single_sample, Configuration: Release Win32 ------
+  students_t_single_sample.cpp
+  Generating code
+  Finished generating code
+  students_t_single_sample.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\students_t_single_sample.exe
+  __________________________________
+  2-Sided Confidence Limits For Mean
+  __________________________________
+  
+  Number of Observations                  =  195
+  Mean                                    =  9.26146
+  Standard Deviation                      =  0.02278881
+  
+  
+  _______________________________________________________________
+  Confidence       T           Interval          Lower          Upper
+   Value (%)     Value          Width            Limit          Limit
+  _______________________________________________________________
+      50.000     0.676       1.103e-003        9.26036        9.26256
+      75.000     1.154       1.883e-003        9.25958        9.26334
+      90.000     1.653       2.697e-003        9.25876        9.26416
+      95.000     1.972       3.219e-003        9.25824        9.26468
+      99.000     2.601       4.245e-003        9.25721        9.26571
+      99.900     3.341       5.453e-003        9.25601        9.26691
+      99.990     3.973       6.484e-003        9.25498        9.26794
+      99.999     4.537       7.404e-003        9.25406        9.26886
+  
+  __________________________________
+  Student t test for a single sample
+  __________________________________
+  
+  Number of Observations                                 =  195
+  Sample Mean                                            =  9.26146
+  Sample Standard Deviation                              =  0.02279
+  Expected True Mean                                     =  5.00000
+  
+  Sample Mean - Expected Test Mean                       =  4.26146
+  Degrees of Freedom                                     =  194
+  T Statistic                                            =  2611.28380
+  Probability that difference is due to chance           =  0.000e+000
+  
+  Results for Alternative Hypothesis and alpha           =  0.0500
+  
+  Alternative Hypothesis     Conclusion
+  Mean != 5.000            NOT REJECTED
+  Mean  < 5.000            REJECTED
+  Mean  > 5.000            NOT REJECTED
+  
+  
+  _____________________________________________________________
+  Estimated sample sizes required for various confidence levels
+  _____________________________________________________________
+  
+  True Mean                               =  5.00000
+  Sample Mean                             =  9.26146
+  Sample Standard Deviation               =  0.02279
+  
+  
+  _______________________________________________________________
+  Confidence       Estimated          Estimated
+   Value (%)      Sample Size        Sample Size
+                (one sided test)    (two sided test)
+  _______________________________________________________________
+      75.000               2               2
+      90.000               2               2
+      95.000               2               2
+      99.000               2               2
+      99.900               3               3
+      99.990               3               3
+      99.999               4               4
+  
+  __________________________________
+  2-Sided Confidence Limits For Mean
+  __________________________________
+  
+  Number of Observations                  =  3
+  Mean                                    =  37.8000000
+  Standard Deviation                      =  0.9643650
+  
+  
+  _______________________________________________________________
+  Confidence       T           Interval          Lower          Upper
+   Value (%)     Value          Width            Limit          Limit
+  _______________________________________________________________
+      50.000     0.816            0.455       37.34539       38.25461
+      75.000     1.604            0.893       36.90717       38.69283
+      90.000     2.920            1.626       36.17422       39.42578
+      95.000     4.303            2.396       35.40438       40.19562
+      99.000     9.925            5.526       32.27408       43.32592
+      99.900    31.599           17.594       20.20639       55.39361
+      99.990    99.992           55.673      -17.87346       93.47346
+      99.999   316.225          176.067     -138.26683      213.86683
+  
+  __________________________________
+  Student t test for a single sample
+  __________________________________
+  
+  Number of Observations                                 =  3
+  Sample Mean                                            =  37.80000
+  Sample Standard Deviation                              =  0.96437
+  Expected True Mean                                     =  38.90000
+  
+  Sample Mean - Expected Test Mean                       =  -1.10000
+  Degrees of Freedom                                     =  2
+  T Statistic                                            =  -1.97566
+  Probability that difference is due to chance           =  1.869e-001
+  
+  Results for Alternative Hypothesis and alpha           =  0.0500
+  
+  Alternative Hypothesis     Conclusion
+  Mean != 38.900            REJECTED
+  Mean  < 38.900            REJECTED
+  Mean  > 38.900            REJECTED
+  
+  
+  __________________________________
+  Student t test for a single sample
+  __________________________________
+  
+  Number of Observations                                 =  3
+  Sample Mean                                            =  37.80000
+  Sample Standard Deviation                              =  0.96437
+  Expected True Mean                                     =  38.90000
+  
+  Sample Mean - Expected Test Mean                       =  -1.10000
+  Degrees of Freedom                                     =  2
+  T Statistic                                            =  -1.97566
+  Probability that difference is due to chance           =  1.869e-001
+  
+  Results for Alternative Hypothesis and alpha           =  0.1000
+  
+  Alternative Hypothesis     Conclusion
+  Mean != 38.900            REJECTED
+  Mean  < 38.900            NOT REJECTED
+  Mean  > 38.900            REJECTED
+  
+  
+  _____________________________________________________________
+  Estimated sample sizes required for various confidence levels
+  _____________________________________________________________
+  
+  True Mean                               =  38.90000
+  Sample Mean                             =  37.80000
+  Sample Standard Deviation               =  0.96437
+  
+  
+  _______________________________________________________________
+  Confidence       Estimated          Estimated
+   Value (%)      Sample Size        Sample Size
+                (one sided test)    (two sided test)
+  _______________________________________________________________
+      75.000               3               4
+      90.000               7               9
+      95.000              11              13
+      99.000              20              22
+      99.900              35              37
+      99.990              50              53
+      99.999              66              68
+  
 
 */
 
diff --git a/example/students_t_two_samples.cpp b/example/students_t_two_samples.cpp
index e3a4fa742..7bf86eead 100644
--- a/example/students_t_two_samples.cpp
+++ b/example/students_t_two_samples.cpp
@@ -1,5 +1,6 @@
 // Copyright John Maddock 2006.
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010
+
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
 // (See accompanying file LICENSE_1_0.txt
@@ -12,27 +13,25 @@
 #endif
 
 #include 
+using std::cout; using std::endl;
+using std::left; using std::fixed; using std::right; using std::scientific;
 #include 
+using std::setw;
+using std::setprecision;
+
 #include 
+   using boost::math::students_t;
+
 
 void two_samples_t_test_equal_sd(
-        double Sm1,
-        double Sd1,
-        unsigned Sn1,
-        double Sm2,
-        double Sd2,
-        unsigned Sn2,
-        double alpha)
+        double Sm1, // Sm1 = Sample Mean 1.
+        double Sd1,   // Sd1 = Sample Standard Deviation 1.
+        unsigned Sn1,   // Sn1 = Sample Size 1.
+        double Sm2,   // Sm2 = Sample Mean 2.
+        double Sd2,   // Sd2 = Sample Standard Deviation 2.
+        unsigned Sn2,   // Sn2 = Sample Size 2.
+        double alpha)   // alpha = Significance Level.
 {
-   //
-   // Sm1 = Sample Mean 1.
-   // Sd1 = Sample Standard Deviation 1.
-   // Sn1 = Sample Size 1.
-   // Sm2 = Sample Mean 2.
-   // Sd2 = Sample Standard Deviation 2.
-   // Sn2 = Sample Size 2.
-   // alpha = Significance Level.
-   //
    // A Students t test applied to two sets of data.
    // We are testing the null hypothesis that the two
    // samples have the same mean and that any difference
@@ -40,7 +39,9 @@ void two_samples_t_test_equal_sd(
    // See http://www.itl.nist.gov/div898/handbook/eda/section3/eda353.htm
    //
    using namespace std;
-   using namespace boost::math;
+   // using namespace boost::math;
+
+   using boost::math::students_t;
 
    // Print header:
    cout <<
@@ -99,31 +100,22 @@ void two_samples_t_test_equal_sd(
 }
 
 void two_samples_t_test_unequal_sd(
-        double Sm1,
-        double Sd1,
-        unsigned Sn1,
-        double Sm2,
-        double Sd2,
-        unsigned Sn2,
-        double alpha)
+        double Sm1,   // Sm1 = Sample Mean 1.
+        double Sd1,   // Sd1 = Sample Standard Deviation 1.
+        unsigned Sn1,   // Sn1 = Sample Size 1.
+        double Sm2,   // Sm2 = Sample Mean 2.
+        double Sd2,   // Sd2 = Sample Standard Deviation 2.
+        unsigned Sn2,   // Sn2 = Sample Size 2.
+        double alpha)   // alpha = Significance Level.
 {
-   //
-   // Sm1 = Sample Mean 1.
-   // Sd1 = Sample Standard Deviation 1.
-   // Sn1 = Sample Size 1.
-   // Sm2 = Sample Mean 2.
-   // Sd2 = Sample Standard Deviation 2.
-   // Sn2 = Sample Size 2.
-   // alpha = Significance Level.
-   //
    // A Students t test applied to two sets of data.
    // We are testing the null hypothesis that the two
-   // samples have the same mean and that any difference
-   // if due to chance.
+   // samples have the same mean and 
+   // that any difference is due to chance.
    // See http://www.itl.nist.gov/div898/handbook/eda/section3/eda353.htm
    //
    using namespace std;
-   using namespace boost::math;
+   using boost::math::students_t;
 
    // Print header:
    cout <<
@@ -202,60 +194,58 @@ int main()
 
 /*
 Output is
+------ Rebuild All started: Project: students_t_two_samples, Configuration: Release Win32 ------
+  students_t_two_samples.cpp
+  Generating code
+  Finished generating code
+  students_t_two_samples.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\students_t_two_samples.exe
+  _______________________________________________
+  Student t test for two samples (equal variances)
+  _______________________________________________
+  
+  Number of Observations (Sample 1)                      =  249
+  Sample 1 Mean                                          =  20.145
+  Sample 1 Standard Deviation                            =  6.4147
+  Number of Observations (Sample 2)                      =  79
+  Sample 2 Mean                                          =  30.481
+  Sample 2 Standard Deviation                            =  6.1077
+  Degrees of Freedom                                     =  326
+  Pooled Standard Deviation                              =  326
+  T Statistic                                            =  -12.621
+  Probability that difference is due to chance           =  5.273e-030
+  
+  Results for Alternative Hypothesis and alpha           =  0.0500
+  
+  Alternative Hypothesis              Conclusion
+  Sample 1 Mean != Sample 2 Mean       NOT REJECTED
+  Sample 1 Mean <  Sample 2 Mean       NOT REJECTED
+  Sample 1 Mean >  Sample 2 Mean       REJECTED
+  
+  
+  _________________________________________________
+  Student t test for two samples (unequal variances)
+  _________________________________________________
+  
+  Number of Observations (Sample 1)                      =  249
+  Sample 1 Mean                                          =  20.14458
+  Sample 1 Standard Deviation                            =  6.41470
+  Number of Observations (Sample 2)                      =  79
+  Sample 2 Mean                                          =  30.48101
+  Sample 2 Standard Deviation                            =  6.10771
+  Degrees of Freedom                                     =  136.87499
+  T Statistic                                            =  -12.94627
+  Probability that difference is due to chance           =  1.571e-025
+  
+  Results for Alternative Hypothesis and alpha           =  0.0500
+  
+  Alternative Hypothesis              Conclusion
+  Sample 1 Mean != Sample 2 Mean       NOT REJECTED
+  Sample 1 Mean <  Sample 2 Mean       NOT REJECTED
+  Sample 1 Mean >  Sample 2 Mean       REJECTED
+  
+  
+========== Rebuild All: 1 succeeded, 0 failed, 0 skipped ==========
 
------- Build started: Project: students_t_two_samples, Configuration: Debug Win32 ------
-Compiling...
-students_t_two_samples.cpp
-Linking...
-Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\students_t_two_samples.exe"
-_______________________________________________
-Student t test for two samples (equal variances)
-_______________________________________________
-
-Number of Observations (Sample 1)                      =  249
-Sample 1 Mean                                          =  20.145
-Sample 1 Standard Deviation                            =  6.4147
-Number of Observations (Sample 2)                      =  79
-Sample 2 Mean                                          =  30.481
-Sample 2 Standard Deviation                            =  6.1077
-Degrees of Freedom                                     =  326
-Pooled Standard Deviation                              =  326
-T Statistic                                            =  -12.621
-Probability that difference is due to chance           =  5.273e-030
-
-Results for Alternative Hypothesis and alpha           =  0.0500
-
-Alternative Hypothesis              Conclusion
-Sample 1 Mean != Sample 2 Mean       NOT REJECTED
-Sample 1 Mean <  Sample 2 Mean       NOT REJECTED
-Sample 1 Mean >  Sample 2 Mean       REJECTED
-
-
-_________________________________________________
-Student t test for two samples (unequal variances)
-_________________________________________________
-
-Number of Observations (Sample 1)                      =  249
-Sample 1 Mean                                          =  20.14458
-Sample 1 Standard Deviation                            =  6.41470
-Number of Observations (Sample 2)                      =  79
-Sample 2 Mean                                          =  30.48101
-Sample 2 Standard Deviation                            =  6.10771
-Degrees of Freedom                                     =  136.87499
-T Statistic                                            =  -12.94627
-Probability that difference is due to chance           =  1.571e-025
-
-Results for Alternative Hypothesis and alpha           =  0.0500
-
-Alternative Hypothesis              Conclusion
-Sample 1 Mean != Sample 2 Mean       NOT REJECTED
-Sample 1 Mean <  Sample 2 Mean       NOT REJECTED
-Sample 1 Mean >  Sample 2 Mean       REJECTED
-
-Build Time 0:03
-Build log was saved at "file://i:\boost-06-05-03-1300\libs\math\test\Math_test\students_t_two_samples\Debug\BuildLog.htm"
-students_t_two_samples - 0 error(s), 0 warning(s)
-========== Build: 1 succeeded, 0 failed, 0 up-to-date, 0 skipped ==========
 
 */
 
diff --git a/include/boost/math/bindings/rr.hpp b/include/boost/math/bindings/rr.hpp
index 7b72f81f8..58c22b889 100644
--- a/include/boost/math/bindings/rr.hpp
+++ b/include/boost/math/bindings/rr.hpp
@@ -682,13 +682,13 @@ namespace ntl{
    {
       asin_root(RR const& target) : t(target){}
 
-      std::tr1::tuple operator()(RR const& p)
+      boost::math::tuple operator()(RR const& p)
       {
          RR f0 = sin(p);
          RR f1 = cos(p);
          RR f2 = -f0;
          f0 -= t;
-         return std::tr1::make_tuple(f0, f1, f2);
+         return boost::math::make_tuple(f0, f1, f2);
       }
    private:
       RR t;
@@ -710,13 +710,13 @@ namespace ntl{
    {
       acos_root(RR const& target) : t(target){}
 
-      std::tr1::tuple operator()(RR const& p)
+      boost::math::tuple operator()(RR const& p)
       {
          RR f0 = cos(p);
          RR f1 = -sin(p);
          RR f2 = -f0;
          f0 -= t;
-         return std::tr1::make_tuple(f0, f1, f2);
+         return boost::math::make_tuple(f0, f1, f2);
       }
    private:
       RR t;
@@ -738,14 +738,14 @@ namespace ntl{
    {
       atan_root(RR const& target) : t(target){}
 
-      std::tr1::tuple operator()(RR const& p)
+      boost::math::tuple operator()(RR const& p)
       {
          RR c = cos(p);
          RR ta = tan(p);
          RR f0 = ta - t;
          RR f1 = 1 / (c * c);
          RR f2 = 2 * ta / (c * c);
-         return std::tr1::make_tuple(f0, f1, f2);
+         return boost::math::make_tuple(f0, f1, f2);
       }
    private:
       RR t;
diff --git a/include/boost/math/distributions.hpp b/include/boost/math/distributions.hpp
index ecbc616a0..1624cb8b3 100644
--- a/include/boost/math/distributions.hpp
+++ b/include/boost/math/distributions.hpp
@@ -1,12 +1,12 @@
 //  Copyright John Maddock 2006, 2007.
-//  Copyright Paul A. Bristow 2006, 2007, 2009.
+//  Copyright Paul A. Bristow 2006, 2007, 2009, 2010.
 
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
 
 // This file includes *all* the distributions.
-// this may be useful if many are used
+// this *may* be convenient if many are used
 // - to avoid including each distribution individually.
 
 #ifndef BOOST_MATH_DISTRIBUTIONS_HPP
@@ -23,6 +23,8 @@
 #include 
 #include 
 #include 
+#include 
+#include 
 #include 
 #include 
 #include 
diff --git a/include/boost/math/distributions/bernoulli.hpp b/include/boost/math/distributions/bernoulli.hpp
index aeb6c8f3a..137ed0f20 100644
--- a/include/boost/math/distributions/bernoulli.hpp
+++ b/include/boost/math/distributions/bernoulli.hpp
@@ -119,14 +119,14 @@ namespace boost
     inline const std::pair range(const bernoulli_distribution& /* dist */)
     { // Range of permissible values for random variable k = {0, 1}.
       using boost::math::tools::max_value;
-      return std::pair(0, 1);
+      return std::pair(static_cast(0), static_cast(1));
     }
 
     template 
     inline const std::pair support(const bernoulli_distribution& /* dist */)
     { // Range of supported values for random variable k = {0, 1}.
       // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
-      return std::pair(0, 1);
+      return std::pair(static_cast(0), static_cast(1));
     }
 
     template 
diff --git a/include/boost/math/distributions/beta.hpp b/include/boost/math/distributions/beta.hpp
index d1b753c3a..0573d1d01 100644
--- a/include/boost/math/distributions/beta.hpp
+++ b/include/boost/math/distributions/beta.hpp
@@ -279,14 +279,14 @@ namespace boost
     inline const std::pair range(const beta_distribution& /* dist */)
     { // Range of permissible values for random variable x.
       using boost::math::tools::max_value;
-      return std::pair(0, 1);
+      return std::pair(static_cast(0), static_cast(1));
     }
 
     template 
     inline const std::pair support(const beta_distribution&  /* dist */)
     { // Range of supported values for random variable x.
       // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
-      return std::pair(0, 1);
+      return std::pair(static_cast(0), static_cast(1));
     }
 
     template 
diff --git a/include/boost/math/distributions/binomial.hpp b/include/boost/math/distributions/binomial.hpp
index e6c451a12..ff70b819c 100644
--- a/include/boost/math/distributions/binomial.hpp
+++ b/include/boost/math/distributions/binomial.hpp
@@ -421,7 +421,7 @@ namespace boost
       const std::pair support(const binomial_distribution& dist)
       { // Range of supported values for random variable k.
         // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
-        return std::pair(0,  dist.trials());
+        return std::pair(static_cast(0),  dist.trials());
       }
 
       template 
diff --git a/include/boost/math/distributions/chi_squared.hpp b/include/boost/math/distributions/chi_squared.hpp
index 0b7d2ef40..367a7154a 100644
--- a/include/boost/math/distributions/chi_squared.hpp
+++ b/include/boost/math/distributions/chi_squared.hpp
@@ -1,5 +1,5 @@
 // Copyright John Maddock 2006, 2007.
-// Copyright Paul A. Bristow 2008.
+// Copyright Paul A. Bristow 2008, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -59,14 +59,14 @@ template 
 inline const std::pair range(const chi_squared_distribution& /*dist*/)
 { // Range of permissible values for random variable x.
    using boost::math::tools::max_value;
-   return std::pair(0, max_value()); // 0 to + infinity.
+   return std::pair(static_cast(0), max_value()); // 0 to + infinity.
 }
 
 template 
 inline const std::pair support(const chi_squared_distribution& /*dist*/)
 { // Range of supported values for random variable x.
    // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
-   return std::pair(0, tools::max_value()); // 0 to + infinity.
+   return std::pair(static_cast(0), tools::max_value()); // 0 to + infinity.
 }
 
 template 
@@ -267,7 +267,9 @@ template 
 struct df_estimator
 {
    df_estimator(RealType a, RealType b, RealType variance, RealType delta)
-      : alpha(a), beta(b), ratio(delta/variance) {}
+      : alpha(a), beta(b), ratio(delta/variance)
+   { // Constructor
+   }
 
    RealType operator()(const RealType& df)
    {
@@ -282,14 +284,16 @@ struct df_estimator
          result = cdf(cs, quantile(complement(cs, alpha)) / r) - beta;
       }
       else
-      {
+      { // ratio <= 0
          RealType r = 1 + ratio;
          result = cdf(complement(cs, quantile(cs, alpha) / r)) - beta;
       }
       return result;
    }
 private:
-   RealType alpha, beta, ratio;
+   RealType alpha;
+   RealType beta;
+   RealType ratio; // Difference from variance / variance, so fractional.
 };
 
 } // namespace detail
@@ -305,18 +309,23 @@ RealType chi_squared_distribution::find_degrees_of_freedom(
    static const char* function = "boost::math::chi_squared_distribution<%1%>::find_degrees_of_freedom(%1%,%1%,%1%,%1%,%1%)";
    // Check for domain errors:
    RealType error_result;
-   if(false == detail::check_probability(
-         function, alpha, &error_result, Policy())
-         && detail::check_probability(function, beta, &error_result, Policy()))
+   if(false ==
+     detail::check_probability(function, alpha, &error_result, Policy())
+     && detail::check_probability(function, beta, &error_result, Policy()))
+   { // Either probability is outside 0 to 1.
       return error_result;
+   }
 
    if(hint <= 0)
+   { // No hint given, so guess df = 1.
       hint = 1;
+   }
 
    detail::df_estimator f(alpha, beta, variance, difference_from_variance);
    tools::eps_tolerance tol(policies::digits());
    boost::uintmax_t max_iter = policies::get_max_root_iterations();
-   std::pair r = tools::bracket_and_solve_root(f, hint, RealType(2), false, tol, max_iter, Policy());
+   std::pair r =
+     tools::bracket_and_solve_root(f, hint, RealType(2), false, tol, max_iter, Policy());
    RealType result = r.first + (r.second - r.first) / 2;
    if(max_iter >= policies::get_max_root_iterations())
    {
diff --git a/include/boost/math/distributions/complement.hpp b/include/boost/math/distributions/complement.hpp
index 7eb08753a..26d0d49e6 100644
--- a/include/boost/math/distributions/complement.hpp
+++ b/include/boost/math/distributions/complement.hpp
@@ -9,7 +9,7 @@
 
 //
 // This code really defines our own tuple type.
-// It would be nice to reuse std::tr1::tuple
+// It would be nice to reuse boost::math::tuple
 // while retaining our own type safety, but it's
 // not clear if that's possible.  In any case this
 // code is *very* lightweight.
diff --git a/include/boost/math/distributions/detail/inv_discrete_quantile.hpp b/include/boost/math/distributions/detail/inv_discrete_quantile.hpp
index d4f424c8e..2762a96eb 100644
--- a/include/boost/math/distributions/detail/inv_discrete_quantile.hpp
+++ b/include/boost/math/distributions/detail/inv_discrete_quantile.hpp
@@ -92,7 +92,7 @@ typename Dist::value_type
    // Max bounds of the distribution:
    //
    value_type min_bound, max_bound;
-   std::tr1::tie(min_bound, max_bound) = support(dist);
+   boost::math::tie(min_bound, max_bound) = support(dist);
 
    if(guess > max_bound)
       guess = max_bound;
diff --git a/include/boost/math/distributions/fisher_f.hpp b/include/boost/math/distributions/fisher_f.hpp
index 066714adb..fe7fa06d2 100644
--- a/include/boost/math/distributions/fisher_f.hpp
+++ b/include/boost/math/distributions/fisher_f.hpp
@@ -58,7 +58,7 @@ template 
 inline const std::pair range(const fisher_f_distribution& /*dist*/)
 { // Range of permissible values for random variable x.
    using boost::math::tools::max_value;
-   return std::pair(0, max_value());
+   return std::pair(static_cast(0), max_value());
 }
 
 template 
@@ -66,7 +66,7 @@ inline const std::pair support(const fisher_f_distribution(0,  max_value());
+   return std::pair(static_cast(0),  max_value());
 }
 
 template 
@@ -177,7 +177,7 @@ inline RealType quantile(const fisher_f_distribution& dist, co
             function, p, &error_result, Policy()))
       return error_result;
 
-   // With optimizations turned on, gcc wrongly warns about y being used 
+   // With optimizations turned on, gcc wrongly warns about y being used
    // uninitializated unless we initialize it to something:
    RealType x, y(0);
 
diff --git a/include/boost/math/distributions/fwd.hpp b/include/boost/math/distributions/fwd.hpp
index 7ddb9e6be..d5d4958da 100644
--- a/include/boost/math/distributions/fwd.hpp
+++ b/include/boost/math/distributions/fwd.hpp
@@ -1,4 +1,6 @@
-// Copyright Paul A. Bristow 2007.
+// fwd.hpp Forward declarations of Boost.Math distributions.
+
+// Copyright Paul A. Bristow 2007, 2010.
 // Copyright John Maddock 2007.
 
 // Use, modification and distribution are subject to the
@@ -41,6 +43,12 @@ class gamma_distribution;
 template 
 class hypergeometric_distribution;
 
+template 
+class inverse_chi_squared_distribution;
+
+template 
+class inverse_gamma_distribution;
+
 template 
 class laplace_distribution;
 
diff --git a/include/boost/math/distributions/gamma.hpp b/include/boost/math/distributions/gamma.hpp
index 27d27dc00..059c1466e 100644
--- a/include/boost/math/distributions/gamma.hpp
+++ b/include/boost/math/distributions/gamma.hpp
@@ -103,7 +103,7 @@ template 
 inline const std::pair range(const gamma_distribution& /* dist */)
 { // Range of permissible values for random variable x.
    using boost::math::tools::max_value;
-   return std::pair(0, max_value());
+   return std::pair(static_cast(0), max_value());
 }
 
 template 
diff --git a/include/boost/math/distributions/inverse_chi_squared.hpp b/include/boost/math/distributions/inverse_chi_squared.hpp
new file mode 100644
index 000000000..3df6093ec
--- /dev/null
+++ b/include/boost/math/distributions/inverse_chi_squared.hpp
@@ -0,0 +1,391 @@
+// Copyright John Maddock 2010.
+// Copyright Paul A. Bristow 2010.
+
+// Use, modification and distribution are subject to the
+// Boost Software License, Version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_MATH_DISTRIBUTIONS_INVERSE_CHI_SQUARED_HPP
+#define BOOST_MATH_DISTRIBUTIONS_INVERSE_CHI_SQUARED_HPP
+
+#include 
+#include  // for incomplete beta.
+#include  // for complements.
+#include  // for error checks.
+#include  // for isfinite
+
+// See http://en.wikipedia.org/wiki/Scaled-inverse-chi-square_distribution
+// for definitions of this scaled version.
+// See http://en.wikipedia.org/wiki/Inverse-chi-square_distribution
+// for unscaled version.
+
+// http://reference.wolfram.com/mathematica/ref/InverseChiSquareDistribution.html
+// Weisstein, Eric W. "Inverse Chi-Squared Distribution." From MathWorld--A Wolfram Web Resource.
+// http://mathworld.wolfram.com/InverseChi-SquaredDistribution.html
+
+#include 
+
+namespace boost{ namespace math{
+
+namespace detail
+{
+  template 
+  inline bool check_inverse_chi_squared( // Check both distribution parameters.
+        const char* function,
+        RealType degrees_of_freedom, // degrees_of_freedom (aka nu).
+        RealType scale,  // scale (aka sigma^2)
+        RealType* result,
+        const Policy& pol)
+  {
+     return check_scale(function, scale, result, pol)
+       && check_df(function, degrees_of_freedom,
+       result, pol);
+  } // bool check_inverse_chi_squared
+} // namespace detail
+
+template  >
+class inverse_chi_squared_distribution
+{
+public:
+   typedef RealType value_type;
+   typedef Policy policy_type;
+
+   inverse_chi_squared_distribution(RealType df, RealType scale) : m_df(df), m_scale (scale)
+   {
+      RealType result;
+      detail::check_df(
+         "boost::math::inverse_chi_squared_distribution<%1%>::inverse_chi_squared_distribution",
+         m_df, &result, Policy())
+         && detail::check_scale(
+"boost::math::inverse_chi_squared_distribution<%1%>::inverse_chi_squared_distribution",
+         m_scale, &result,  Policy());
+   } // inverse_chi_squared_distribution constructor 
+
+   inverse_chi_squared_distribution(RealType df = 1) : m_df(df)
+   {
+      RealType result;
+      m_scale = 1 / m_df ; // Default scale = 1 / degrees of freedom (Wikipedia definition 1).
+      detail::check_df(
+         "boost::math::inverse_chi_squared_distribution<%1%>::inverse_chi_squared_distribution",
+         m_df, &result, Policy());
+   } // inverse_chi_squared_distribution
+
+   RealType degrees_of_freedom()const
+   {
+      return m_df; // aka nu
+   }
+   RealType scale()const
+   {
+      return m_scale;  // aka xi
+   }
+
+   // Parameter estimation:  NOT implemented yet.
+   //static RealType find_degrees_of_freedom(
+   //   RealType difference_from_variance,
+   //   RealType alpha,
+   //   RealType beta,
+   //   RealType variance,
+   //   RealType hint = 100);
+
+private:
+   // Data members:
+   RealType m_df;  // degrees of freedom are treated as a real number.
+   RealType m_scale;  // distribution scale.
+
+}; // class chi_squared_distribution
+
+typedef inverse_chi_squared_distribution inverse_chi_squared;
+
+template 
+inline const std::pair range(const inverse_chi_squared_distribution& /*dist*/)
+{  // Range of permissible values for random variable x.
+   using boost::math::tools::max_value;
+   return std::pair(static_cast(0), max_value()); // 0 to + infinity.
+}
+
+template 
+inline const std::pair support(const inverse_chi_squared_distribution& /*dist*/)
+{  // Range of supported values for random variable x.
+   // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
+   return std::pair(static_cast(0), tools::max_value()); // 0 to + infinity.
+}
+
+template 
+RealType pdf(const inverse_chi_squared_distribution& dist, const RealType& x)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions.
+   RealType df = dist.degrees_of_freedom();
+   RealType scale = dist.scale();
+   RealType error_result;
+
+   static const char* function = "boost::math::pdf(const inverse_chi_squared_distribution<%1%>&, %1%)";
+
+   if(false == detail::check_inverse_chi_squared
+     (function, df, scale, &error_result, Policy())
+     )
+   { // Bad distribution.
+      return error_result;
+   }
+   if((x < 0) || !(boost::math::isfinite)(x))
+   { // Bad x.
+      return policies::raise_domain_error(
+         function, "inverse Chi Square parameter was %1%, but must be >= 0 !", x, Policy());
+   }
+
+   if(x == 0)
+   { // Treat as special case.
+     return 0;
+   }
+   // Wikipedia scaled inverse chi sq (df, scale) related to inv gamma (df/2, df * scale /2) 
+   // so use inverse gamma pdf with shape = df/2, scale df * scale /2 
+   // RealType shape = df /2; // inv_gamma shape
+   // RealType scale = df * scale/2; // inv_gamma scale
+   // RealType result = gamma_p_derivative(shape, scale / x, Policy()) * scale / (x * x);
+   RealType result = df * scale/2 / x;
+   if(result < tools::min_value())
+      return 0; // Random variable is near enough infinite.
+   result = gamma_p_derivative(df/2, result, Policy()) * df * scale/2;
+   if(result != 0) // prevent 0 / 0:
+      result /= (x * x);
+   return result;
+} // pdf
+
+template 
+inline RealType cdf(const inverse_chi_squared_distribution& dist, const RealType& x)
+{
+   static const char* function = "boost::math::cdf(const inverse_chi_squared_distribution<%1%>&, %1%)";
+   RealType df = dist.degrees_of_freedom();
+   RealType scale = dist.scale();
+   RealType error_result;
+
+   if(false ==
+       detail::check_inverse_chi_squared(function, df, scale, &error_result, Policy())
+     )
+   { // Bad distribution.
+      return error_result;
+   }
+   if((x < 0) || !(boost::math::isfinite)(x))
+   { // Bad x.
+      return policies::raise_domain_error(
+         function, "inverse Chi Square parameter was %1%, but must be >= 0 !", x, Policy());
+   }
+   if (x == 0)
+   { // Treat zero as a special case.
+     return 0;
+   }
+   // RealType shape = df /2; // inv_gamma shape,
+   // RealType scale = df * scale/2; // inv_gamma scale,
+   // result = boost::math::gamma_q(shape, scale / x, Policy()); // inverse_gamma code.
+   return boost::math::gamma_q(df / 2, (df * (scale / 2)) / x, Policy());
+} // cdf
+
+template 
+inline RealType quantile(const inverse_chi_squared_distribution& dist, const RealType& p)
+{
+   using boost::math::gamma_q_inv;
+   RealType df = dist.degrees_of_freedom();
+   RealType scale = dist.scale();
+
+   static const char* function = "boost::math::quantile(const inverse_chi_squared_distribution<%1%>&, %1%)";
+   // Error check:
+   RealType error_result;
+   if(false == detail::check_df(
+         function, df, &error_result, Policy())
+         && detail::check_probability(
+            function, p, &error_result, Policy()))
+   {
+      return error_result;
+   }
+   if(false == detail::check_probability(
+            function, p, &error_result, Policy()))
+   {
+      return error_result;
+   }
+   // RealType shape = df /2; // inv_gamma shape,
+   // RealType scale = df * scale/2; // inv_gamma scale,
+   // result = scale / gamma_q_inv(shape, p, Policy());
+      RealType result = gamma_q_inv(df /2, p, Policy());
+      if(result == 0)
+         return policies::raise_overflow_error(function, "Random variable is infinite.", Policy());
+      result = df * (scale / 2) / result;
+      return result;
+} // quantile
+
+template 
+inline RealType cdf(const complemented2_type, RealType>& c)
+{
+   using boost::math::gamma_q_inv;
+   RealType const& df = c.dist.degrees_of_freedom();
+   RealType const& scale = c.dist.scale();
+   RealType const& x = c.param;
+   static const char* function = "boost::math::cdf(const inverse_chi_squared_distribution<%1%>&, %1%)";
+   // Error check:
+   RealType error_result;
+   if(false == detail::check_df(
+         function, df, &error_result, Policy()))
+   {
+      return error_result;
+   }
+   if (x == 0)
+   { // Treat zero as a special case.
+     return 1;
+   }
+   if((x < 0) || !(boost::math::isfinite)(x))
+   {
+      return policies::raise_domain_error(
+         function, "inverse Chi Square parameter was %1%, but must be > 0 !", x, Policy());
+   }
+   // RealType shape = df /2; // inv_gamma shape,
+   // RealType scale = df * scale/2; // inv_gamma scale,
+   // result = gamma_p(shape, scale/c.param, Policy()); use inv_gamma.
+
+   return gamma_p(df / 2, (df * scale/2) / x, Policy()); // OK
+} // cdf(complemented
+
+template 
+inline RealType quantile(const complemented2_type, RealType>& c)
+{
+   using boost::math::gamma_q_inv;
+
+   RealType const& df = c.dist.degrees_of_freedom();
+   RealType const& scale = c.dist.scale();
+   RealType const& q = c.param;
+   static const char* function = "boost::math::quantile(const inverse_chi_squared_distribution<%1%>&, %1%)";
+   // Error check:
+   RealType error_result;
+   if(false == detail::check_df(function, df, &error_result, Policy()))
+   {
+      return error_result;
+   }
+   if(false == detail::check_probability(function, q, &error_result, Policy()))
+   {
+      return error_result;
+   }
+   // RealType shape = df /2; // inv_gamma shape,
+   // RealType scale = df * scale/2; // inv_gamma scale,
+   // result = scale / gamma_p_inv(shape, q, Policy());  // using inv_gamma.
+   RealType result = gamma_p_inv(df/2, q, Policy());
+   if(result == 0)
+      return policies::raise_overflow_error(function, "Random variable is infinite.", Policy());
+   result = (df * scale / 2) / result;
+   return result;
+} // quantile(const complement
+
+template 
+inline RealType mean(const inverse_chi_squared_distribution& dist)
+{ // Mean of inverse Chi-Squared distribution.
+   RealType df = dist.degrees_of_freedom();
+   RealType scale = dist.scale();
+
+   static const char* function = "boost::math::mean(const inverse_chi_squared_distribution<%1%>&)";
+   if(df <= 2)
+      return policies::raise_domain_error(
+         function,
+         "inverse Chi-Squared distribution only has a mode for degrees of freedom > 2, but got degrees of freedom = %1%.",
+         df, Policy());
+  return (df * scale) / (df - 2);
+} // mean
+
+template 
+inline RealType variance(const inverse_chi_squared_distribution& dist)
+{ // Variance of inverse Chi-Squared distribution.
+   RealType df = dist.degrees_of_freedom();
+   RealType scale = dist.scale();
+   static const char* function = "boost::math::variance(const inverse_chi_squared_distribution<%1%>&)";
+   if(df <= 4)
+   {
+      return policies::raise_domain_error(
+         function,
+         "inverse Chi-Squared distribution only has a variance for degrees of freedom > 4, but got degrees of freedom = %1%.",
+         df, Policy());  return 2 * dist.degrees_of_freedom();
+   }
+   return 2 * df * df * scale * scale / ((df - 2)*(df - 2) * (df - 4));
+} // variance
+
+template 
+inline RealType mode(const inverse_chi_squared_distribution& dist)
+{ // mode is not defined in Mathematica.
+  // See Discussion section http://en.wikipedia.org/wiki/Talk:Scaled-inverse-chi-square_distribution
+  // for origin of the formula used below.
+
+   RealType df = dist.degrees_of_freedom();
+   RealType scale = dist.scale();
+   static const char* function = "boost::math::mode(const inverse_chi_squared_distribution<%1%>&)";
+   if(df < 0)
+      return policies::raise_domain_error(
+         function,
+         "inverse Chi-Squared distribution only has a mode for degrees of freedom >= 0, but got degrees of freedom = %1%.",
+         df, Policy());
+   return (df * scale) / (df + 2);
+}
+
+//template 
+//inline RealType median(const inverse_chi_squared_distribution& dist)
+//{ // Median is given by Quantile[dist, 1/2]
+//   RealType df = dist.degrees_of_freedom();
+//   if(df <= 1)
+//      return tools::domain_error(
+//         BOOST_CURRENT_FUNCTION,
+//         "The inverse_Chi-Squared distribution only has a median for degrees of freedom >= 0, but got degrees of freedom = %1%.",
+//         df);
+//   return df;
+//}
+// Now implemented via quantile(half) in derived accessors.
+
+template 
+inline RealType skewness(const inverse_chi_squared_distribution& dist)
+{
+   BOOST_MATH_STD_USING // For ADL
+   RealType df = dist.degrees_of_freedom();
+   static const char* function = "boost::math::skewness(const inverse_chi_squared_distribution<%1%>&)";
+   if(df <= 6)
+      return policies::raise_domain_error(
+         function,
+         "inverse Chi-Squared distribution only has a skewness for degrees of freedom > 6, but got degrees of freedom = %1%.",
+         df, Policy());
+
+   return 4 * sqrt (2 * (df - 4)) / (df - 6);  // Not a function of scale.
+}
+
+template 
+inline RealType kurtosis(const inverse_chi_squared_distribution& dist)
+{
+   RealType df = dist.degrees_of_freedom();
+   static const char* function = "boost::math::kurtosis(const inverse_chi_squared_distribution<%1%>&)";
+   if(df <= 8)
+      return policies::raise_domain_error(
+         function,
+         "inverse Chi-Squared distribution only has a kurtosis for degrees of freedom > 8, but got degrees of freedom = %1%.",
+         df, Policy());
+
+   return kurtosis_excess(dist) + 3;
+}
+
+template 
+inline RealType kurtosis_excess(const inverse_chi_squared_distribution& dist)
+{
+   RealType df = dist.degrees_of_freedom();
+   static const char* function = "boost::math::kurtosis(const inverse_chi_squared_distribution<%1%>&)";
+   if(df <= 8)
+      return policies::raise_domain_error(
+         function,
+         "inverse Chi-Squared distribution only has a kurtosis excess for degrees of freedom > 8, but got degrees of freedom = %1%.",
+         df, Policy());
+
+   return 12 * (5 * df - 22) / ((df - 6 )*(df - 8));  // Not a function of scale.
+}
+
+//
+// Parameter estimation comes last:
+//
+
+} // namespace math
+} // namespace boost
+
+// This include must be at the end, *after* the accessors
+// for this distribution have been defined, in order to
+// keep compilers that support two-phase lookup happy.
+#include 
+
+#endif // BOOST_MATH_DISTRIBUTIONS_INVERSE_CHI_SQUARED_HPP
diff --git a/include/boost/math/distributions/inverse_gamma.hpp b/include/boost/math/distributions/inverse_gamma.hpp
new file mode 100644
index 000000000..4f274d9cf
--- /dev/null
+++ b/include/boost/math/distributions/inverse_gamma.hpp
@@ -0,0 +1,458 @@
+// inverse_gamma.hpp
+
+//  Copyright Paul A. Bristow 2010.
+//  Copyright John Maddock 2010.
+//  Use, modification and distribution are subject to the
+//  Boost Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_STATS_INVERSE_GAMMA_HPP
+#define BOOST_STATS_INVERSE_GAMMA_HPP
+
+// Inverse Gamma Distribution is a two-parameter family
+// of continuous probability distributions
+// on the positive real line, which is the distribution of
+// the reciprocal of a variable distributed according to the gamma distribution.
+
+// http://en.wikipedia.org/wiki/Inverse-gamma_distribution
+// http://rss.acs.unt.edu/Rdoc/library/pscl/html/igamma.html
+
+// See also gamma distribution at gamma.hpp:
+// http://www.itl.nist.gov/div898/handbook/eda/section3/eda366b.htm
+// http://mathworld.wolfram.com/GammaDistribution.html
+// http://en.wikipedia.org/wiki/Gamma_distribution
+
+#include 
+#include 
+#include 
+#include 
+
+#include 
+
+namespace boost{ namespace math
+{
+namespace detail
+{
+
+template 
+inline bool check_inverse_gamma_shape(
+      const char* function, // inverse_gamma
+      RealType shape, // shape aka alpha
+      RealType* result, // to update, perhaps with NaN
+      const Policy& pol)
+{  // Sources say shape argument must be > 0
+   // but seems logical to allow shape zero as special case,
+   // returning pdf and cdf zero (but not < 0).
+   // (Functions like mean, variance with other limits on shape are checked
+   // in version including an operator & limit below).
+   if((shape < 0) || !(boost::math::isfinite)(shape))
+   {
+      *result = policies::raise_domain_error(
+         function,
+         "Shape parameter is %1%, but must be >= 0 !", shape, pol);
+      return false;
+   }
+   return true;
+} //bool check_inverse_gamma_shape
+
+template 
+inline bool check_inverse_gamma_x(
+      const char* function,
+      RealType const& x,
+      RealType* result, const Policy& pol)
+{
+   if((x < 0) || !(boost::math::isfinite)(x))
+   {
+      *result = policies::raise_domain_error(
+         function,
+         "Random variate is %1% but must be >= 0 !", x, pol);
+      return false;
+   }
+   return true;
+}
+
+template 
+inline bool check_inverse_gamma(
+      const char* function, // TODO swap these over, so shape is first.
+      RealType scale,  // scale aka beta
+      RealType shape, // shape aka alpha
+      RealType* result, const Policy& pol)
+{
+   return check_scale(function, scale, result, pol)
+     && check_inverse_gamma_shape(function, shape, result, pol);
+} // bool check_inverse_gamma
+
+} // namespace detail
+
+template  >
+class inverse_gamma_distribution
+{
+public:
+   typedef RealType value_type;
+   typedef Policy policy_type;
+
+   inverse_gamma_distribution(RealType shape = 1, RealType scale = 1)
+      : m_shape(shape), m_scale(scale)
+   {
+      RealType result;
+      detail::check_inverse_gamma(
+        "boost::math::inverse_gamma_distribution<%1%>::inverse_gamma_distribution",
+        scale, shape, &result, Policy());
+   }
+
+   RealType shape()const
+   {
+      return m_shape;
+   }
+
+   RealType scale()const
+   {
+      return m_scale;
+   }
+private:
+   //
+   // Data members:
+   //
+   RealType m_shape;     // distribution shape
+   RealType m_scale;     // distribution scale
+};
+
+typedef inverse_gamma_distribution inverse_gamma;
+// typedef - but potential clash with name of inverse gamma *function*.
+// but there is a typedef for gamma
+//   typedef boost::math::gamma_distribution gamma;
+
+// Allow random variable x to be zero, treated as a special case (unlike some definitions).
+
+template 
+inline const std::pair range(const inverse_gamma_distribution& /* dist */)
+{  // Range of permissible values for random variable x.
+   using boost::math::tools::max_value;
+   return std::pair(0, max_value());
+}
+
+template 
+inline const std::pair support(const inverse_gamma_distribution& /* dist */)
+{  // Range of supported values for random variable x.
+   // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
+   using boost::math::tools::max_value;
+   using boost::math::tools::min_value;
+   return std::pair(0,  max_value());
+}
+
+template 
+inline RealType pdf(const inverse_gamma_distribution& dist, const RealType& x)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   static const char* function = "boost::math::pdf(const inverse_gamma_distribution<%1%>&, %1%)";
+
+   RealType shape = dist.shape();
+   RealType scale = dist.scale();
+
+   RealType result;
+   if(false == detail::check_inverse_gamma(function, scale, shape, &result, Policy()))
+   { // distribution parameters bad.
+      return result;
+   } 
+   if(x == 0)
+   { // Treat random variate zero as a special case.
+      return 0;
+   }
+   else if(false == detail::check_inverse_gamma_x(function, x, &result, Policy()))
+   { // x bad.
+      return result;
+   }
+   result = scale / x;
+   if(result < tools::min_value())
+      return 0;  // random variable is infinite or so close as to make no difference.
+   result = gamma_p_derivative(shape, result, Policy()) * scale;
+   if(0 != result)
+   {
+      if(x < 0)
+      {
+         // x * x may under or overflow, likewise our result,
+         // so be extra careful about the arithmetic:
+         RealType lim = tools::max_value() * x;
+         if(lim < result)
+            return policies::raise_overflow_error(function, "PDF is infinite.", Policy());
+         result /= x;
+         if(lim < result)
+            return policies::raise_overflow_error(function, "PDF is infinite.", Policy());
+         result /= x;
+      }
+      result /= (x * x);
+   }
+   // better than naive
+   // result = (pow(scale, shape) * pow(x, (-shape -1)) * exp(-scale/x) ) / tgamma(shape);
+   return result;
+} // pdf
+
+template 
+inline RealType cdf(const inverse_gamma_distribution& dist, const RealType& x)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   static const char* function = "boost::math::cdf(const inverse_gamma_distribution<%1%>&, %1%)";
+
+   RealType shape = dist.shape();
+   RealType scale = dist.scale();
+
+   RealType result;
+   if(false == detail::check_inverse_gamma(function, scale, shape, &result, Policy()))
+   { // distribution parameters bad.
+      return result;
+   }
+   if (x == 0)
+   { // Treat zero as a special case.
+     return 0;
+   }
+   else if(false == detail::check_inverse_gamma_x(function, x, &result, Policy()))
+   { // x bad
+      return result;
+   }
+   result = boost::math::gamma_q(shape, scale / x, Policy());
+   // result = tgamma(shape, scale / x) / tgamma(shape); // naive using tgamma
+   return result;
+} // cdf
+
+template 
+inline RealType quantile(const inverse_gamma_distribution& dist, const RealType& p)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+   using boost::math::gamma_q_inv;
+
+   static const char* function = "boost::math::quantile(const inverse_gamma_distribution<%1%>&, %1%)";
+
+   RealType shape = dist.shape();
+   RealType scale = dist.scale();
+
+   RealType result;
+   if(false == detail::check_inverse_gamma(function, scale, shape, &result, Policy()))
+      return result;
+   if(false == detail::check_probability(function, p, &result, Policy()))
+      return result;
+   if(p == 1)
+   {
+      return policies::raise_overflow_error(function, 0, Policy());
+   }
+   result = gamma_q_inv(shape, p, Policy());
+   if((result < 1) && (result * tools::max_value() < scale))
+      return policies::raise_overflow_error(function, "Value of random variable in inverse gamma distribution quantile is infinite.", Policy());
+   result = scale / result;
+   return result;
+}
+
+template 
+inline RealType cdf(const complemented2_type, RealType>& c)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   static const char* function = "boost::math::quantile(const gamma_distribution<%1%>&, %1%)";
+
+   RealType shape = c.dist.shape();
+   RealType scale = c.dist.scale();
+
+   RealType result;
+   if(false == detail::check_inverse_gamma(function, scale, shape, &result, Policy()))
+      return result;
+   if(false == detail::check_inverse_gamma_x(function, c.param, &result, Policy()))
+      return result;
+
+   //result = 1. - gamma_q(shape, c.param / scale, Policy());
+   result = gamma_p(shape, scale/c.param, Policy());
+   return result;
+}
+
+template 
+inline RealType quantile(const complemented2_type, RealType>& c)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   static const char* function = "boost::math::quantile(const inverse_gamma_distribution<%1%>&, %1%)";
+
+   RealType shape = c.dist.shape();
+   RealType scale = c.dist.scale();
+   RealType q = c.param;
+
+   RealType result;
+   if(false == detail::check_inverse_gamma(function, scale, shape, &result, Policy()))
+      return result;
+   if(false == detail::check_probability(function, q, &result, Policy()))
+      return result;
+
+   if(q == 0)
+   {
+      return policies::raise_overflow_error(function, 0, Policy());
+   }
+   result = gamma_p_inv(shape, q, Policy());
+   if((result < 1) && (result * tools::max_value() < scale))
+      return policies::raise_overflow_error(function, "Value of random variable in inverse gamma distribution quantile is infinite.", Policy());
+   result = scale / result;
+   return result;
+}
+
+template 
+inline RealType mean(const inverse_gamma_distribution& dist)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   static const char* function = "boost::math::mean(const inverse_gamma_distribution<%1%>&)";
+
+   RealType shape = dist.shape();
+   RealType scale = dist.scale();
+
+   RealType result;
+
+   if(false == detail::check_scale(function, scale, &result, Policy()))
+   {
+     return result;
+   }
+   if((shape <= 1) || !(boost::math::isfinite)(shape))
+   {
+     result = policies::raise_domain_error(
+       function,
+       "Shape parameter is %1%, but for a defined mean it must be > 1", shape, Policy());
+     return result;
+   }
+  result = scale / (shape - 1);
+  return result;
+} // mean
+
+template 
+inline RealType variance(const inverse_gamma_distribution& dist)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   static const char* function = "boost::math::variance(const inverse_gamma_distribution<%1%>&)";
+
+   RealType shape = dist.shape();
+   RealType scale = dist.scale();
+
+   RealType result;
+      if(false == detail::check_scale(function, scale, &result, Policy()))
+   {
+     return result;
+   }
+   if((shape <= 2) || !(boost::math::isfinite)(shape))
+   {
+     result = policies::raise_domain_error(
+       function,
+       "Shape parameter is %1%, but for a defined variance it must be > 2", shape, Policy());
+     return result;
+   }
+   result = (scale * scale) / ((shape - 1) * (shape -1) * (shape -2));
+   return result;
+}
+
+template 
+inline RealType mode(const inverse_gamma_distribution& dist)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   static const char* function = "boost::math::mode(const inverse_gamma_distribution<%1%>&)";
+
+   RealType shape = dist.shape();
+   RealType scale = dist.scale();
+
+   RealType result;
+   if(false == detail::check_inverse_gamma(function, scale, shape, &result, Policy()))
+   {
+      return result;
+   }
+   // Only defined for shape >= 0, but is checked by check_inverse_gamma.
+   result = scale / (shape + 1);
+   return result;
+}
+
+//template 
+//inline RealType median(const gamma_distribution& dist)
+//{  // Wikipedia does not define median,
+     // so rely on default definition quantile(0.5) in derived accessors.
+//  return result.
+//}
+
+template 
+inline RealType skewness(const inverse_gamma_distribution& dist)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   static const char* function = "boost::math::skewness(const inverse_gamma_distribution<%1%>&)";
+
+   RealType shape = dist.shape();
+   RealType scale = dist.scale();
+   RealType result;
+
+   if(false == detail::check_scale(function, scale, &result, Policy()))
+   {
+     return result;
+   }
+   if((shape <= 3) || !(boost::math::isfinite)(shape))
+   {
+     result = policies::raise_domain_error(
+       function,
+       "Shape parameter is %1%, but for a defined skewness it must be > 3", shape, Policy());
+     return result;
+   }
+   result = (4 * sqrt(shape - 2) ) / (shape - 3);
+   return result;
+}
+
+template 
+inline RealType kurtosis_excess(const inverse_gamma_distribution& dist)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   static const char* function = "boost::math::kurtosis_excess(const inverse_gamma_distribution<%1%>&)";
+
+   RealType shape = dist.shape();
+   RealType scale = dist.scale();
+
+   RealType result;
+   if(false == detail::check_scale(function, scale, &result, Policy()))
+   {
+     return result;
+   }
+   if((shape <= 4) || !(boost::math::isfinite)(shape))
+   {
+     result = policies::raise_domain_error(
+       function,
+       "Shape parameter is %1%, but for a defined kurtosis excess it must be > 4", shape, Policy());
+     return result;
+   }
+   result = (30 * shape - 66) / ((shape - 3) * (shape - 4));
+   return result;
+}
+
+template 
+inline RealType kurtosis(const inverse_gamma_distribution& dist)
+{
+  static const char* function = "boost::math::kurtosis(const inverse_gamma_distribution<%1%>&)";
+   RealType shape = dist.shape();
+   RealType scale = dist.scale();
+
+   RealType result;
+
+  if(false == detail::check_scale(function, scale, &result, Policy()))
+   {
+     return result;
+   }
+   if((shape <= 4) || !(boost::math::isfinite)(shape))
+   {
+     result = policies::raise_domain_error(
+       function,
+       "Shape parameter is %1%, but for a defined kurtosis it must be > 4", shape, Policy());
+     return result;
+   }
+  return kurtosis_excess(dist) + 3;
+}
+
+} // namespace math
+} // namespace boost
+
+// This include must be at the end, *after* the accessors
+// for this distribution have been defined, in order to
+// keep compilers that support two-phase lookup happy.
+#include 
+
+#endif // BOOST_STATS_INVERSE_GAMMA_HPP
diff --git a/include/boost/math/distributions/lognormal.hpp b/include/boost/math/distributions/lognormal.hpp
index a496e4a14..b2809abc2 100644
--- a/include/boost/math/distributions/lognormal.hpp
+++ b/include/boost/math/distributions/lognormal.hpp
@@ -78,7 +78,7 @@ template 
 inline const std::pair range(const lognormal_distribution& /*dist*/)
 { // Range of permissible values for random variable x is >0 to +infinity.
    using boost::math::tools::max_value;
-   return std::pair(0, max_value());
+   return std::pair(static_cast(0), max_value());
 }
 
 template 
@@ -86,7 +86,7 @@ inline const std::pair support(const lognormal_distribution<
 { // Range of supported values for random variable x.
    // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
    using boost::math::tools::max_value;
-   return std::pair(0,  max_value());
+   return std::pair(static_cast(0),  max_value());
 }
 
 template 
diff --git a/include/boost/math/distributions/negative_binomial.hpp b/include/boost/math/distributions/negative_binomial.hpp
index f9a24e824..521b52756 100644
--- a/include/boost/math/distributions/negative_binomial.hpp
+++ b/include/boost/math/distributions/negative_binomial.hpp
@@ -260,7 +260,7 @@ namespace boost
     inline const std::pair range(const negative_binomial_distribution& /* dist */)
     { // Range of permissible values for random variable k.
        using boost::math::tools::max_value;
-       return std::pair(0, max_value()); // max_integer?
+       return std::pair(static_cast(0), max_value()); // max_integer?
     }
 
     template 
@@ -268,7 +268,7 @@ namespace boost
     { // Range of supported values for random variable k.
        // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
        using boost::math::tools::max_value;
-       return std::pair(0,  max_value()); // max_integer?
+       return std::pair(static_cast(0),  max_value()); // max_integer?
     }
 
     template 
diff --git a/include/boost/math/distributions/non_central_beta.hpp b/include/boost/math/distributions/non_central_beta.hpp
index c46d19fed..fa218c25d 100644
--- a/include/boost/math/distributions/non_central_beta.hpp
+++ b/include/boost/math/distributions/non_central_beta.hpp
@@ -54,7 +54,7 @@ namespace boost
             // recurance term:
             T xterm;
             // Starting beta term:
-            T beta = x < y 
+            T beta = x < y
                ? detail::ibeta_imp(T(a + k), b, x, pol, false, true, &xterm)
                : detail::ibeta_imp(b, T(a + k), y, pol, true, true, &xterm);
 
@@ -100,7 +100,7 @@ namespace boost
                if(static_cast(count + i - k) > max_iter)
                {
                   return policies::raise_evaluation_error(
-                     "cdf(non_central_beta_distribution<%1%>, %1%)", 
+                     "cdf(non_central_beta_distribution<%1%>, %1%)",
                      "Series did not converge, closest value was %1%", sum, pol);
                }
             }
@@ -164,7 +164,7 @@ namespace boost
                if(static_cast(i - k) > max_iter)
                {
                   return policies::raise_evaluation_error(
-                     "cdf(non_central_beta_distribution<%1%>, %1%)", 
+                     "cdf(non_central_beta_distribution<%1%>, %1%)",
                      "Series did not converge, closest value was %1%", sum, pol);
                }
                last_term = term;
@@ -180,7 +180,7 @@ namespace boost
                if(static_cast(count + k - i) > max_iter)
                {
                   return policies::raise_evaluation_error(
-                     "cdf(non_central_beta_distribution<%1%>, %1%)", 
+                     "cdf(non_central_beta_distribution<%1%>, %1%)",
                      "Series did not converge, closest value was %1%", sum, pol);
                }
                pois *= i / l2;
@@ -195,9 +195,9 @@ namespace boost
          {
             typedef typename policies::evaluation::type value_type;
             typedef typename policies::normalise<
-               Policy, 
-               policies::promote_float, 
-               policies::promote_double, 
+               Policy,
+               policies::promote_float,
+               policies::promote_double,
                policies::discrete_quantile<>,
                policies::assert_undefined<> >::type forwarding_policy;
 
@@ -216,30 +216,30 @@ namespace boost
             {
                // Complement is the smaller of the two:
                result = detail::non_central_beta_q(
-                  static_cast(a), 
-                  static_cast(b), 
-                  static_cast(l), 
-                  static_cast(x), 
-                  static_cast(y), 
-                  forwarding_policy(), 
+                  static_cast(a),
+                  static_cast(b),
+                  static_cast(l),
+                  static_cast(x),
+                  static_cast(y),
+                  forwarding_policy(),
                   static_cast(invert ? 0 : -1));
                invert = !invert;
             }
             else
             {
                result = detail::non_central_beta_p(
-                  static_cast(a), 
-                  static_cast(b), 
-                  static_cast(l), 
-                  static_cast(x), 
-                  static_cast(y), 
+                  static_cast(a),
+                  static_cast(b),
+                  static_cast(l),
+                  static_cast(x),
+                  static_cast(y),
                   forwarding_policy(),
                   static_cast(invert ? -1 : 0));
             }
             if(invert)
                result = -result;
             return policies::checked_narrowing_cast(
-               result, 
+               result,
                "boost::math::non_central_beta_cdf<%1%>(%1%, %1%, %1%)");
          }
 
@@ -328,7 +328,7 @@ namespace boost
                      // Escape route just in case the answer is zero!
                      max_iter -= count;
                      max_iter += 1;
-                     return a > 0 ? std::make_pair(T(0), T(a)) : std::make_pair(T(a), T(0)); 
+                     return a > 0 ? std::make_pair(T(0), T(a)) : std::make_pair(T(a), T(0));
                   }
                   if(count == 0)
                   {
@@ -355,13 +355,13 @@ namespace boost
             max_iter -= count;
             max_iter += 1;
             std::pair r = toms748_solve(
-               f, 
-               (a < 0 ? b : a), 
-               (a < 0 ? a : b), 
-               (a < 0 ? fb : fa), 
-               (a < 0 ? fa : fb), 
-               tol, 
-               count, 
+               f,
+               (a < 0 ? b : a),
+               (a < 0 ? a : b),
+               (a < 0 ? fb : fa),
+               (a < 0 ? fa : fb),
+               tol,
+               count,
                pol);
             max_iter += count;
             BOOST_MATH_INSTRUMENT_CODE("max_iter = " << max_iter << " count = " << count);
@@ -374,9 +374,9 @@ namespace boost
             static const char* function = "quantile(non_central_beta_distribution<%1%>, %1%)";
             typedef typename policies::evaluation::type value_type;
             typedef typename policies::normalise<
-               Policy, 
-               policies::promote_float, 
-               policies::promote_double, 
+               Policy,
+               policies::promote_float,
+               policies::promote_double,
                policies::discrete_quantile<>,
                policies::assert_undefined<> >::type forwarding_policy;
 
@@ -391,7 +391,7 @@ namespace boost
             !beta_detail::check_beta(
                function,
                b, &r, Policy())
-               ||            
+               ||
             !detail::check_non_centrality(
                function,
                l,
@@ -420,9 +420,9 @@ namespace boost
             value_type mean = 1 - (b / c) * (1 + l / (2 * c * c));
             /*
             //
-            // Calculate a normal approximation to the quantile, 
+            // Calculate a normal approximation to the quantile,
             // uses mean and variance approximations from:
-            // Algorithm AS 310: 
+            // Algorithm AS 310:
             // Computing the Non-Central Beta Distribution Function
             // R. Chattamvelli; R. Shanmugam
             // Applied Statistics, Vol. 46, No. 1. (1997), pp. 146-156.
@@ -442,20 +442,20 @@ namespace boost
             value_type alpha2 = alpha * alpha;
             value_type eta = (2 * alpha + 1) * (2 * alpha + 1) + 1;
             value_type H = 3 * alpha2 + 5 * alpha + 2;
-            value_type F = alpha2 * (alpha + 1) + H * delta 
+            value_type F = alpha2 * (alpha + 1) + H * delta
                + (2 * alpha + 4) * delta2 + delta3;
             value_type P = (3 * alpha + 1) * (9 * alpha + 17)
                + 2 * alpha * (3 * alpha + 2) * (3 * alpha + 4) + 15;
             value_type Q = 54 * alpha2 + 162 * alpha + 130;
             value_type R = 6 * (6 * alpha + 11);
-            value_type D = delta 
+            value_type D = delta
                * (H * H + 2 * P * delta + Q * delta2 + R * delta3 + 9 * delta4);
             value_type variance = (b / G)
                * (1 + delta * (l * l + 3 * l + eta) / (G * G))
                - (b * b / F) * (1 + D / (F * F));
             value_type sd = sqrt(variance);
 
-            value_type guess = comp 
+            value_type guess = comp
                ? quantile(complement(normal_distribution(static_cast(mean), static_cast(sd)), p))
                : quantile(normal_distribution(static_cast(mean), static_cast(sd)), p);
 
@@ -470,9 +470,9 @@ namespace boost
             tools::eps_tolerance tol(policies::digits());
             boost::uintmax_t max_iter = policies::get_max_root_iterations();
 
-            std::pair ir 
+            std::pair ir
                = bracket_and_solve_root_01(
-                  f, guess, value_type(2.5), true, tol, 
+                  f, guess, value_type(2.5), true, tol,
                   max_iter, Policy());
             value_type result = ir.first + (ir.second - ir.first) / 2;
 
@@ -480,13 +480,13 @@ namespace boost
             {
                return policies::raise_evaluation_error(function, "Unable to locate solution in a reasonable time:"
                   " either there is no answer to quantile of the non central beta distribution"
-                  " or the answer is infinite.  Current best guess is %1%", 
+                  " or the answer is infinite.  Current best guess is %1%",
                   policies::checked_narrowing_cast(
-                     result, 
+                     result,
                      function), Policy());
             }
             return policies::checked_narrowing_cast(
-               result, 
+               result,
                function);
          }
 
@@ -509,7 +509,7 @@ namespace boost
             // Starting Poisson weight:
             T pois = gamma_p_derivative(T(k+1), l2, pol);
             // Starting beta term:
-            T beta = x < y ? 
+            T beta = x < y ?
                ibeta_derivative(a + k, b, x, pol)
                : ibeta_derivative(b, a + k, y, pol);
             T sum = 0;
@@ -546,7 +546,7 @@ namespace boost
                if(static_cast(count + i - k) > max_iter)
                {
                   return policies::raise_evaluation_error(
-                     "pdf(non_central_beta_distribution<%1%>, %1%)", 
+                     "pdf(non_central_beta_distribution<%1%>, %1%)",
                      "Series did not converge, closest value was %1%", sum, pol);
                }
             }
@@ -560,9 +560,9 @@ namespace boost
             static const char* function = "pdf(non_central_beta_distribution<%1%>, %1%)";
             typedef typename policies::evaluation::type value_type;
             typedef typename policies::normalise<
-               Policy, 
-               policies::promote_float, 
-               policies::promote_double, 
+               Policy,
+               policies::promote_float,
+               policies::promote_double,
                policies::discrete_quantile<>,
                policies::assert_undefined<> >::type forwarding_policy;
 
@@ -577,7 +577,7 @@ namespace boost
             !beta_detail::check_beta(
                function,
                b, &r, Policy())
-               ||            
+               ||
             !detail::check_non_centrality(
                function,
                l,
@@ -608,7 +608,7 @@ namespace boost
          typedef Policy policy_type;
 
          non_central_beta_distribution(RealType a_, RealType b_, RealType lambda) : a(a_), b(b_), ncp(lambda)
-         { 
+         {
             const char* function = "boost::math::non_central_beta_distribution<%1%>::non_central_beta_distribution(%1%,%1%)";
             RealType r;
             beta_detail::check_alpha(
@@ -651,7 +651,7 @@ namespace boost
       inline const std::pair range(const non_central_beta_distribution& /* dist */)
       { // Range of permissible values for random variable k.
          using boost::math::tools::max_value;
-         return std::pair(0, 1);
+         return std::pair(static_cast(0), static_cast(1));
       }
 
       template 
@@ -659,7 +659,7 @@ namespace boost
       { // Range of supported values for random variable k.
          // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
          using boost::math::tools::max_value;
-         return std::pair(0, 1);
+         return std::pair(static_cast(0), static_cast(1));
       }
 
       template 
@@ -678,7 +678,7 @@ namespace boost
             !beta_detail::check_beta(
                function,
                b, &r, Policy())
-               ||            
+               ||
             !detail::check_non_centrality(
                function,
                l,
@@ -688,8 +688,8 @@ namespace boost
          RealType c = a + b + l / 2;
          RealType mean = 1 - (b / c) * (1 + l / (2 * c * c));
          return detail::generic_find_mode_01(
-            dist, 
-            mean, 
+            dist,
+            mean,
             function);
       }
 
@@ -702,7 +702,7 @@ namespace boost
       //
       template 
       inline RealType mean(const non_central_beta_distribution& dist)
-      { 
+      {
          // TODO
          return 0;
       } // mean
@@ -728,7 +728,7 @@ namespace boost
 
       template 
       inline RealType kurtosis_excess(const non_central_beta_distribution& dist)
-      { 
+      {
          const char* function = "boost::math::non_central_beta_distribution<%1%>::kurtosis_excess()";
          // TODO
          return 0;
@@ -748,7 +748,7 @@ namespace boost
 
       template 
       RealType cdf(const non_central_beta_distribution& dist, const RealType& x)
-      { 
+      {
          const char* function = "boost::math::non_central_beta_distribution<%1%>::cdf(%1%)";
             RealType a = dist.alpha();
             RealType b = dist.beta();
@@ -761,7 +761,7 @@ namespace boost
             !beta_detail::check_beta(
                function,
                b, &r, Policy())
-               ||            
+               ||
             !detail::check_non_centrality(
                function,
                l,
@@ -798,7 +798,7 @@ namespace boost
             !beta_detail::check_beta(
                function,
                b, &r, Policy())
-               ||            
+               ||
             !detail::check_non_centrality(
                function,
                l,
diff --git a/include/boost/math/distributions/non_central_chi_squared.hpp b/include/boost/math/distributions/non_central_chi_squared.hpp
index 2afb237e8..3e6e95485 100644
--- a/include/boost/math/distributions/non_central_chi_squared.hpp
+++ b/include/boost/math/distributions/non_central_chi_squared.hpp
@@ -102,13 +102,13 @@ namespace boost
             //Error check:
             if(static_cast(i-k) >= max_iter)
                policies::raise_evaluation_error(
-                  "cdf(non_central_chi_squared_distribution<%1%>, %1%)", 
+                  "cdf(non_central_chi_squared_distribution<%1%>, %1%)",
                   "Series did not converge, closest value was %1%", sum, pol);
             //
             // Now backwards iteration: the gamma
             // function recurrences are unstable in this
             // direction, we rely on the terms deminishing in size
-            // faster than we introduce cancellation errors.  
+            // faster than we introduce cancellation errors.
             // For this reason it's very important that we start
             // *before* the largest term so that backwards iteration
             // is strictly converging.
@@ -133,7 +133,7 @@ namespace boost
             //
             // This is an implementation of:
             //
-            // Algorithm AS 275: 
+            // Algorithm AS 275:
             // Computing the Non-Central #2 Distribution Function
             // Cherng G. Ding
             // Applied Statistics, Vol. 41, No. 2. (1992), pp. 478-482.
@@ -176,7 +176,7 @@ namespace boost
             //Error check:
             if(static_cast(i) >= max_iter)
                policies::raise_evaluation_error(
-                  "cdf(non_central_chi_squared_distribution<%1%>, %1%)", 
+                  "cdf(non_central_chi_squared_distribution<%1%>, %1%)",
                   "Series did not converge, closest value was %1%", sum, pol);
             return sum;
          }
@@ -240,7 +240,7 @@ namespace boost
             // Backwards recursion first, this is the stable
             // direction for gamma function recurrences:
             //
-            while(i <= k) 
+            while(i <= k)
             {
                xtermb *= (a - i + 1) / x;
                gamkb += xtermb;
@@ -275,7 +275,7 @@ namespace boost
             //Error check:
             if(static_cast(i) >= max_iter)
                policies::raise_evaluation_error(
-                  "cdf(non_central_chi_squared_distribution<%1%>, %1%)", 
+                  "cdf(non_central_chi_squared_distribution<%1%>, %1%)",
                   "Series did not converge, closest value was %1%", sum, pol);
 
             return sum;
@@ -306,7 +306,7 @@ namespace boost
                   break;
                if(static_cast(i - k) >= max_iter)
                   return policies::raise_evaluation_error(
-                     "pdf(non_central_chi_squared_distribution<%1%>, %1%)", 
+                     "pdf(non_central_chi_squared_distribution<%1%>, %1%)",
                      "Series did not converge, closest value was %1%", sum, pol);
                pois *= l2 * x2 / ((i + 1) * (n2 + i));
             }
@@ -325,9 +325,9 @@ namespace boost
          {
             typedef typename policies::evaluation::type value_type;
             typedef typename policies::normalise<
-               Policy, 
-               policies::promote_float, 
-               policies::promote_double, 
+               Policy,
+               policies::promote_float,
+               policies::promote_double,
                policies::discrete_quantile<>,
                policies::assert_undefined<> >::type forwarding_policy;
 
@@ -339,10 +339,10 @@ namespace boost
             {
                // Complement is the smaller of the two:
                result = detail::non_central_chi_square_q(
-                  static_cast(x), 
-                  static_cast(k), 
-                  static_cast(l), 
-                  forwarding_policy(), 
+                  static_cast(x),
+                  static_cast(k),
+                  static_cast(l),
+                  forwarding_policy(),
                   static_cast(invert ? 0 : -1));
                invert = !invert;
             }
@@ -351,9 +351,9 @@ namespace boost
                // For small values of the non-centrality parameter
                // we can use Ding's method:
                result = detail::non_central_chi_square_p_ding(
-                  static_cast(x), 
-                  static_cast(k), 
-                  static_cast(l), 
+                  static_cast(x),
+                  static_cast(k),
+                  static_cast(l),
                   forwarding_policy(),
                   static_cast(invert ? -1 : 0));
             }
@@ -365,16 +365,16 @@ namespace boost
                // may return zero when the result is in fact
                // finite, use Krishnamoorthy's method instead:
                result = detail::non_central_chi_square_p(
-                  static_cast(x), 
-                  static_cast(k), 
-                  static_cast(l), 
+                  static_cast(x),
+                  static_cast(k),
+                  static_cast(l),
                   forwarding_policy(),
                   static_cast(invert ? -1 : 0));
             }
             if(invert)
                result = -result;
             return policies::checked_narrowing_cast(
-               result, 
+               result,
                "boost::math::non_central_chi_squared_cdf<%1%>(%1%, %1%, %1%)");
          }
 
@@ -403,9 +403,9 @@ namespace boost
             static const char* function = "quantile(non_central_chi_squared_distribution<%1%>, %1%)";
             typedef typename policies::evaluation::type value_type;
             typedef typename policies::normalise<
-               Policy, 
-               policies::promote_float, 
-               policies::promote_double, 
+               Policy,
+               policies::promote_float,
+               policies::promote_double,
                policies::discrete_quantile<>,
                policies::assert_undefined<> >::type forwarding_policy;
 
@@ -442,13 +442,13 @@ namespace boost
                guess = tools::min_value();
 
             value_type result = detail::generic_quantile(
-               non_central_chi_squared_distribution(k, l), 
-               p, 
-               guess, 
-               comp, 
+               non_central_chi_squared_distribution(k, l),
+               p,
+               guess,
+               comp,
                function);
             return policies::checked_narrowing_cast(
-               result, 
+               result,
                function);
          }
 
@@ -459,9 +459,9 @@ namespace boost
             static const char* function = "pdf(non_central_chi_squared_distribution<%1%>, %1%)";
             typedef typename policies::evaluation::type value_type;
             typedef typename policies::normalise<
-               Policy, 
-               policies::promote_float, 
-               policies::promote_double, 
+               Policy,
+               policies::promote_float,
+               policies::promote_double,
                policies::discrete_quantile<>,
                policies::assert_undefined<> >::type forwarding_policy;
 
@@ -510,7 +510,7 @@ namespace boost
             }
          }
          return policies::checked_narrowing_cast(
-               r, 
+               r,
                function);
          }
 
@@ -545,8 +545,8 @@ namespace boost
                //
                // Can't a thing if one of p and q is zero:
                //
-               return policies::raise_evaluation_error(function, 
-                  "Can't find degrees of freedom when the probability is 0 or 1, only possible answer is %1%", 
+               return policies::raise_evaluation_error(function,
+                  "Can't find degrees of freedom when the probability is 0 or 1, only possible answer is %1%",
                   RealType(std::numeric_limits::quiet_NaN()), Policy());
             }
             degrees_of_freedom_finder f(lam, x, p < q ? p : q, p < q ? false : true);
@@ -601,8 +601,8 @@ namespace boost
                //
                // Can't do a thing if one of p and q is zero:
                //
-               return policies::raise_evaluation_error(function, 
-                  "Can't find non centrality parameter when the probability is 0 or 1, only possible answer is %1%", 
+               return policies::raise_evaluation_error(function,
+                  "Can't find non centrality parameter when the probability is 0 or 1, only possible answer is %1%",
                   RealType(std::numeric_limits::quiet_NaN()), Policy());
             }
             non_centrality_finder f(v, x, p < q ? p : q, p < q ? false : true);
@@ -636,7 +636,7 @@ namespace boost
          typedef Policy policy_type;
 
          non_central_chi_squared_distribution(RealType df_, RealType lambda) : df(df_), ncp(lambda)
-         { 
+         {
             const char* function = "boost::math::non_central_chi_squared_distribution<%1%>::non_central_chi_squared_distribution(%1%,%1%)";
             RealType r;
             detail::check_df(
@@ -662,19 +662,19 @@ namespace boost
             const char* function = "non_central_chi_squared<%1%>::find_degrees_of_freedom";
             typedef typename policies::evaluation::type value_type;
             typedef typename policies::normalise<
-               Policy, 
-               policies::promote_float, 
-               policies::promote_double, 
+               Policy,
+               policies::promote_float,
+               policies::promote_double,
                policies::discrete_quantile<>,
                policies::assert_undefined<> >::type forwarding_policy;
             value_type result = detail::find_degrees_of_freedom(
-               static_cast(lam), 
-               static_cast(x), 
-               static_cast(p), 
-               static_cast(1-p), 
+               static_cast(lam),
+               static_cast(x),
+               static_cast(p),
+               static_cast(1-p),
                forwarding_policy());
             return policies::checked_narrowing_cast(
-               result, 
+               result,
                function);
          }
          template 
@@ -683,19 +683,19 @@ namespace boost
             const char* function = "non_central_chi_squared<%1%>::find_degrees_of_freedom";
             typedef typename policies::evaluation::type value_type;
             typedef typename policies::normalise<
-               Policy, 
-               policies::promote_float, 
-               policies::promote_double, 
+               Policy,
+               policies::promote_float,
+               policies::promote_double,
                policies::discrete_quantile<>,
                policies::assert_undefined<> >::type forwarding_policy;
             value_type result = detail::find_degrees_of_freedom(
-               static_cast(c.dist), 
-               static_cast(c.param1), 
-               static_cast(1-c.param2), 
-               static_cast(c.param2), 
+               static_cast(c.dist),
+               static_cast(c.param1),
+               static_cast(1-c.param2),
+               static_cast(c.param2),
                forwarding_policy());
             return policies::checked_narrowing_cast(
-               result, 
+               result,
                function);
          }
          static RealType find_non_centrality(RealType v, RealType x, RealType p)
@@ -703,19 +703,19 @@ namespace boost
             const char* function = "non_central_chi_squared<%1%>::find_non_centrality";
             typedef typename policies::evaluation::type value_type;
             typedef typename policies::normalise<
-               Policy, 
-               policies::promote_float, 
-               policies::promote_double, 
+               Policy,
+               policies::promote_float,
+               policies::promote_double,
                policies::discrete_quantile<>,
                policies::assert_undefined<> >::type forwarding_policy;
             value_type result = detail::find_non_centrality(
-               static_cast(v), 
-               static_cast(x), 
-               static_cast(p), 
-               static_cast(1-p), 
+               static_cast(v),
+               static_cast(x),
+               static_cast(p),
+               static_cast(1-p),
                forwarding_policy());
             return policies::checked_narrowing_cast(
-               result, 
+               result,
                function);
          }
          template 
@@ -724,19 +724,19 @@ namespace boost
             const char* function = "non_central_chi_squared<%1%>::find_non_centrality";
             typedef typename policies::evaluation::type value_type;
             typedef typename policies::normalise<
-               Policy, 
-               policies::promote_float, 
-               policies::promote_double, 
+               Policy,
+               policies::promote_float,
+               policies::promote_double,
                policies::discrete_quantile<>,
                policies::assert_undefined<> >::type forwarding_policy;
             value_type result = detail::find_non_centrality(
-               static_cast(c.dist), 
-               static_cast(c.param1), 
-               static_cast(1-c.param2), 
-               static_cast(c.param2), 
+               static_cast(c.dist),
+               static_cast(c.param1),
+               static_cast(1-c.param2),
+               static_cast(c.param2),
                forwarding_policy());
             return policies::checked_narrowing_cast(
-               result, 
+               result,
                function);
          }
       private:
@@ -753,7 +753,7 @@ namespace boost
       inline const std::pair range(const non_central_chi_squared_distribution& /* dist */)
       { // Range of permissible values for random variable k.
          using boost::math::tools::max_value;
-         return std::pair(0, max_value()); // Max integer?
+         return std::pair(static_cast(0), max_value()); // Max integer?
       }
 
       template 
@@ -761,7 +761,7 @@ namespace boost
       { // Range of supported values for random variable k.
          // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
          using boost::math::tools::max_value;
-         return std::pair(0,  max_value());
+         return std::pair(static_cast(0),  max_value());
       }
 
       template 
@@ -851,7 +851,7 @@ namespace boost
 
       template 
       inline RealType kurtosis_excess(const non_central_chi_squared_distribution& dist)
-      { 
+      {
          const char* function = "boost::math::non_central_chi_squared_distribution<%1%>::kurtosis_excess()";
          RealType k = dist.degrees_of_freedom();
          RealType l = dist.non_centrality();
@@ -883,7 +883,7 @@ namespace boost
 
       template 
       RealType cdf(const non_central_chi_squared_distribution& dist, const RealType& x)
-      { 
+      {
          const char* function = "boost::math::non_central_chi_squared_distribution<%1%>::cdf(%1%)";
          RealType k = dist.degrees_of_freedom();
          RealType l = dist.non_centrality();
diff --git a/include/boost/math/distributions/non_central_f.hpp b/include/boost/math/distributions/non_central_f.hpp
index 41bd3569b..0549f38fe 100644
--- a/include/boost/math/distributions/non_central_f.hpp
+++ b/include/boost/math/distributions/non_central_f.hpp
@@ -26,7 +26,7 @@ namespace boost
          typedef Policy policy_type;
 
          non_central_f_distribution(RealType v1_, RealType v2_, RealType lambda) : v1(v1_), v2(v2_), ncp(lambda)
-         { 
+         {
             const char* function = "boost::math::non_central_f_distribution<%1%>::non_central_f_distribution(%1%,%1%)";
             RealType r;
             detail::check_df(
@@ -69,7 +69,7 @@ namespace boost
       inline const std::pair range(const non_central_f_distribution& /* dist */)
       { // Range of permissible values for random variable k.
          using boost::math::tools::max_value;
-         return std::pair(0, max_value());
+         return std::pair(static_cast(0), max_value());
       }
 
       template 
@@ -77,12 +77,12 @@ namespace boost
       { // Range of supported values for random variable k.
          // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
          using boost::math::tools::max_value;
-         return std::pair(0, max_value());
+         return std::pair(static_cast(0), max_value());
       }
 
       template 
       inline RealType mean(const non_central_f_distribution& dist)
-      { 
+      {
          const char* function = "mean(non_central_f_distribution<%1%> const&)";
          RealType v1 = dist.degrees_of_freedom1();
          RealType v2 = dist.degrees_of_freedom2();
@@ -104,8 +104,8 @@ namespace boost
                return r;
          if(v2 <= 2)
             return policies::raise_domain_error(
-               function, 
-               "Second degrees of freedom parameter was %1%, but must be > 2 !", 
+               function,
+               "Second degrees of freedom parameter was %1%, but must be > 2 !",
                v2, Policy());
          return v2 * (v1 + l) / (v1 * (v2 - 2));
       } // mean
@@ -134,8 +134,8 @@ namespace boost
                Policy()))
                return r;
          return detail::generic_find_mode(
-            dist, 
-            m * (n + l) / (n * (m - 2)), 
+            dist,
+            m * (n + l) / (n * (m - 2)),
             function);
       }
 
@@ -163,8 +163,8 @@ namespace boost
                return r;
          if(m <= 4)
             return policies::raise_domain_error(
-               function, 
-               "Second degrees of freedom parameter was %1%, but must be > 4 !", 
+               function,
+               "Second degrees of freedom parameter was %1%, but must be > 4 !",
                m, Policy());
          RealType result = 2 * m * m * ((n + l) * (n + l)
             + (m - 2) * (n + 2 * l));
@@ -200,8 +200,8 @@ namespace boost
                return r;
          if(m <= 6)
             return policies::raise_domain_error(
-               function, 
-               "Second degrees of freedom parameter was %1%, but must be > 6 !", 
+               function,
+               "Second degrees of freedom parameter was %1%, but must be > 6 !",
                m, Policy());
          RealType result = 2 * constants::root_two();
          result *= sqrt(m - 4);
@@ -214,7 +214,7 @@ namespace boost
 
       template 
       inline RealType kurtosis_excess(const non_central_f_distribution& dist)
-      { 
+      {
          const char* function = "kurtosis_excess(non_central_f_distribution<%1%> const&)";
          BOOST_MATH_STD_USING
          RealType n = dist.degrees_of_freedom1();
@@ -237,18 +237,18 @@ namespace boost
                return r;
          if(m <= 8)
             return policies::raise_domain_error(
-               function, 
-               "Second degrees of freedom parameter was %1%, but must be > 8 !", 
+               function,
+               "Second degrees of freedom parameter was %1%, but must be > 8 !",
                m, Policy());
          RealType l2 = l * l;
          RealType l3 = l2 * l;
          RealType l4 = l2 * l2;
          RealType result = (3 * (m - 4) * (n * (m + n - 2)
-            * (4 * (m - 2) * (m - 2) 
+            * (4 * (m - 2) * (m - 2)
             + (m - 2) * (m + 10) * n
             + (10 + m) * n * n)
             + 4 * (m + n - 2) * (4 * (m - 2) * (m - 2)
-            + (m - 2) * (10 + m) * n 
+            + (m - 2) * (10 + m) * n
             + (10 + m) * n * n) * l + 2 * (10 + m)
             * (m + n - 2) * (2 * m + 3 * n - 4) * l2
             + 4 * (10 + m) * (-2 + m + n) * l3
@@ -270,9 +270,9 @@ namespace boost
       { // Probability Density/Mass Function.
          typedef typename policies::evaluation::type value_type;
          typedef typename policies::normalise<
-            Policy, 
-            policies::promote_float, 
-            policies::promote_double, 
+            Policy,
+            policies::promote_float,
+            policies::promote_double,
             policies::discrete_quantile<>,
             policies::assert_undefined<> >::type forwarding_policy;
 
@@ -287,7 +287,7 @@ namespace boost
 
       template 
       RealType cdf(const non_central_f_distribution& dist, const RealType& x)
-      { 
+      {
          const char* function = "cdf(const non_central_f_distribution<%1%>&, %1%)";
          RealType r;
          if(!detail::check_df(
@@ -304,7 +304,7 @@ namespace boost
                &r,
                Policy()))
                return r;
-         
+
          if((x < 0) || !(boost::math::isfinite)(x))
          {
             return policies::raise_domain_error(
@@ -321,7 +321,7 @@ namespace boost
          // non-central beta cdf routine, this ensures accuracy
          // even when we compute x to be ~ 1:
          //
-         r = detail::non_central_beta_cdf(c, cp, alpha, beta, 
+         r = detail::non_central_beta_cdf(c, cp, alpha, beta,
             dist.non_centrality(), false, Policy());
          return r;
       } // cdf
@@ -345,7 +345,7 @@ namespace boost
                &r,
                Policy()))
                return r;
-         
+
          if((c.param < 0) || !(boost::math::isfinite)(c.param))
          {
             return policies::raise_domain_error(
@@ -362,7 +362,7 @@ namespace boost
          // non-central beta cdf routine, this ensures accuracy
          // even when we compute x to be ~ 1:
          //
-         r = detail::non_central_beta_cdf(x, cx, alpha, beta, 
+         r = detail::non_central_beta_cdf(x, cx, alpha, beta,
             c.dist.non_centrality(), true, Policy());
          return r;
       } // ccdf
@@ -375,8 +375,8 @@ namespace boost
          RealType x = quantile(boost::math::non_central_beta_distribution(alpha, beta, dist.non_centrality()), p);
          if(x == 1)
             return policies::raise_overflow_error(
-               "quantile(const non_central_f_distribution<%1%>&, %1%)", 
-               "Result of non central F quantile is too large to represent.", 
+               "quantile(const non_central_f_distribution<%1%>&, %1%)",
+               "Result of non central F quantile is too large to represent.",
                Policy());
          return (x / (1 - x)) * (dist.degrees_of_freedom2() / dist.degrees_of_freedom1());
       } // quantile
@@ -389,8 +389,8 @@ namespace boost
          RealType x = quantile(complement(boost::math::non_central_beta_distribution(alpha, beta, c.dist.non_centrality()), c.param));
          if(x == 1)
             return policies::raise_overflow_error(
-               "quantile(complement(const non_central_f_distribution<%1%>&, %1%))", 
-               "Result of non central F quantile is too large to represent.", 
+               "quantile(complement(const non_central_f_distribution<%1%>&, %1%))",
+               "Result of non central F quantile is too large to represent.",
                Policy());
          return (x / (1 - x)) * (c.dist.degrees_of_freedom2() / c.dist.degrees_of_freedom1());
       } // quantile complement.
diff --git a/include/boost/math/distributions/pareto.hpp b/include/boost/math/distributions/pareto.hpp
index 7673b96cf..bfebf6f0d 100644
--- a/include/boost/math/distributions/pareto.hpp
+++ b/include/boost/math/distributions/pareto.hpp
@@ -164,7 +164,7 @@ namespace boost
     inline const std::pair range(const pareto_distribution& /*dist*/)
     { // Range of permissible values for random variable x.
       using boost::math::tools::max_value;
-      return std::pair(0, max_value()); // scale zero to + infinity.
+      return std::pair(static_cast(0), max_value()); // scale zero to + infinity.
     } // range
 
     template 
diff --git a/include/boost/math/distributions/poisson.hpp b/include/boost/math/distributions/poisson.hpp
index 3b215d0e2..3cb06e0f4 100644
--- a/include/boost/math/distributions/poisson.hpp
+++ b/include/boost/math/distributions/poisson.hpp
@@ -54,7 +54,7 @@ namespace boost
   {
      namespace detail{
       template 
-      inline typename Dist::value_type 
+      inline typename Dist::value_type
          inverse_discrete_quantile(
             const Dist& dist,
             const typename Dist::value_type& p,
@@ -64,7 +64,7 @@ namespace boost
             const policies::discrete_quantile&,
             boost::uintmax_t& max_iter);
       template 
-      inline typename Dist::value_type 
+      inline typename Dist::value_type
          inverse_discrete_quantile(
             const Dist& dist,
             const typename Dist::value_type& p,
@@ -74,7 +74,7 @@ namespace boost
             const policies::discrete_quantile&,
             boost::uintmax_t& max_iter);
       template 
-      inline typename Dist::value_type 
+      inline typename Dist::value_type
          inverse_discrete_quantile(
             const Dist& dist,
             const typename Dist::value_type& p,
@@ -84,7 +84,7 @@ namespace boost
             const policies::discrete_quantile&,
             boost::uintmax_t& max_iter);
       template 
-      inline typename Dist::value_type 
+      inline typename Dist::value_type
          inverse_discrete_quantile(
             const Dist& dist,
             const typename Dist::value_type& p,
@@ -94,7 +94,7 @@ namespace boost
             const policies::discrete_quantile&,
             boost::uintmax_t& max_iter);
       template 
-      inline typename Dist::value_type 
+      inline typename Dist::value_type
          inverse_discrete_quantile(
             const Dist& dist,
             const typename Dist::value_type& p,
@@ -104,7 +104,7 @@ namespace boost
             const policies::discrete_quantile&,
             boost::uintmax_t& max_iter);
       template 
-      inline typename Dist::value_type 
+      inline typename Dist::value_type
          inverse_discrete_quantile(
             const Dist& dist,
             const typename Dist::value_type& p,
@@ -235,7 +235,7 @@ namespace boost
     inline const std::pair range(const poisson_distribution& /* dist */)
     { // Range of permissible values for random variable k.
        using boost::math::tools::max_value;
-       return std::pair(0, max_value()); // Max integer?
+       return std::pair(static_cast(0), max_value()); // Max integer?
     }
 
     template 
@@ -243,7 +243,7 @@ namespace boost
     { // Range of supported values for random variable k.
        // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
        using boost::math::tools::max_value;
-       return std::pair(0,  max_value());
+       return std::pair(static_cast(0),  max_value());
     }
 
     template 
diff --git a/include/boost/math/distributions/rayleigh.hpp b/include/boost/math/distributions/rayleigh.hpp
index 66d3d507a..2aeef4d64 100644
--- a/include/boost/math/distributions/rayleigh.hpp
+++ b/include/boost/math/distributions/rayleigh.hpp
@@ -89,7 +89,7 @@ inline const std::pair support(const rayleigh_distribution((0),  max_value());
+   return std::pair(static_cast(0),  max_value());
 }
 
 template 
@@ -109,7 +109,7 @@ inline RealType pdf(const rayleigh_distribution& dist, const R
       return result;
    }
    RealType sigmasqr = sigma * sigma;
-   result = x * (exp(-(x * x) / ( 2 * sigmasqr))) / sigmasqr; 
+   result = x * (exp(-(x * x) / ( 2 * sigmasqr))) / sigmasqr;
    return result;
 } // pdf
 
diff --git a/include/boost/math/distributions/weibull.hpp b/include/boost/math/distributions/weibull.hpp
index 5368b830e..e47437ff3 100644
--- a/include/boost/math/distributions/weibull.hpp
+++ b/include/boost/math/distributions/weibull.hpp
@@ -103,7 +103,7 @@ template 
 inline const std::pair range(const weibull_distribution& /*dist*/)
 { // Range of permissible values for random variable x.
    using boost::math::tools::max_value;
-   return std::pair(0, max_value());
+   return std::pair(static_cast(0), max_value());
 }
 
 template 
@@ -133,7 +133,7 @@ inline RealType pdf(const weibull_distribution& dist, const Re
       return result;
 
    if(x == 0)
-   { // Special case, but x == min, pdf = 1 for shape = 1, 
+   { // Special case, but x == min, pdf = 1 for shape = 1,
       return 0;
    }
    result = exp(-pow(x / scale, shape));
diff --git a/include/boost/math/special_functions/cbrt.hpp b/include/boost/math/special_functions/cbrt.hpp
index 5307d858e..c5421344f 100644
--- a/include/boost/math/special_functions/cbrt.hpp
+++ b/include/boost/math/special_functions/cbrt.hpp
@@ -69,7 +69,7 @@ T cbrt_imp(T z, const Policy& pol)
       static_cast(1.5874010519681994747517056392723),   // 2^2/3
    };
 
-   if(!boost::math::isfinite(z))
+   if(!(boost::math::isfinite)(z))
    {
       return policies::raise_domain_error("boost::math::cbrt<%1%>(%1%)", "Argument to function must be finite but got %1%.", z, pol);
    }
diff --git a/include/boost/math/special_functions/detail/erf_inv.hpp b/include/boost/math/special_functions/detail/erf_inv.hpp
index 33f84651e..7ab590d7a 100644
--- a/include/boost/math/special_functions/detail/erf_inv.hpp
+++ b/include/boost/math/special_functions/detail/erf_inv.hpp
@@ -277,12 +277,12 @@ T erf_inv_imp(const T& p, const T& q, const Policy&, const boost::mpl::int_<64>*
 template 
 struct erf_roots
 {
-   std::tr1::tuple operator()(const T& guess)
+   boost::math::tuple operator()(const T& guess)
    {
       BOOST_MATH_STD_USING
       T derivative = sign * (2 / sqrt(constants::pi())) * exp(-(guess * guess));
       T derivative2 = -2 * guess * derivative;
-      return std::tr1::make_tuple(((sign > 0) ? boost::math::erf(guess, Policy()) : boost::math::erfc(guess, Policy())) - target, derivative, derivative2);
+      return boost::math::make_tuple(((sign > 0) ? boost::math::erf(guess, Policy()) : boost::math::erfc(guess, Policy())) - target, derivative, derivative2);
    }
    erf_roots(T z, int s) : target(z), sign(s) {}
 private:
diff --git a/include/boost/math/special_functions/detail/fp_traits.hpp b/include/boost/math/special_functions/detail/fp_traits.hpp
index 162193dc2..0f311b639 100644
--- a/include/boost/math/special_functions/detail/fp_traits.hpp
+++ b/include/boost/math/special_functions/detail/fp_traits.hpp
@@ -545,7 +545,8 @@ struct select_native
    && !defined(__hpux) \
    && !defined(__DECCXX)\
    && !defined(__osf__) \
-   && !defined(__SGI_STL_PORT) && !defined(_STLPORT_VERSION)
+   && !defined(__SGI_STL_PORT) && !defined(_STLPORT_VERSION)\
+   && !defined(BOOST_MATH_DISABLE_STD_FPCLASSIFY)
 #  define BOOST_MATH_USE_STD_FPCLASSIFY
 #endif
 
diff --git a/include/boost/math/special_functions/detail/ibeta_inverse.hpp b/include/boost/math/special_functions/detail/ibeta_inverse.hpp
index 8ed1e3046..deaa924d1 100644
--- a/include/boost/math/special_functions/detail/ibeta_inverse.hpp
+++ b/include/boost/math/special_functions/detail/ibeta_inverse.hpp
@@ -27,7 +27,7 @@ struct temme_root_finder
 {
    temme_root_finder(const T t_, const T a_) : t(t_), a(a_) {}
 
-   std::tr1::tuple operator()(T x)
+   boost::math::tuple operator()(T x)
    {
       BOOST_MATH_STD_USING // ADL of std names
 
@@ -35,16 +35,16 @@ struct temme_root_finder
       if(y == 0)
       {
          T big = tools::max_value() / 4;
-         return std::tr1::make_tuple(-big, -big);
+         return boost::math::make_tuple(-big, -big);
       }
       if(x == 0)
       {
          T big = tools::max_value() / 4;
-         return std::tr1::make_tuple(-big, big);
+         return boost::math::make_tuple(-big, big);
       }
       T f = log(x) + a * log(y) + t;
       T f1 = (1 / x) - (a / (y));
-      return std::tr1::make_tuple(f, f1);
+      return boost::math::make_tuple(f, f1);
    }
 private:
    T t, a;
@@ -416,7 +416,7 @@ struct ibeta_roots
    ibeta_roots(T _a, T _b, T t, bool inv = false)
       : a(_a), b(_b), target(t), invert(inv) {}
 
-   std::tr1::tuple operator()(T x)
+   boost::math::tuple operator()(T x)
    {
       BOOST_MATH_STD_USING // ADL of std names
 
@@ -442,7 +442,7 @@ struct ibeta_roots
       if(f1 == 0)
          f1 = (invert ? -1 : 1) * tools::min_value() * 64;
 
-      return std::tr1::make_tuple(f, f1, f2);
+      return boost::math::make_tuple(f, f1, f2);
    }
 private:
    T a, b, target;
diff --git a/include/boost/math/special_functions/detail/igamma_inverse.hpp b/include/boost/math/special_functions/detail/igamma_inverse.hpp
index a7dce6f99..e3c9c8a6a 100644
--- a/include/boost/math/special_functions/detail/igamma_inverse.hpp
+++ b/include/boost/math/special_functions/detail/igamma_inverse.hpp
@@ -10,7 +10,7 @@
 #pragma once
 #endif
 
-#include 
+#include 
 #include 
 #include 
 #include 
@@ -122,7 +122,7 @@ T find_inverse_gamma(T a, T p, T q, const Policy& pol, bool* p_has_10_digits)
       BOOST_MATH_INSTRUMENT_VARIABLE(b);
       if((b > 0.6) || ((b >= 0.45) && (a >= 0.3)))
       {
-         // DiDonato & Morris Eq 21:
+         // DiDonato & Morris Eq 21: 
          //
          // There is a slight variation from DiDonato and Morris here:
          // the first form given here is unstable when p is close to 1,
@@ -275,16 +275,18 @@ T find_inverse_gamma(T a, T p, T q, const Policy& pol, bool* p_has_10_digits)
       {
          T z = w;
          T ap1 = a + 1;
+         T ap2 = a + 2;
          if(w < 0.15f * ap1)
          {
             // DiDonato and Morris Eq 35:
             T v = log(p) + boost::math::lgamma(ap1, pol);
             T s = 1;
             z = exp((v + w) / a);
-            s = boost::math::log1p(z / ap1 * (1 + z / (a + 2)));
+            s = boost::math::log1p(z / ap1 * (1 + z / ap2));
             z = exp((v + z - s) / a);
+            s = boost::math::log1p(z / ap1 * (1 + z / ap2));
             z = exp((v + z - s) / a);
-            s = boost::math::log1p(z / ap1 * (1 + z / (a + 2) * (1 + z / (a + 3))));
+            s = boost::math::log1p(z / ap1 * (1 + z / ap2 * (1 + z / (a + 3))));
             z = exp((v + z - s) / a);
             BOOST_MATH_INSTRUMENT_VARIABLE(z);
          }
@@ -332,7 +334,7 @@ struct gamma_p_inverse_func
       }
    }
 
-   std::tr1::tuple operator()(const T& x)const
+   boost::math::tuple operator()(const T& x)const
    {
       BOOST_FPU_EXCEPTION_GUARD
       //
@@ -377,7 +379,7 @@ struct gamma_p_inverse_func
          f2 = -f2;
       }
 
-      return std::tr1::make_tuple(f - p, f1, f2);
+      return boost::math::make_tuple(f - p, f1, f2);
    }
 private:
    T a, p;
diff --git a/include/boost/math/special_functions/detail/igamma_large.hpp b/include/boost/math/special_functions/detail/igamma_large.hpp
index f3de0df03..1e69e935e 100644
--- a/include/boost/math/special_functions/detail/igamma_large.hpp
+++ b/include/boost/math/special_functions/detail/igamma_large.hpp
@@ -257,7 +257,7 @@ T igamma_temme_large(T a, T x, const Policy& pol, mpl::int_<64> const *)
    };
    workspace[12] = tools::evaluate_polynomial(C12, z);
 
-   T result = tools::evaluate_polynomial(workspace, 1/a);
+   T result = tools::evaluate_polynomial<13, T, T>(workspace, 1/a);
    result *= exp(-y) / sqrt(2 * constants::pi() * a);
    if(x < a)
       result = -result;
@@ -399,7 +399,7 @@ T igamma_temme_large(T a, T x, const Policy& pol, mpl::int_<53> const *)
    workspace[8] = tools::evaluate_polynomial(C8, z);
    workspace[9] = static_cast(-0.00059676129019274625L);
 
-   T result = tools::evaluate_polynomial(workspace, 1/a);
+   T result = tools::evaluate_polynomial<10, T, T>(workspace, 1/a);
    result *= exp(-y) / sqrt(2 * constants::pi() * a);
    if(x < a)
       result = -result;
diff --git a/include/boost/math/special_functions/detail/t_distribution_inv.hpp b/include/boost/math/special_functions/detail/t_distribution_inv.hpp
index 3cfa68770..8f7f0e6fd 100644
--- a/include/boost/math/special_functions/detail/t_distribution_inv.hpp
+++ b/include/boost/math/special_functions/detail/t_distribution_inv.hpp
@@ -118,7 +118,7 @@ T inverse_students_t_tail_series(T df, T v, const Policy& pol)
    T rn = sqrt(df);
    T div = pow(rn * w, 1 / df);
    T power = div * div;
-   T result = tools::evaluate_polynomial(d, power);
+   T result = tools::evaluate_polynomial<7, T, T>(d, power);
    result *= rn;
    result /= div;
    return -result;
@@ -200,7 +200,7 @@ T inverse_students_t_body_series(T df, T u, const Policy& pol)
    //
    // The result is then a polynomial in v (see Eq 56 of Shaw):
    //
-   return tools::evaluate_odd_polynomial(c, v);
+   return tools::evaluate_odd_polynomial<11, T, T>(c, v);
 }
 
 template 
diff --git a/include/boost/math/special_functions/fpclassify.hpp b/include/boost/math/special_functions/fpclassify.hpp
index d3dc42b0c..f6e920449 100644
--- a/include/boost/math/special_functions/fpclassify.hpp
+++ b/include/boost/math/special_functions/fpclassify.hpp
@@ -87,7 +87,7 @@ is used.
 
 namespace boost{ 
 
-#if defined(BOOST_HAS_FPCLASSIFY) || defined(isnan)
+#if (defined(BOOST_HAS_FPCLASSIFY) || defined(isnan)) && !defined(BOOST_MATH_DISABLE_STD_FPCLASSIFY)
 //
 // This must not be located in any namespace under boost::math
 // otherwise we can get into an infinite loop if isnan is
@@ -133,7 +133,7 @@ inline int fpclassify_imp BOOST_NO_MACRO_EXPAND(T t, const generic_tag&)
    BOOST_MATH_INSTRUMENT_VARIABLE(t);
 
    // whenever possible check for Nan's first:
-#ifdef BOOST_HAS_FPCLASSIFY
+#if defined(BOOST_HAS_FPCLASSIFY)  && !defined(BOOST_MATH_DISABLE_STD_FPCLASSIFY)
    if(::boost::math_detail::is_nan_helper(t, ::boost::is_floating_point()))
       return FP_NAN;
 #elif defined(isnan)
diff --git a/include/boost/math/special_functions/gamma.hpp b/include/boost/math/special_functions/gamma.hpp
index f809fa6f4..5d414259b 100644
--- a/include/boost/math/special_functions/gamma.hpp
+++ b/include/boost/math/special_functions/gamma.hpp
@@ -835,7 +835,7 @@ T gamma_incomplete_imp(T a, T x, bool normalised, bool invert,
 
    typedef typename lanczos::lanczos::type lanczos_type;
 
-   T result;
+   T result = 0; // Just to avoid warning C4701: potentially uninitialized local variable 'result' used
 
    BOOST_ASSERT((p_derivative == 0) || (normalised == true));
 
diff --git a/include/boost/math/special_functions/lanczos.hpp b/include/boost/math/special_functions/lanczos.hpp
index 3a10838db..8a6eef21d 100644
--- a/include/boost/math/special_functions/lanczos.hpp
+++ b/include/boost/math/special_functions/lanczos.hpp
@@ -1229,9 +1229,11 @@ struct lanczos
 } // namespace math
 } // namespace boost
 
+#if !defined(__GNUC__) || (__GNUC__ > 3) || ((__GNUC__ == 3) && (__GNUC_MINOR__ > 3))
 #if (defined(_M_IX86_FP) && (_M_IX86_FP >= 2)) || defined(__SSE2__)
 #include 
 #endif
+#endif
 
 #endif // BOOST_MATH_SPECIAL_FUNCTIONS_LANCZOS
 
diff --git a/include/boost/math/special_functions/pow.hpp b/include/boost/math/special_functions/pow.hpp
index 1de94d4b0..5423e9c8e 100644
--- a/include/boost/math/special_functions/pow.hpp
+++ b/include/boost/math/special_functions/pow.hpp
@@ -30,10 +30,9 @@ template 
 struct positive_power
 {
     template 
-    static typename tools::promote_args::type result(T base)
+    static T result(T base)
     {
-        typename tools::promote_args::type power =
-            positive_power::result(base);
+        T power = positive_power::result(base);
         return power * power;
     }
 };
@@ -42,10 +41,9 @@ template 
 struct positive_power
 {
     template 
-    static typename tools::promote_args::type result(T base)
+    static T result(T base)
     {
-        typename tools::promote_args::type power =
-            positive_power::result(base);
+        T power = positive_power::result(base);
         return base * power * power;
     }
 };
@@ -54,8 +52,7 @@ template <>
 struct positive_power<1, 1>
 {
     template 
-    static typename tools::promote_args::type result(T base)
-    { return base; }
+    static T result(T base){ return base; }
 };
 
 
@@ -63,7 +60,7 @@ template 
 struct power_if_positive
 {
     template 
-    static typename tools::promote_args::type result(T base, const Policy&)
+    static T result(T base, const Policy&)
     { return positive_power::result(base); }
 };
 
@@ -71,8 +68,7 @@ template 
 struct power_if_positive
 {
     template 
-    static typename tools::promote_args::type
-    result(T base, const Policy& policy)
+    static T result(T base, const Policy& policy)
     {
         if (base == 0)
         {
@@ -91,8 +87,7 @@ template <>
 struct power_if_positive<0, true>
 {
     template 
-    static typename tools::promote_args::type
-    result(T base, const Policy& policy)
+    static T result(T base, const Policy& policy)
     {
         if (base == 0)
         {
@@ -127,7 +122,10 @@ struct select_power_if_positive
 
 template 
 inline typename tools::promote_args::type pow(T base, const Policy& policy)
-{ return detail::select_power_if_positive::type::result(base, policy); }
+{ 
+   typedef typename tools::promote_args::type result_type;
+   return detail::select_power_if_positive::type::result(static_cast(base), policy); 
+}
 
 
 template 
diff --git a/include/boost/math/tools/roots.hpp b/include/boost/math/tools/roots.hpp
index ce0cfe0b8..356197dcf 100644
--- a/include/boost/math/tools/roots.hpp
+++ b/include/boost/math/tools/roots.hpp
@@ -14,7 +14,6 @@
 #include 
 #include 
 
-#include 
 #include 
 #include 
 #include 
@@ -24,7 +23,7 @@
 #pragma warning(push)
 #pragma warning(disable: 4512)
 #endif
-#include 
+#include 
 #ifdef BOOST_MSVC
 #pragma warning(pop)
 #endif
@@ -39,7 +38,7 @@ namespace detail{
 
 template 
 inline void unpack_0(const Tuple& t, T& val)
-{ val = std::tr1::get<0>(t); }
+{ val = boost::math::get<0>(t); }
 
 template 
 void handle_zero_derivative(F f,
@@ -64,7 +63,6 @@ void handle_zero_derivative(F f,
          guess = min;
       }
       unpack_0(f(guess), last_f0);
-      //last_f0 = std::tr1::get<0>(f(guess));
       delta = guess - result;
    }
    if(sign(last_f0) * sign(f0) < 0)
@@ -201,7 +199,7 @@ T newton_raphson_iterate(F f, T guess, T min, T max, int digits, boost::uintmax_
       last_f0 = f0;
       delta2 = delta1;
       delta1 = delta;
-      std::tr1::tie(f0, f1) = f(result);
+      boost::math::tie(f0, f1) = f(result);
       if(0 == f0)
          break;
       if(f1 == 0)
@@ -296,7 +294,7 @@ T halley_iterate(F f, T guess, T min, T max, int digits, boost::uintmax_t& max_i
       last_f0 = f0;
       delta2 = delta1;
       delta1 = delta;
-      std::tr1::tie(f0, f1, f2) = f(result);
+      boost::math::tie(f0, f1, f2) = f(result);
 
       BOOST_MATH_INSTRUMENT_VARIABLE(f0);
       BOOST_MATH_INSTRUMENT_VARIABLE(f1);
@@ -446,7 +444,7 @@ T schroeder_iterate(F f, T guess, T min, T max, int digits, boost::uintmax_t& ma
       last_f0 = f0;
       delta2 = delta1;
       delta1 = delta;
-      std::tr1::tie(f0, f1, f2) = f(result);
+      boost::math::tie(f0, f1, f2) = f(result);
       if(0 == f0)
          break;
       if((f1 == 0) && (f2 == 0))
diff --git a/include/boost/math/tools/test_data.hpp b/include/boost/math/tools/test_data.hpp
index 23a1abb56..4c28d7569 100644
--- a/include/boost/math/tools/test_data.hpp
+++ b/include/boost/math/tools/test_data.hpp
@@ -26,7 +26,7 @@
 #include 
 #include 
 #include 
-#include 
+#include 
 #include 
 
 #include 
@@ -120,11 +120,11 @@ inline void unpack_and_append_tuple(Seq& s,
 {
    // extract the N'th element, append, and recurse:
    typedef typename Seq::value_type value_type;
-   value_type val = std::tr1::get(data);
+   value_type val = boost::math::get(data);
    s.push_back(val);
 
    typedef boost::integral_constant next_value;
-   typedef boost::integral_constant::value > N+1)> terminate;
+   typedef boost::integral_constant::value > N+1)> terminate;
 
    unpack_and_append_tuple(s, data, next_value(), terminate());
 }
@@ -140,7 +140,7 @@ inline void unpack_and_append(Seq& s, const Item& data, const boost::false_type&
 {
    // Item had better be a tuple-like type or we've had it!!!!
    typedef boost::integral_constant next_value;
-   typedef boost::integral_constant::value > 0)> terminate;
+   typedef boost::integral_constant::value > 0)> terminate;
 
    unpack_and_append_tuple(s, data, next_value(), terminate());
 }
diff --git a/include/boost/math/tools/tuple.hpp b/include/boost/math/tools/tuple.hpp
new file mode 100644
index 000000000..7ee42e3fa
--- /dev/null
+++ b/include/boost/math/tools/tuple.hpp
@@ -0,0 +1,112 @@
+//  (C) Copyright John Maddock 2010.
+//  Use, modification and distribution are subject to the
+//  Boost Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_MATH_TUPLE_HPP_INCLUDED
+#  define BOOST_MATH_TUPLE_HPP_INCLUDED
+#  include 
+
+#include   // for BOOST_HAS_TR1_TUPLE
+
+#ifndef BOOST_NO_0X_HDR_TUPLE
+
+#include 
+
+namespace boost{ namespace math{
+
+using ::std::tuple;
+
+// [6.1.3.2] Tuple creation functions
+using ::std::ignore;
+using ::std::make_tuple;
+using ::std::tie;
+using ::std::get;
+
+// [6.1.3.3] Tuple helper classes
+using ::std::tuple_size;
+using ::std::tuple_element;
+
+}}
+
+#elif defined(BOOST_HAS_TR1_TUPLE)
+
+#include 
+
+namespace boost{ namespace math{
+
+using ::std::tr1::tuple;
+
+// [6.1.3.2] Tuple creation functions
+using ::std::tr1::ignore;
+using ::std::tr1::make_tuple;
+using ::std::tr1::tie;
+using ::std::tr1::get;
+
+// [6.1.3.3] Tuple helper classes
+using ::std::tr1::tuple_size;
+using ::std::tr1::tuple_element;
+
+}}
+
+#elif (defined(__BORLANDC__) && (__BORLANDC__ <= 0x600)) || (defined(_MSC_VER) && (_MSC_VER < 1310)) || defined(__IBMCPP__)
+
+#include 
+#include 
+#include 
+
+namespace boost{ namespace math{
+
+using ::boost::tuple;
+
+// [6.1.3.2] Tuple creation functions
+using ::boost::tuples::ignore;
+using ::boost::make_tuple;
+using ::boost::tie;
+
+// [6.1.3.3] Tuple helper classes
+template  
+struct tuple_size 
+   : public ::boost::integral_constant
+   < ::std::size_t, ::boost::tuples::length::value>
+{};
+
+template < int I, class T>
+struct tuple_element
+{
+   typedef typename boost::tuples::element::type type;
+};
+
+#if !BOOST_WORKAROUND(__BORLANDC__, < 0x0582)
+// [6.1.3.4] Element access
+using ::boost::get;
+#endif
+
+} } // namespaces
+
+#else
+
+#include 
+#include 
+
+namespace boost{ namespace math{
+
+using ::boost::fusion::tuple;
+
+// [6.1.3.2] Tuple creation functions
+using ::boost::fusion::ignore;
+using ::boost::fusion::make_tuple;
+using ::boost::fusion::tie;
+using ::boost::fusion::get;
+
+// [6.1.3.3] Tuple helper classes
+using ::boost::fusion::tuple_size;
+using ::boost::fusion::tuple_element;
+
+}}
+
+#endif
+
+#endif
+
+
diff --git a/performance/distributions.cpp b/performance/distributions.cpp
index 83ae1cba5..86a63b042 100644
--- a/performance/distributions.cpp
+++ b/performance/distributions.cpp
@@ -293,12 +293,6 @@ BOOST_MATH_DISTRIBUTION2_TEST(non_central_t, int_values, small_int_values, real_
 
 extern "C" {
 #include "Rmath.h"
-/*
-double qnchisq(double, double, double, int, int)
-{
-   return 0;
-}
-*/
 }
 
 #define BOOST_MATH_R_DISTRIBUTION3_TEST(name, param1_table, param2_table, param3_table, random_variable_table, probability_table) \
diff --git a/test/Jamfile.v2 b/test/Jamfile.v2
index 720afe4c4..460a087cc 100644
--- a/test/Jamfile.v2
+++ b/test/Jamfile.v2
@@ -1,9 +1,11 @@
-# Copyright Daryle Walker, Hubert Holin, John Maddock and Paul A. Bristow 2006 - 2007
+# Copyright Daryle Walker, Hubert Holin, John Maddock 2006 - 2007
+# copyright Paul A. Bristow 2006 - 2010
 # Distributed under the Boost Software License, Version 1.0. 
 # (See accompanying file LICENSE_1_0.txt or copy at 
 # http://www.boost.org/LICENSE_1_0.txt.
 # \math_toolkit\libs\math\test\jamfile.v2
-# Runs all math toolkit tests, functions & distributions.
+# Runs all math toolkit tests, functions & distributions,
+# and build math examples.
 
 # bring in the rules for testing
 import testing ;
@@ -42,8 +44,8 @@ project
       shared:BOOST_REGEX_DYN_LINK=1
       # Sunpro and cygwin/Mingw have problems building regex as a shared lib:
       sun:static
-	   gcc-mw:static
-	   gcc-mingw:static
+	    gcc-mw:static
+	    gcc-mingw:static
       gcc-cygwin:static
       BOOST_ALL_NO_LIB=1
       BOOST_UBLAS_UNSUPPORTED_COMPILER=0
@@ -418,6 +420,10 @@ run test_igamma_inva.cpp  pch ../../test/build//boost_test_exec_monitor
 	      intel:off
         : test_igamma_inva_real_concept ;
 run test_instantiate1.cpp test_instantiate2.cpp ;
+
+run test_inverse_gamma_distribution.cpp ../../test/build//boost_test_exec_monitor ;
+run test_inverse_chi_squared_distribution.cpp ../../test/build//boost_test_exec_monitor ;
+
 run test_laplace.cpp ../../test/build//boost_unit_test_framework/static ;
 run test_inv_hyp.cpp pch ../../test/build//boost_test_exec_monitor ;
 run test_laguerre.cpp pch ../../test/build//boost_test_exec_monitor ;
@@ -665,6 +671,8 @@ run  compile_test/dist_find_location_incl_test.cpp compile_test/main.cpp ;
 run  compile_test/dist_find_scale_incl_test.cpp compile_test/main.cpp ;
 run  compile_test/dist_fisher_f_incl_test.cpp compile_test/main.cpp ;
 run  compile_test/dist_gamma_incl_test.cpp compile_test/main.cpp ;
+run  compile_test/dist_inv_gamma_incl_test.cpp compile_test/main.cpp ;
+run  compile_test/dist_inv_chi_sq_incl_test.cpp compile_test/main.cpp ;
 run  compile_test/dist_hypergeo_incl_test.cpp compile_test/main.cpp ;
 run  compile_test/dist_laplace_incl_test.cpp compile_test/main.cpp ;
 run  compile_test/dist_logistic_incl_test.cpp compile_test/main.cpp ;
diff --git a/test/compile_test/dist_inv_chi_sq_incl_test.cpp b/test/compile_test/dist_inv_chi_sq_incl_test.cpp
new file mode 100644
index 000000000..86313c332
--- /dev/null
+++ b/test/compile_test/dist_inv_chi_sq_incl_test.cpp
@@ -0,0 +1,25 @@
+//  Copyright John Maddock 2006.
+//  Use, modification and distribution are subject to the
+//  Boost Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+//
+// Basic sanity check that header 
+// #includes all the files that it needs to.
+//
+#include 
+//
+// Note this header includes no other headers, this is
+// important if this test is to be meaningful:
+//
+#include "test_compile_result.hpp"
+
+void compile_and_link_test()
+{
+   TEST_DIST_FUNC(inverse_chi_squared)
+}
+
+template class boost::math::inverse_chi_squared_distribution >;
+template class boost::math::inverse_chi_squared_distribution >;
+#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+template class boost::math::inverse_chi_squared_distribution >;
+#endif
diff --git a/test/compile_test/dist_inv_gamma_incl_test.cpp b/test/compile_test/dist_inv_gamma_incl_test.cpp
new file mode 100644
index 000000000..c86e53476
--- /dev/null
+++ b/test/compile_test/dist_inv_gamma_incl_test.cpp
@@ -0,0 +1,25 @@
+//  Copyright John Maddock 2006.
+//  Use, modification and distribution are subject to the
+//  Boost Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+//
+// Basic sanity check that header 
+// #includes all the files that it needs to.
+//
+#include 
+//
+// Note this header includes no other headers, this is
+// important if this test is to be meaningful:
+//
+#include "test_compile_result.hpp"
+
+void compile_and_link_test()
+{
+   TEST_DIST_FUNC(inverse_gamma)
+}
+
+template class boost::math::inverse_gamma_distribution >;
+template class boost::math::inverse_gamma_distribution >;
+#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+template class boost::math::inverse_gamma_distribution >;
+#endif
diff --git a/test/compile_test/instantiate.hpp b/test/compile_test/instantiate.hpp
index ff2152033..d199f45f3 100644
--- a/test/compile_test/instantiate.hpp
+++ b/test/compile_test/instantiate.hpp
@@ -68,6 +68,8 @@ void instantiate(RealType)
    function_requires > >();
    function_requires > >();
    function_requires > >();
+   function_requires > >();
+   function_requires > >();
    function_requires > >();
    function_requires > >();
    function_requires > >();
@@ -95,6 +97,8 @@ void instantiate(RealType)
    function_requires > >();
    function_requires > >();
    function_requires > >();
+   function_requires > >();
+   function_requires > >();
    function_requires > >();
    function_requires > >();
    function_requires > >();
diff --git a/test/compile_test/tools_roots_inc_test.cpp b/test/compile_test/tools_roots_inc_test.cpp
index 094ec3a1d..a5a9d7f1e 100644
--- a/test/compile_test/tools_roots_inc_test.cpp
+++ b/test/compile_test/tools_roots_inc_test.cpp
@@ -7,6 +7,7 @@
 // #includes all the files that it needs to.
 //
 #include 
+#include 
 //
 // Note this header includes no other headers, this is
 // important if this test is to be meaningful:
@@ -21,7 +22,7 @@ void compile_and_link_test()
 {
    typedef double (*F)(double);
    typedef std::pair (*F2)(double);
-   typedef std::tr1::tuple (*F3)(double);
+   typedef boost::math::tuple (*F3)(double);
    typedef boost::math::tools::eps_tolerance Tol;
    Tol tol(u);
    boost::uintmax_t max_iter = 0;
diff --git a/test/log1p_expm1_test.cpp b/test/log1p_expm1_test.cpp
index 06dc00f7a..fc13df8f6 100644
--- a/test/log1p_expm1_test.cpp
+++ b/test/log1p_expm1_test.cpp
@@ -1,9 +1,13 @@
-//  (C) Copyright John Maddock 2005.
+//  Copyright John Maddock 2005.
+//  Copyright Paul A. Bristow 2010
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
 
-#include 
+#include  // include \libs\math\src\tr1\
+
+// Requires MS extensions permitted or fails to link.
+
 
 #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
 
diff --git a/test/pow_test.cpp b/test/pow_test.cpp
index b381e03de..eb3247565 100644
--- a/test/pow_test.cpp
+++ b/test/pow_test.cpp
@@ -198,3 +198,29 @@ int test_main(int, char* [])
 
     return 0;
 }
+
+/*
+
+  Running 1 test case...
+  Testing with integral bases and positive small exponents
+  Testing with integral bases and negative small exponents
+  Testing with float precision bases and positive small exponents
+  Testing with float precision bases and negative small exponents
+  Testing with float precision bases and positive big exponents
+  Testing with float precision bases and negative big exponents
+  Testing with double precision bases and positive small exponents
+  Testing with double precision bases and negative small exponents
+  Testing with double precision bases and positive big exponents
+  Testing with double precision bases and negative big exponents
+  Testing with long double precision bases and positive small exponents
+  Testing with long double precision bases and negative small exponents
+  Testing with long double precision bases and positive big exponents
+  Testing with long double precision bases and negative big exponents
+  Testing with concepts::real_concept precision bases and positive small exponents
+  Testing with concepts::real_concept precision bases and negative small exponents
+  Testing with concepts::real_concept precision bases and positive big exponents
+  Testing with concepts::real_concept precision bases and negative big exponents
+  
+  *** No errors detected
+
+  */
diff --git a/test/test_cbrt.cpp b/test/test_cbrt.cpp
index 40e5e9cbd..7b4db617b 100644
--- a/test/test_cbrt.cpp
+++ b/test/test_cbrt.cpp
@@ -1,9 +1,15 @@
-//  (C) Copyright John Maddock 2006.
+//  Copyright John Maddock 2006.
+//  Copyright Paul A. Bristow 2010
+
 //  Use, modification and distribution are subject to the
 //  Boost Software License, Version 1.0. (See accompanying file
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
 
-#include 
+#ifdef _MSC_VER
+#  pragma warning (disable : 4224)
+#endif
+
+#include  // include \libs\math\src\
 
 #include 
 #include 
@@ -126,7 +132,7 @@ template 
 void test_cbrt(T, const char* name)
 {
    //
-   // The actual test data is rather verbose, so it's in a separate file
+   // The actual test data is rather verbose, so it's in a separate file.
    //
    // The contents are as follows, each row of data contains
    // three items, input value a, input value b and erf(a, b):
diff --git a/test/test_error_handling.cpp b/test/test_error_handling.cpp
index 85ee8660d..89db25538 100644
--- a/test/test_error_handling.cpp
+++ b/test/test_error_handling.cpp
@@ -65,6 +65,7 @@ T user_indeterminate_result_error(const char* , const char* , const T& )
 #include 
 #include 
 #include  // for test_main
+#include  // for errno
 //
 // Define some policies:
 //
@@ -240,5 +241,73 @@ Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Internal Evaluation Error, best value so far was 1.25
 *** No errors detected
 
+VS 2010
+------ Rebuild All started: Project: test_error_handling, Configuration: Release Win32 ------
+  test_error_handling.cpp
+  Generating code
+  Finished generating code
+  test_error_handling.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\test_error_handling.exe
+  Running 1 test case...
+  Error in function boost::math::test_function(float, float, float): Error while handling value 0
+  Error in function boost::math::test_function(float, float, float): Domain Error evaluating function at 0
+  Error in function boost::math::test_function(float, float, float): Error while handling value 0
+  Error in function boost::math::test_function(float, float, float): Evaluation of function at pole 0
+  Error in function boost::math::test_function(float, float, float): Error message goes here...
+  Error in function boost::math::test_function(float, float, float): Overflow Error
+  Error in function boost::math::test_function(float, float, float): Error message goes here...
+  Error in function boost::math::test_function(float, float, float): Underflow Error
+  Error in function boost::math::test_function(float, float, float): Error message goes here...
+  Error in function boost::math::test_function(float, float, float): Denorm Error
+  Error in function boost::math::test_function(float, float, float): Error while handling value 1.25
+  Error in function boost::math::test_function(float, float, float): Internal Evaluation Error, best value so far was 1.25
+  Error in function boost::math::test_function(float, float, float): Error while handling value 1.25
+  Error in function boost::math::test_function(float, float, float): Indeterminate result with value 1.25
+  Error in function boost::math::test_function(double, double, double): Error while handling value 0
+  Error in function boost::math::test_function(double, double, double): Domain Error evaluating function at 0
+  Error in function boost::math::test_function(double, double, double): Error while handling value 0
+  Error in function boost::math::test_function(double, double, double): Evaluation of function at pole 0
+  Error in function boost::math::test_function(double, double, double): Error message goes here...
+  Error in function boost::math::test_function(double, double, double): Overflow Error
+  Error in function boost::math::test_function(double, double, double): Error message goes here...
+  Error in function boost::math::test_function(double, double, double): Underflow Error
+  Error in function boost::math::test_function(double, double, double): Error message goes here...
+  Error in function boost::math::test_function(double, double, double): Denorm Error
+  Error in function boost::math::test_function(double, double, double): Error while handling value 1.25
+  Error in function boost::math::test_function(double, double, double): Internal Evaluation Error, best value so far was 1.25
+  Error in function boost::math::test_function(double, double, double): Error while handling value 1.25
+  Error in function boost::math::test_function(double, double, double): Indeterminate result with value 1.25
+  Error in function boost::math::test_function(long double, long double, long double): Error while handling value 0
+  Error in function boost::math::test_function(long double, long double, long double): Domain Error evaluating function at 0
+  Error in function boost::math::test_function(long double, long double, long double): Error while handling value 0
+  Error in function boost::math::test_function(long double, long double, long double): Evaluation of function at pole 0
+  Error in function boost::math::test_function(long double, long double, long double): Error message goes here...
+  Error in function boost::math::test_function(long double, long double, long double): Overflow Error
+  Error in function boost::math::test_function(long double, long double, long double): Error message goes here...
+  Error in function boost::math::test_function(long double, long double, long double): Underflow Error
+  Error in function boost::math::test_function(long double, long double, long double): Error message goes here...
+  Error in function boost::math::test_function(long double, long double, long double): Denorm Error
+  Error in function boost::math::test_function(long double, long double, long double): Error while handling value 1.25
+  Error in function boost::math::test_function(long double, long double, long double): Internal Evaluation Error, best value so far was 1.25
+  Error in function boost::math::test_function(long double, long double, long double): Error while handling value 1.25
+  Error in function boost::math::test_function(long double, long double, long double): Indeterminate result with value 1.25
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Error while handling value 0
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Domain Error evaluating function at 0
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Error while handling value 0
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Evaluation of function at pole 0
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Error message goes here...
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Overflow Error
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Error message goes here...
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Underflow Error
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Error message goes here...
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Denorm Error
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Error while handling value 1.25
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Internal Evaluation Error, best value so far was 1.25
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Error while handling value 1.25
+  
+  *** No errors detected
+  Error in function boost::math::test_function(class boost::math::concepts::real_concept, class boost::math::concepts::real_concept, class boost::math::concepts::real_concept): Indeterminate result with value 1.25
+========== Rebuild All: 1 succeeded, 0 failed, 0 skipped ==========
+
+
 */
 
diff --git a/test/test_gamma_dist.cpp b/test/test_gamma_dist.cpp
index 5be546598..451dc263d 100644
--- a/test/test_gamma_dist.cpp
+++ b/test/test_gamma_dist.cpp
@@ -1,5 +1,5 @@
 // Copyright John Maddock 2006.
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2007, 2010.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -11,11 +11,11 @@
 // http://en.wikipedia.org/wiki/Gamma_distribution
 // http://www.itl.nist.gov/div898/handbook/eda/section3/eda366b.htm
 // Also:
-// Weisstein, Eric W. "Gamma Distribution." 
-// From MathWorld--A Wolfram Web Resource. 
+// Weisstein, Eric W. "Gamma Distribution."
+// From MathWorld--A Wolfram Web Resource.
 // http://mathworld.wolfram.com/GammaDistribution.html
 
-#include 
+#include  // include directory libs/math/src/tr1/ is needed.
 
 #include  // for real_concept
 #include  // Boost.Test
@@ -23,7 +23,7 @@
 
 #include 
     using boost::math::gamma_distribution;
-#include  
+#include 
 
 #include 
    using std::cout;
@@ -96,7 +96,7 @@ void test_spots(RealType)
    // The first tests use values generated by MathCAD,
    // and should be accurate to around double precision.
    //
-   RealType tolerance = (std::max)(RealType(5e-14f), std::numeric_limits::epsilon() * 20) * 100; 
+   RealType tolerance = (std::max)(RealType(5e-14f), std::numeric_limits::epsilon() * 20) * 100;
    cout << "Tolerance for type " << typeid(RealType).name()  << " is " << tolerance << " %" << endl;
 
    check_gamma(
diff --git a/test/test_inverse_chi_squared_distribution.cpp b/test/test_inverse_chi_squared_distribution.cpp
new file mode 100644
index 000000000..7cc5fd4dc
--- /dev/null
+++ b/test/test_inverse_chi_squared_distribution.cpp
@@ -0,0 +1,512 @@
+// test_inverse_chi_squared.cpp
+
+// Copyright Paul A. Bristow 2010.
+// Copyright John Maddock 2010.
+
+// Use, modification and distribution are subject to the
+// Boost Software License, Version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifdef _MSC_VER
+#  pragma warning (disable : 4224) // nonstandard extension used : formal parameter 'type' was previously defined as a type
+// in Boost.test and lexical_cast
+#  pragma warning (disable : 4310) // cast truncates constant value
+#endif
+
+// http://www.wolframalpha.com/input/?i=inverse+chisquare+distribution
+
+#include  // for real_concept
+using ::boost::math::concepts::real_concept;
+
+//#include 
+#include  // for test_main
+#include  // for BOOST_CHECK_CLOSE_FRACTION
+
+#include  // for inverse_chisquared_distribution
+using boost::math::inverse_chi_squared_distribution;
+using boost::math::cdf;
+using boost::math::pdf;
+
+// Use Inverse Gamma distribution to check their relationship:
+// inverse_chi_squared<>(v) == inverse_gamma<>(v / 2., 0.5)
+#include  // for inverse_gamma_distribution
+using boost::math::inverse_gamma_distribution;
+using boost::math::inverse_gamma;
+//  using  ::boost::math::cdf;
+//  using  ::boost::math::pdf;
+
+#include  
+using boost::math::tgamma; // for naive pdf.
+
+#include 
+using std::cout;
+using std::endl;
+#include 
+using std::numeric_limits; // for epsilon.
+
+template 
+RealType naive_pdf(RealType df, RealType scale, RealType x)
+{ // Formula from Wikipedia
+   using namespace std; // For ADL of std functions.
+   using boost::math::tgamma;
+   RealType result = pow(scale * df/2, df/2) * exp(-df * scale/(2 * x));
+   result /= tgamma(df/2) * pow(x, 1 + df/2);
+   return result;
+}
+
+// Test using a spot value from some other reference source,
+// in this case test values from output from R provided by Thomas Mang,
+// and Wolfram Mathematica by Mark Coleman.
+
+template 
+void test_spot(
+     RealType degrees_of_freedom, // degrees_of_freedom,
+     RealType scale, // scale,
+     RealType x, // random variate x,
+     RealType pd, // expected pdf,
+     RealType P, // expected CDF,
+     RealType Q, // expected complement of CDF,
+     RealType tol) // test tolerance.
+{
+   boost::math::inverse_chi_squared_distribution dist(degrees_of_freedom, scale);
+
+   BOOST_CHECK_CLOSE_FRACTION
+      ( // Compare to expected PDF.
+      pdf(dist, x), // calculated.
+      pd, // expected
+      tol);
+
+   BOOST_CHECK_CLOSE_FRACTION( // Compare to naive pdf formula (probably less accurate).
+      pdf(dist, x), naive_pdf(dist.degrees_of_freedom(), dist.scale(), x), tol);
+
+   BOOST_CHECK_CLOSE_FRACTION( // Compare to expected CDF.
+      cdf(dist, x), P, tol);
+
+   if((P < 0.999) && (Q < 0.999))
+   {  // We can only check this if P is not too close to 1,
+      // so that we can guarantee Q is accurate:
+      BOOST_CHECK_CLOSE_FRACTION(
+        cdf(complement(dist, x)), Q, tol); // 1 - cdf
+      BOOST_CHECK_CLOSE_FRACTION(
+        quantile(dist, P), x, tol); // quantile(cdf) = x
+      BOOST_CHECK_CLOSE_FRACTION(
+        quantile(complement(dist, Q)), x, tol); // quantile(1 - cdf) = x
+   }
+} // test_spot
+
+template  // Any floating-point type RealType.
+void test_spots(RealType)
+{
+  // Basic sanity checks, some test data is to six decimal places only,
+  // so set tolerance to 0.000001 (expressed as a percentage = 0.0001%).
+
+  RealType tolerance = 0.000001f;
+  cout << "Tolerance = " << tolerance * 100 << "%." << endl;
+
+// This test values from output from geoR (17 decimal digits) guided by Thomas Mang.
+  test_spot(static_cast(2), static_cast(1./2.),
+    // degrees_of_freedom, default scale = 1/df.
+  static_cast(1.L), // x.
+  static_cast(0.30326532985631671L), // pdf.
+  static_cast(0.60653065971263365L), // cdf.
+  static_cast(1 - 0.606530659712633657L), // cdf complement.
+  tolerance  // tol
+  );
+
+// Tests from Mark Coleman & Georgi Boshnakov using Wolfram Mathematica.
+  test_spot(static_cast(10), static_cast(0.1L), // degrees_of_freedom, scale
+  static_cast(0.2), // x
+  static_cast(1.6700235722635659824529759616528281217001163943570L), // pdf
+  static_cast(0.89117801891415124234834646836872197623907651175353L), // cdf
+  static_cast(1 - 0.89117801891415127L), // cdf complement
+  tolerance  // tol
+  );
+
+  test_spot(static_cast(10), static_cast(0.1L), // degrees_of_freedom, scale
+  static_cast(0.5), // x
+  static_cast(0.03065662009762021L), // pdf
+  static_cast(0.99634015317265628765454354418728984933240514654437L), // cdf
+  static_cast(1 - 0.99634015317265628765454354418728984933240514654437L), // cdf complement
+  tolerance  // tol
+  );
+
+
+  test_spot(static_cast(10), static_cast(2), // degrees_of_freedom, scale
+  static_cast(0.5), // x
+  static_cast(0.00054964096598361569L), // pdf
+  static_cast(0.000016944743930067383903707995865261004246785511612700L), // cdf
+  static_cast(1 - 0.000016944743930067383903707995865261004246785511612700L), // cdf complement
+  tolerance  // tol
+  );
+  
+  // Check some bad parameters to the distribution cause expected exception to be thrown.
+  BOOST_CHECK_THROW(boost::math::inverse_chi_squared_distribution ichsqbad1(-1), std::domain_error); // negative degrees_of_freedom.
+  BOOST_CHECK_THROW(boost::math::inverse_chi_squared_distribution ichsqbad2(1, -1), std::domain_error); // negative scale.
+  BOOST_CHECK_THROW(boost::math::inverse_chi_squared_distribution ichsqbad3(-1, -1), std::domain_error); // negative scale and degrees_of_freedom.
+
+  inverse_chi_squared_distribution ichsq;
+
+  if(std::numeric_limits::has_infinity)
+  {
+    BOOST_CHECK_THROW(pdf(ichsq, +std::numeric_limits::infinity()), std::domain_error); // x = + infinity, pdf = 0
+    BOOST_CHECK_THROW(pdf(ichsq, -std::numeric_limits::infinity()),  std::domain_error); // x = - infinity, pdf = 0
+    BOOST_CHECK_THROW(cdf(ichsq, +std::numeric_limits::infinity()),std::domain_error ); // x = + infinity, cdf = 1
+    BOOST_CHECK_THROW(cdf(ichsq, -std::numeric_limits::infinity()), std::domain_error); // x = - infinity, cdf = 0
+    BOOST_CHECK_THROW(cdf(complement(ichsq, +std::numeric_limits::infinity())), std::domain_error); // x = + infinity, c cdf = 0
+    BOOST_CHECK_THROW(cdf(complement(ichsq, -std::numeric_limits::infinity())), std::domain_error); // x = - infinity, c cdf = 1
+    BOOST_CHECK_THROW(boost::math::inverse_chi_squared_distribution nbad1(std::numeric_limits::infinity(), static_cast(1)), std::domain_error); // +infinite mean
+    BOOST_CHECK_THROW(boost::math::inverse_chi_squared_distribution nbad1(-std::numeric_limits::infinity(),  static_cast(1)), std::domain_error); // -infinite mean
+    BOOST_CHECK_THROW(boost::math::inverse_chi_squared_distribution nbad1(static_cast(0), std::numeric_limits::infinity()), std::domain_error); // infinite sd
+  }
+
+  if (std::numeric_limits::has_quiet_NaN)
+  { // If no longer allow x or p to be NaN, then these tests should throw.
+    BOOST_CHECK_THROW(pdf(ichsq, +std::numeric_limits::quiet_NaN()), std::domain_error); // x = NaN
+    BOOST_CHECK_THROW(cdf(ichsq, +std::numeric_limits::quiet_NaN()), std::domain_error); // x = NaN
+    BOOST_CHECK_THROW(cdf(complement(ichsq, +std::numeric_limits::quiet_NaN())), std::domain_error); // x = + infinity
+    BOOST_CHECK_THROW(quantile(ichsq, std::numeric_limits::quiet_NaN()), std::domain_error); // p = + quiet_NaN
+    BOOST_CHECK_THROW(quantile(complement(ichsq, std::numeric_limits::quiet_NaN())), std::domain_error); // p = + quiet_NaN
+  }
+    // Spot check for pdf using 'naive pdf' function
+  for(RealType x = 0.5; x < 5; x += 0.5)
+  {
+    BOOST_CHECK_CLOSE_FRACTION(
+      pdf(inverse_chi_squared_distribution(5, 6), x),
+      naive_pdf(RealType(5), RealType(6), x),
+      tolerance);
+  }   // Spot checks for parameters:
+
+  RealType tol_2eps = boost::math::tools::epsilon() * 2; // 2 eps as a fraction.
+  inverse_chi_squared_distribution dist51(5, 1);
+  inverse_chi_squared_distribution dist52(5, 2);
+  inverse_chi_squared_distribution dist31(3, 1);
+  inverse_chi_squared_distribution dist111(11, 1);
+  // 11 mean 0.10000000000000001, variance  0.0011111111111111111, sd 0.033333333333333333
+
+  using namespace std; // ADL of std names.
+  using namespace boost::math;
+  
+  inverse_chi_squared_distribution dist10(10);
+  //  mean, variance etc
+  BOOST_CHECK_CLOSE_FRACTION(mean(dist10), static_cast(0.125), tol_2eps);
+  BOOST_CHECK_CLOSE_FRACTION(variance(dist10), static_cast(0.0052083333333333333333333333333333333333333333333333L), tol_2eps);
+  BOOST_CHECK_CLOSE_FRACTION(mode(dist10), static_cast(0.08333333333333333333333333333333333333333333333L), tol_2eps);
+  BOOST_CHECK_CLOSE_FRACTION(median(dist10), static_cast(0.10704554778227709530244586234274024205738435512468L), tol_2eps);
+  BOOST_CHECK_CLOSE_FRACTION(cdf(dist10, median(dist10)), 0.5L, tol_2eps);
+  BOOST_CHECK_CLOSE_FRACTION(skewness(dist10), static_cast(3.4641016151377545870548926830117447338856105076208L), tol_2eps);
+  BOOST_CHECK_CLOSE_FRACTION(kurtosis(dist10), static_cast(45), tol_2eps);
+  BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(dist10), static_cast(45-3), tol_2eps);
+
+  tol_2eps = boost::math::tools::epsilon() * 2; // 2 eps as a percentage.
+
+  // Special and limit cases:
+
+  RealType mx = (std::numeric_limits::max)();
+  RealType mi = (std::numeric_limits::min)();
+
+  BOOST_CHECK_EQUAL(
+  pdf(inverse_chi_squared_distribution(1),
+    static_cast(mx)), // max()
+    static_cast(0)
+    );
+
+  BOOST_CHECK_EQUAL(
+  pdf(inverse_chi_squared_distribution(1),
+    static_cast(mi)), // min()
+    static_cast(0)
+    );
+
+  BOOST_CHECK_EQUAL(
+    pdf(inverse_chi_squared_distribution(1), static_cast(0)), static_cast(0));
+  BOOST_CHECK_EQUAL(
+    pdf(inverse_chi_squared_distribution(3), static_cast(0))
+    , static_cast(0.0f));
+  BOOST_CHECK_EQUAL(
+    cdf(inverse_chi_squared_distribution(1), static_cast(0))
+    , static_cast(0.0f));
+  BOOST_CHECK_EQUAL(
+    cdf(inverse_chi_squared_distribution(2), static_cast(0))
+    , static_cast(0.0f));
+  BOOST_CHECK_EQUAL(
+    cdf(inverse_chi_squared_distribution(3), static_cast(0))
+    , static_cast(0.0f));
+  BOOST_CHECK_EQUAL(
+    cdf(complement(inverse_chi_squared_distribution(1), static_cast(0)))
+    , static_cast(1));
+  BOOST_CHECK_EQUAL(
+    cdf(complement(inverse_chi_squared_distribution(2), static_cast(0)))
+    , static_cast(1));
+  BOOST_CHECK_EQUAL(
+    cdf(complement(inverse_chi_squared_distribution(3), static_cast(0)))
+    , static_cast(1));
+
+  BOOST_CHECK_THROW(
+    pdf(
+    inverse_chi_squared_distribution(static_cast(-1)), // degrees_of_freedom negative.
+    static_cast(1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    pdf(
+    inverse_chi_squared_distribution(static_cast(8)),
+    static_cast(-1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    cdf(
+    inverse_chi_squared_distribution(static_cast(-1)),
+    static_cast(1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    cdf(
+    inverse_chi_squared_distribution(static_cast(8)),
+    static_cast(-1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    cdf(complement(
+    inverse_chi_squared_distribution(static_cast(-1)),
+    static_cast(1))), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    cdf(complement(
+    inverse_chi_squared_distribution(static_cast(8)),
+    static_cast(-1))), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(
+    inverse_chi_squared_distribution(static_cast(-1)),
+    static_cast(0.5)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(
+    inverse_chi_squared_distribution(static_cast(8)),
+    static_cast(-1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(
+    inverse_chi_squared_distribution(static_cast(8)),
+    static_cast(1.1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(complement(
+    inverse_chi_squared_distribution(static_cast(-1)),
+    static_cast(0.5))), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(complement(
+    inverse_chi_squared_distribution(static_cast(8)),
+    static_cast(-1))), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(complement(
+    inverse_chi_squared_distribution(static_cast(8)),
+    static_cast(1.1))), std::domain_error
+    );
+} // template void test_spots(RealType)
+
+
+int test_main(int, char* [])
+{
+  BOOST_MATH_CONTROL_FP;
+
+  double tol_few_eps = numeric_limits::epsilon() * 4;
+  
+  // Check that can generate inverse_chi_squared distribution using the two convenience methods:
+  // inverse_chi_squared_distribution; // with default parameters, degrees_of_freedom = 1, scale - 1
+  using boost::math::inverse_chi_squared;
+   
+  // Some constructor tests using default double.
+  double tol4eps = boost::math::tools::epsilon() * 4; // 4 eps as a fraction.
+
+  inverse_chi_squared ichsqdef; // Using typedef and both default parameters.
+
+  BOOST_CHECK_EQUAL(ichsqdef.degrees_of_freedom(), 1.); // df == 1
+  BOOST_CHECK_EQUAL(ichsqdef.scale(), 1); // scale == 1./df
+  BOOST_CHECK_CLOSE_FRACTION(pdf(ichsqdef, 1),0.2419707245191433L, tol4eps);
+  BOOST_CHECK_CLOSE_FRACTION(pdf(ichsqdef, 9),0.013977156581221969L, tol4eps);
+  
+  inverse_chi_squared_distribution ichisq102(10., 2); // Both parameters specified.
+  BOOST_CHECK_EQUAL(ichisq102.degrees_of_freedom(), 10.); // Check both parameters stored OK.
+  BOOST_CHECK_EQUAL(ichisq102.scale(), 2.); // Check both parameters stored OK.
+
+  inverse_chi_squared_distribution ichisq10(10.); // Only df parameter specified (unscaled).
+  BOOST_CHECK_EQUAL(ichisq10.degrees_of_freedom(), 10.); // Check  parameter stored.
+  BOOST_CHECK_EQUAL(ichisq10.scale(), 0.1); // Check default scale = 1/df = 1/10 = 0.1
+  BOOST_CHECK_CLOSE_FRACTION(pdf(ichisq10, 1),  0.00078975346316749169L, tol4eps);
+  BOOST_CHECK_CLOSE_FRACTION(pdf(ichisq10, 10), 0.0000000012385799798186384L, tol4eps);
+
+  BOOST_CHECK_CLOSE_FRACTION(mode(ichisq10), 0.0833333333333333333333333333333333333333L, tol4eps);
+  // nu * xi / nu + 2 = 10 * 0.1 / (10 + 2) = 1/12 =  0.0833333...
+  // mode is not defined in Mathematica.
+  // See Discussion section http://en.wikipedia.org/wiki/Talk:Scaled-inverse-chi-square_distribution
+  // for origin of this formula.
+
+  inverse_chi_squared_distribution ichisq5(5.); // // Only df parameter specified.
+  BOOST_CHECK_EQUAL(ichisq5.degrees_of_freedom(), 5.); // check  parameter stored.
+  BOOST_CHECK_EQUAL(ichisq5.scale(), 1./5.); // check default is 1/df
+  BOOST_CHECK_CLOSE_FRACTION(pdf(ichisq5, 0.2), 3.0510380337346841L, tol4eps);
+  BOOST_CHECK_CLOSE_FRACTION(cdf(ichisq5, 0.5), 0.84914503608460956l, tol4eps);
+  BOOST_CHECK_CLOSE_FRACTION(cdf(complement(ichisq5, 0.5)), 1 - 0.84914503608460956l, tol4eps);
+
+  BOOST_CHECK_CLOSE_FRACTION(quantile(ichisq5, 0.84914503608460956L), 0.5, tol4eps*100);
+  BOOST_CHECK_CLOSE_FRACTION(quantile(complement(ichisq5, 1. - 0.84914503608460956L)), 0.5, tol4eps*100);
+
+  // Check mean, etc spot values.
+  inverse_chi_squared_distribution ichisq81(8., 1.); // degrees_of_freedom = 5, scale = 1
+  BOOST_CHECK_CLOSE_FRACTION(mean(ichisq81),1.33333333333333333333333333333333333333333L, tol4eps);
+  BOOST_CHECK_CLOSE_FRACTION(variance(ichisq81), 0.888888888888888888888888888888888888888888888L, tol4eps);
+  BOOST_CHECK_CLOSE_FRACTION(skewness(ichisq81), 2 * std::sqrt(8.), tol4eps);
+  inverse_chi_squared_distribution ichisq21(2., 1.);
+  BOOST_CHECK_CLOSE_FRACTION(mode(ichisq21), 0.5, tol4eps);
+  BOOST_CHECK_CLOSE_FRACTION(median(ichisq21), 1.4426950408889634L, tol4eps);
+
+  inverse_chi_squared ichsq4(4.); // Using typedef and degrees_of_freedom parameter (and default scale = 1/df).
+  BOOST_CHECK_EQUAL(ichsq4.degrees_of_freedom(), 4.); // df == 4.
+  BOOST_CHECK_EQUAL(ichsq4.scale(), 0.25); // scale  == 1 /df == 1/4.
+
+  inverse_chi_squared ichsq32(3, 2);
+  BOOST_CHECK_EQUAL(ichsq32.degrees_of_freedom(), 3.); // df == 3.
+  BOOST_CHECK_EQUAL(ichsq32.scale(), 2); // scale  == 2
+  
+  inverse_chi_squared ichsq11(1, 1); // Using explicit degrees_of_freedom parameter, and default scale = 1).
+  BOOST_CHECK_CLOSE_FRACTION(mode(ichsq11), 0.33333333333333333333333333333333333333333L, tol4eps);
+  // (1 * 1)/ (1 + 2) = 1/3 using Wikipedia nu * xi /(nu + 2)
+  BOOST_CHECK_EQUAL(ichsq11.degrees_of_freedom(), 1.); // df == 1 (default).
+  BOOST_CHECK_EQUAL(ichsq11.scale(), 1.); // scale == 1.
+  /*
+  // Used to find some 'exact' values for testing mean, variance ...
+  // First with scale fixed at unity (Wikipedia definition 1)
+  cout << "df      scale            mean            variance              sd              median" << endl;
+  for (int degrees_of_freedom = 8; degrees_of_freedom < 30; degrees_of_freedom++)
+  {
+    inverse_chi_squared ichisq(degrees_of_freedom, 1);
+    cout.precision(17);
+    cout << degrees_of_freedom << "    "  << 1 << "  " << mean(ichisq) << ' ' 
+      << variance(ichisq) << ' ' << standard_deviation(ichisq)
+      << ' ' << median(ichisq) << endl;
+  }
+
+  // Default scale = 1 / df
+  cout << "|\n" << "df           scale          mean            variance              sd              median" << endl;
+  for (int degrees_of_freedom = 8; degrees_of_freedom < 30; degrees_of_freedom++)
+  {
+    inverse_chi_squared ichisq(degrees_of_freedom);
+    cout.precision(17);
+    cout << degrees_of_freedom << "    "  << 1./degrees_of_freedom << "  " << mean(ichisq) << ' ' 
+      << variance(ichisq) << ' ' << standard_deviation(ichisq)
+      << ' ' << median(ichisq) << endl;
+  }
+  */
+  inverse_chi_squared_distribution<> ichisq14(14, 1); // Using default RealType double.
+  BOOST_CHECK_CLOSE_FRACTION(mean(ichisq14), 1.166666666666666666666666666666666666666666666L, tol4eps);
+  BOOST_CHECK_CLOSE_FRACTION(variance(ichisq14), 0.272222222222222222222222222222222222222222222L, tol4eps);
+
+  inverse_chi_squared_distribution<> ichisq121(12); // Using default RealType double.
+  BOOST_CHECK_CLOSE_FRACTION(mean(ichisq121),  0.1L, tol4eps);
+  BOOST_CHECK_CLOSE_FRACTION(variance(ichisq121), 0.0025L, tol4eps);
+  BOOST_CHECK_CLOSE_FRACTION(standard_deviation(ichisq121), 0.05L, tol4eps);
+
+  // and "using boost::math::inverse_chi_squared_distribution;".
+  inverse_chi_squared_distribution<> ichsq23(2., 3.); // Using default RealType double.
+  BOOST_CHECK_EQUAL(ichsq23.degrees_of_freedom(), 2.); //
+  BOOST_CHECK_EQUAL(ichsq23.scale(), 3.); //
+  BOOST_CHECK_THROW(mean(ichsq23), std::domain_error); // Degrees of freedom (nu) must be > 2
+  BOOST_CHECK_THROW(variance(ichsq23), std::domain_error); // Degrees of freedom (nu) must be > 4
+  BOOST_CHECK_THROW(skewness(ichsq23), std::domain_error); // Degrees of freedom (nu) must be > 6
+  BOOST_CHECK_THROW(kurtosis_excess(ichsq23), std::domain_error); // Degrees of freedom (nu) must be > 8
+
+  { // Check relationship between inverse gamma and inverse chi_squared distributions.
+  using boost::math::inverse_gamma_distribution;
+
+  double df = 2.;
+  double scale = 1.;
+  double alpha = df/2; // aka inv_gamma shape
+  double beta = scale /2; // inv_gamma scale.
+ 
+  inverse_gamma_distribution<> ig(alpha, beta); 
+
+  inverse_chi_squared_distribution<> ichsq(df, 1./df); // == default scale.
+  BOOST_CHECK_EQUAL(pdf(ichsq, 0), 0); // Special case of zero x.
+
+  double x = 0.5;
+  BOOST_CHECK_EQUAL(pdf(ig, x), pdf(ichsq, x)); // inv_gamma compared to inv_chisq
+  BOOST_CHECK_EQUAL(cdf(ichsq, 0), 0); // Special case of zero.
+  BOOST_CHECK_EQUAL(cdf(ig, x), cdf(ichsq, x)); // invgamma == invchisq
+
+  // Test pdf by comparing using naive_pdf with relation to inverse gamma distribution
+  // wikipedia http://en.wikipedia.org/wiki/Scaled-inverse-chi-square_distribution related distributions.
+  // So if naive_pdf is correct, inverse_chi_squared_distribution should agree.
+  df = 1.; scale = 1.;
+  BOOST_CHECK_CLOSE_FRACTION(naive_pdf(df, scale, x), pdf(ichsq11, x), tol_few_eps);
+
+  //inverse_gamma_distribution<> igd(df/2, (df * scale)/2); 
+  inverse_gamma_distribution<> igd11(df/2, df * scale/2);
+  BOOST_CHECK_CLOSE_FRACTION(naive_pdf(df, scale, x), pdf(igd11, x), tol_few_eps);
+  BOOST_CHECK_CLOSE_FRACTION(naive_pdf(df, scale, x), pdf(ichsq11, x), tol_few_eps);
+
+  df = 2; scale = 1;
+  inverse_gamma_distribution<> igd21(df/2, df * scale/2);
+  inverse_chi_squared_distribution<> ichsq21(df, scale);
+  BOOST_CHECK_CLOSE_FRACTION(naive_pdf(df, scale, x), pdf(igd21, x), tol_few_eps); // 0.54134113294645081 OK 
+  BOOST_CHECK_CLOSE_FRACTION(naive_pdf(df, scale, x), pdf(ichsq21, x), tol_few_eps); 
+
+  df = 2; scale = 2;
+  inverse_gamma_distribution<> igd22(df/2, df * scale/2);
+  inverse_chi_squared_distribution<> ichsq22(df, scale);
+  BOOST_CHECK_CLOSE_FRACTION(naive_pdf(df, scale, x), pdf(igd22, x), tol_few_eps);
+  BOOST_CHECK_CLOSE_FRACTION(naive_pdf(df, scale, x), pdf(ichsq22, x), tol_few_eps);
+  }
+
+  // Check using float.
+  inverse_chi_squared_distribution igf23(1.f, 2.f); // Using explicit RealType float.
+  BOOST_CHECK_EQUAL(igf23.degrees_of_freedom(), 1.f); //
+  BOOST_CHECK_EQUAL(igf23.scale(), 2.f); //
+  
+  // Check throws from bad parameters.
+  inverse_chi_squared ig051(0.5, 1.); // degrees_of_freedom < 1, so wrong for mean.
+  BOOST_CHECK_THROW(mean(ig051), std::domain_error);
+  inverse_chi_squared ig191(1.9999, 1.); // degrees_of_freedom < 2, so wrong for variance.
+  BOOST_CHECK_THROW(variance(ig191), std::domain_error);
+  inverse_chi_squared ig291(2.9999, 1.); // degrees_of_freedom < 3, so wrong for skewness.
+  BOOST_CHECK_THROW(skewness(ig291), std::domain_error);
+  inverse_chi_squared ig391(3.9999, 1.); // degrees_of_freedom < 1, so wrong for kurtosis and kurtosis_excess.
+  BOOST_CHECK_THROW(kurtosis(ig391), std::domain_error);
+  BOOST_CHECK_THROW(kurtosis_excess(ig391), std::domain_error);
+  
+  inverse_chi_squared ig102(10, 2); // Wolfram.com/ page 2, quantile = 2.96859.
+  //http://reference.wolfram.com/mathematica/ref/InverseChiSquareDistribution.html
+  BOOST_CHECK_CLOSE_FRACTION(quantile(ig102, 0.75), 2.96859, 0.000001); 
+  BOOST_CHECK_CLOSE_FRACTION(cdf(ig102, 2.96859), 0.75 , 0.000001); 
+  BOOST_CHECK_CLOSE_FRACTION(cdf(complement(ig102, 2.96859)), 1 - 0.75 , 0.00001); 
+  BOOST_CHECK_CLOSE_FRACTION(quantile(complement(ig102, 1 - 0.75)), 2.96859, 0.000001); 
+ 
+  // Basic sanity-check spot values.
+  // (Parameter value, arbitrarily zero, only communicates the floating point type).
+  test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
+  test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
+#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+  test_spots(0.0L); // Test long double.
+#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x0582))
+  test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
+#endif
+#else
+  std::cout << "The long double tests have been disabled on this platform "
+    "either because the long double overloads of the usual math functions are "
+    "not available at all, or because they are too inaccurate for these tests "
+    "to pass." << std::cout;
+#endif
+
+ /*    */
+  return 0;
+} // int test_main(int, char* [])
+
+/*
+
+Output:
+
+
+
+
+*/
+
+
+
diff --git a/test/test_inverse_gamma_distribution.cpp b/test/test_inverse_gamma_distribution.cpp
new file mode 100644
index 000000000..0c795c205
--- /dev/null
+++ b/test/test_inverse_gamma_distribution.cpp
@@ -0,0 +1,437 @@
+// test_inverse_gamma.cpp
+
+// Copyright Paul A. Bristow 2010.
+// Copyright John Maddock 2010.
+
+// Use, modification and distribution are subject to the
+// Boost Software License, Version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifdef _MSC_VER
+#  pragma warning (disable : 4224) // nonstandard extension used : formal parameter 'type' was previously defined as a type
+// in Boost.test and lexical_cast
+#  pragma warning (disable : 4310) // cast truncates constant value
+#endif
+
+#include  // for real_concept
+using ::boost::math::concepts::real_concept;
+
+//#include 
+#include  // for test_main
+#include  // for BOOST_CHECK_CLOSE_FRACTION
+
+#include  // for inverse_gamma_distribution
+using boost::math::inverse_gamma_distribution;
+using  ::boost::math::inverse_gamma;
+//  using  ::boost::math::cdf;
+//  using  ::boost::math::pdf;
+
+#include  
+using boost::math::tgamma; // for naive pdf.
+
+#include 
+using std::cout;
+using std::endl;
+#include 
+using std::numeric_limits;
+
+template 
+RealType naive_pdf(RealType shape, RealType scale, RealType x)
+{ // Formula from Wikipedia
+   using namespace std; // For ADL of std functions.
+   using boost::math::tgamma;
+   RealType result = (pow(scale, shape) * pow(x, (-shape -1)) * exp(-scale/x) ) / tgamma(shape);
+   return result;
+}
+
+// Test using a spot value from some other reference source,
+// in this case test values from output from R provided by Thomas Mang.
+
+template 
+void test_spot(
+     RealType shape, // shape,
+     RealType scale, // scale,
+     RealType x, // random variate x,
+     RealType pd, // expected pdf,
+     RealType P, // expected CDF,
+     RealType Q, // expected complement of CDF,
+     RealType tol) // test tolerance.
+{
+   boost::math::inverse_gamma_distribution dist(shape, scale);
+
+   BOOST_CHECK_CLOSE_FRACTION
+      ( // Compare to expected PDF.
+      pdf(dist, x), // calculated.
+      pd, // expected
+      tol);
+
+    BOOST_CHECK_CLOSE_FRACTION( // Compare to naive formula (might be less accurate).
+      pdf(dist, x), naive_pdf(dist.shape(), dist.scale(), x), tol);
+
+   BOOST_CHECK_CLOSE_FRACTION( // Compare to expected CDF.
+      cdf(dist, x), P, tol);
+
+   if((P < 0.999) && (Q < 0.999))
+   {  // We can only check this if P is not too close to 1,
+      // so that we can guarantee Q is accurate:
+      BOOST_CHECK_CLOSE_FRACTION(
+        cdf(complement(dist, x)), Q, tol);
+      BOOST_CHECK_CLOSE_FRACTION(
+        quantile(dist, P), x, tol); // quantile(pdf) = x
+      BOOST_CHECK_CLOSE_FRACTION(
+        quantile(complement(dist, Q)), x, tol);
+   }
+} // test_spot
+
+// Test using a spot value from some other reference source.
+
+template  // Any floating-point type RealType.
+void test_spots(RealType)
+{
+  // Basic sanity checks, test data is to six decimal places only
+  // so set tolerance to 0.000001 expressed as a percentage = 0.0001%.
+
+  RealType tolerance = 0.000001f; // as fraction.
+  cout << "Tolerance = " << tolerance * 100 << "%." << endl;
+
+// This test values from output from R provided by Thomas Mang.
+  test_spot(static_cast(2), static_cast(1), // shape, scale
+  static_cast(2.L), // x
+  static_cast(0.075816332464079136L), // pdf
+  static_cast(0.90979598956895047L), // cdf
+  static_cast(1 - 0.90979598956895047L), // cdf complement
+  tolerance  // tol
+  );
+
+  test_spot(static_cast(1.593), static_cast( 0.5), // shape, scale
+  static_cast( 0.5), // x
+  static_cast(0.82415241749687074L), // pdf
+  static_cast(0.60648042700409865L), // cdf
+  static_cast(1 - 0.60648042700409865L), // cdf complement
+  tolerance  // tol
+  );
+
+  test_spot(static_cast(13.319), static_cast(0.5), // shape, scale
+  static_cast(0.5), // x
+  static_cast(0.00000000068343206235379223), // pdf
+  static_cast(0.99999999997242739L), // cdf
+  static_cast(1 - 0.99999999997242739L), // cdf complement
+  tolerance  // tol
+  );
+
+  test_spot(static_cast(1.593), static_cast(1), // shape, scale
+  static_cast(1.977), // x
+  static_cast(0.11535946773398653L), // pdf
+  static_cast(0.82449794420341549L), // cdf
+  static_cast(1 - 0.82449794420341549L), // cdf complement
+  tolerance  // tol
+  );
+  
+  test_spot(static_cast(6.666), static_cast(1.411), // shape, scale
+  static_cast(5), // x
+  static_cast(0.000000084415758206386872), // pdf
+  static_cast(0.99999993427280998L), // cdf
+  static_cast(1 - 0.99999993427280998L), // cdf complement
+  tolerance  // tol
+  );
+
+  // Check some bad parameters to the distribution,
+  BOOST_CHECK_THROW(boost::math::inverse_gamma_distribution igbad1(-1, 0), std::domain_error); // negative shape.
+  BOOST_CHECK_THROW(boost::math::inverse_gamma_distribution igbad2(0, -1), std::domain_error); // negative scale.
+  BOOST_CHECK_THROW(boost::math::inverse_gamma_distribution igbad2(-1, -1), std::domain_error); // negative scale and shape.
+
+  inverse_gamma_distribution ig21(2, 1);
+
+  if(std::numeric_limits::has_infinity)
+  {
+    BOOST_CHECK_THROW(pdf(ig21, +std::numeric_limits::infinity()), std::domain_error); // x = + infinity, pdf = 0
+    BOOST_CHECK_THROW(pdf(ig21, -std::numeric_limits::infinity()),  std::domain_error); // x = - infinity, pdf = 0
+    BOOST_CHECK_THROW(cdf(ig21, +std::numeric_limits::infinity()),std::domain_error ); // x = + infinity, cdf = 1
+    BOOST_CHECK_THROW(cdf(ig21, -std::numeric_limits::infinity()), std::domain_error); // x = - infinity, cdf = 0
+    BOOST_CHECK_THROW(cdf(complement(ig21, +std::numeric_limits::infinity())), std::domain_error); // x = + infinity, c cdf = 0
+    BOOST_CHECK_THROW(cdf(complement(ig21, -std::numeric_limits::infinity())), std::domain_error); // x = - infinity, c cdf = 1
+    BOOST_CHECK_THROW(boost::math::inverse_gamma_distribution nbad1(std::numeric_limits::infinity(), static_cast(1)), std::domain_error); // +infinite mean
+    BOOST_CHECK_THROW(boost::math::inverse_gamma_distribution nbad1(-std::numeric_limits::infinity(),  static_cast(1)), std::domain_error); // -infinite mean
+    BOOST_CHECK_THROW(boost::math::inverse_gamma_distribution nbad1(static_cast(0), std::numeric_limits::infinity()), std::domain_error); // infinite sd
+  }
+
+  if (std::numeric_limits::has_quiet_NaN)
+  {
+    // No longer allow x to be NaN, then these tests should throw.
+    BOOST_CHECK_THROW(pdf(ig21, +std::numeric_limits::quiet_NaN()), std::domain_error); // x = NaN
+    BOOST_CHECK_THROW(cdf(ig21, +std::numeric_limits::quiet_NaN()), std::domain_error); // x = NaN
+    BOOST_CHECK_THROW(cdf(complement(ig21, +std::numeric_limits::quiet_NaN())), std::domain_error); // x = + infinity
+    BOOST_CHECK_THROW(quantile(ig21, +std::numeric_limits::quiet_NaN()), std::domain_error); // p = + infinity
+    BOOST_CHECK_THROW(quantile(complement(ig21, +std::numeric_limits::quiet_NaN())), std::domain_error); // p = + infinity
+  }
+    // Spot check for pdf using 'naive pdf' function
+  for(RealType x = 0.5; x < 5; x += 0.5)
+  {
+    BOOST_CHECK_CLOSE_FRACTION(
+      pdf(inverse_gamma_distribution(5, 6), x),
+      naive_pdf(RealType(5), RealType(6), x),
+      tolerance);
+  }   // Spot checks for parameters:
+
+  RealType tol_few_eps = boost::math::tools::epsilon() * 5; // 5 eps as a fraction.
+  inverse_gamma_distribution dist51(5, 1);
+  inverse_gamma_distribution dist52(5, 2);
+  inverse_gamma_distribution dist31(3, 1);
+  inverse_gamma_distribution dist111(11, 1);
+  // 11 mean 0.10000000000000001, variance  0.0011111111111111111, sd 0.033333333333333333
+
+  RealType x = static_cast(0.125);
+  using namespace std; // ADL of std names.
+  using namespace boost::math;
+
+  //  mean, variance etc
+  BOOST_CHECK_CLOSE_FRACTION(mean(dist52), static_cast(0.5), tol_few_eps);
+  BOOST_CHECK_CLOSE_FRACTION(mean(dist111), static_cast(0.1L), tol_few_eps);
+  inverse_gamma_distribution igamma41(static_cast(4.), static_cast(1.) );
+  BOOST_CHECK_CLOSE_FRACTION(mean(igamma41), static_cast(0.3333333333333333333333333333333333333333333333333333333L), tol_few_eps);
+  // variance:
+  BOOST_CHECK_CLOSE_FRACTION(variance(dist51), static_cast(0.0208333333333333333333333333333333333333333333333333L), tol_few_eps);
+  BOOST_CHECK_CLOSE_FRACTION(variance(dist31), static_cast(0.25), tol_few_eps);
+  BOOST_CHECK_CLOSE_FRACTION(variance(dist111), static_cast(0.001111111111111111111111111111111111111111111111111L), tol_few_eps);
+  // std deviation:
+  BOOST_CHECK_CLOSE_FRACTION(standard_deviation(dist31), static_cast(0.5), tol_few_eps);
+  BOOST_CHECK_CLOSE_FRACTION(standard_deviation(dist111), static_cast(0.0333333333333333333333333333333333333333333333333L), tol_few_eps);
+  // hazard:
+  BOOST_CHECK_CLOSE_FRACTION(hazard(dist51, x), pdf(dist51, x) / cdf(complement(dist51, x)), tol_few_eps);
+ //  cumulative hazard:
+  BOOST_CHECK_CLOSE_FRACTION(chf(dist51, x), -log(cdf(complement(dist51, x))), tol_few_eps);
+  // coefficient_of_variation:
+  BOOST_CHECK_CLOSE_FRACTION(coefficient_of_variation(dist51), standard_deviation(dist51) / mean(dist51), tol_few_eps);
+  // mode:
+  BOOST_CHECK_CLOSE_FRACTION(mode(dist51), static_cast(0.166666666666666666666666666666666666666666666666666L), tol_few_eps);
+  // median
+  //BOOST_CHECK_CLOSE_FRACTION(median(dist52), static_cast(0), tol_few_eps);
+  // Useful to have an exact median?  Failing that use a loop back test.
+   BOOST_CHECK_CLOSE_FRACTION(cdf(dist111, median(dist111)), 0.5, tol_few_eps);
+  // skewness:
+  BOOST_CHECK_CLOSE_FRACTION(skewness(dist111), static_cast(1.5), tol_few_eps);
+   //kurtosis:
+  BOOST_CHECK_CLOSE_FRACTION(kurtosis(dist51), static_cast(42 + 3), tol_few_eps);
+  // kurtosis excess:
+  BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(dist51), static_cast(42), tol_few_eps);
+
+  tol_few_eps = boost::math::tools::epsilon() * 3; // 3 eps as a percentage.
+
+  // Special and limit cases:
+
+  if(std::numeric_limits::is_specialized)
+  {
+    RealType mx = (std::numeric_limits::max)();
+    RealType mi = (std::numeric_limits::min)();
+
+     BOOST_CHECK_EQUAL(
+     pdf(inverse_gamma_distribution(1),
+       static_cast(mx)), // max()
+       static_cast(0)
+       );
+
+     BOOST_CHECK_EQUAL(
+     pdf(inverse_gamma_distribution(1),
+       static_cast(mi)), // min()
+       static_cast(0)
+       );
+
+  }
+
+  BOOST_CHECK_EQUAL(
+    pdf(inverse_gamma_distribution(1), static_cast(0)), static_cast(0));
+  BOOST_CHECK_EQUAL(
+    pdf(inverse_gamma_distribution(3), static_cast(0))
+    , static_cast(0.0f));
+  BOOST_CHECK_EQUAL(
+    cdf(inverse_gamma_distribution(1), static_cast(0))
+    , static_cast(0.0f));
+  BOOST_CHECK_EQUAL(
+    cdf(inverse_gamma_distribution(2), static_cast(0))
+    , static_cast(0.0f));
+  BOOST_CHECK_EQUAL(
+    cdf(inverse_gamma_distribution(3), static_cast(0))
+    , static_cast(0.0f));
+  BOOST_CHECK_EQUAL(
+    cdf(complement(inverse_gamma_distribution(1), static_cast(0)))
+    , static_cast(1));
+  BOOST_CHECK_EQUAL(
+    cdf(complement(inverse_gamma_distribution(2), static_cast(0)))
+    , static_cast(1));
+  BOOST_CHECK_EQUAL(
+    cdf(complement(inverse_gamma_distribution(3), static_cast(0)))
+    , static_cast(1));
+
+  BOOST_CHECK_THROW(
+    pdf(
+    inverse_gamma_distribution(static_cast(-1)), // shape negative.
+    static_cast(1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    pdf(
+    inverse_gamma_distribution(static_cast(8)),
+    static_cast(-1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    cdf(
+    inverse_gamma_distribution(static_cast(-1)),
+    static_cast(1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    cdf(
+    inverse_gamma_distribution(static_cast(8)),
+    static_cast(-1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    cdf(complement(
+    inverse_gamma_distribution(static_cast(-1)),
+    static_cast(1))), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    cdf(complement(
+    inverse_gamma_distribution(static_cast(8)),
+    static_cast(-1))), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(
+    inverse_gamma_distribution(static_cast(-1)),
+    static_cast(0.5)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(
+    inverse_gamma_distribution(static_cast(8)),
+    static_cast(-1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(
+    inverse_gamma_distribution(static_cast(8)),
+    static_cast(1.1)), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(complement(
+    inverse_gamma_distribution(static_cast(-1)),
+    static_cast(0.5))), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(complement(
+    inverse_gamma_distribution(static_cast(8)),
+    static_cast(-1))), std::domain_error
+    );
+  BOOST_CHECK_THROW(
+    quantile(complement(
+    inverse_gamma_distribution(static_cast(8)),
+    static_cast(1.1))), std::domain_error
+    );
+
+} // template void test_spots(RealType)
+
+int test_main(int, char* [])
+{
+  BOOST_MATH_CONTROL_FP;
+
+  // Check that can generate inverse_gamma distribution using the two convenience methods:
+  // inverse_gamma_distribution; // with default parameters, shape = 1, scale - 1
+  using boost::math::inverse_gamma;
+  inverse_gamma ig2(2.); // Using typedef and shape parameter (and default scale = 1).
+  BOOST_CHECK_EQUAL(ig2.shape(), 2.); // scale  == 2.
+  BOOST_CHECK_EQUAL(ig2.scale(), 1.); // scale  == 1 (default).
+  inverse_gamma ig; // Using typedef, type double and default values, shape = 1 and scale = 1
+  // check default is (1, 1)
+  BOOST_CHECK_EQUAL(ig.shape(), 1.); // shape == 1
+  BOOST_CHECK_EQUAL(ig.scale(), 1.); // scale  == 1
+  BOOST_CHECK_EQUAL(mode(ig), 0.5); // mode = 1/2
+
+  // Used to find some 'exact' values for testing mean, variance ...
+ //for (int shape = 4; shape < 30; shape++)
+ // {
+ //   inverse_gamma ig(shape, 1);
+ //   cout.precision(17);
+ //   cout << shape << ' ' << mean(ig) << ' ' << variance(ig) << ' ' << standard_deviation(ig)
+ //     << ' ' << median(ig) << endl;
+ // }
+
+  // and "using boost::math::inverse_gamma_distribution;".
+  inverse_gamma_distribution<> ig23(2., 3.); // Using default RealType double.
+  BOOST_CHECK_EQUAL(ig23.shape(), 2.); //
+  BOOST_CHECK_EQUAL(ig23.scale(), 3.); //
+
+  inverse_gamma_distribution igf23(1.f, 2.f); // Using explicit RealType float.
+  BOOST_CHECK_EQUAL(igf23.shape(), 1.f); //
+  BOOST_CHECK_EQUAL(igf23.scale(), 2.f); //
+  // Some tests using default double.
+  double tol5eps = boost::math::tools::epsilon() * 5; // 5 eps as a fraction.
+  inverse_gamma_distribution ig102(10., 2.); //
+  BOOST_CHECK_EQUAL(ig102.shape(), 10.); //
+  BOOST_CHECK_EQUAL(ig102.scale(), 2.); //
+  BOOST_CHECK_CLOSE_FRACTION(pdf(ig102, 0.5), 0.1058495335284024, tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(cdf(ig102, 0.5), 0.99186775720306608, tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(quantile(ig102, 0.05), 0.12734622346137681, tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(quantile(ig102, 0.5), 0.20685272858879727, tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(quantile(ig102, 0.95),  0.36863602680851204, tol5eps);
+  // Check mean, etc spot values.
+  inverse_gamma_distribution ig51(5., 1.); // shape = 5, scale = 1
+  BOOST_CHECK_CLOSE_FRACTION(mean(ig51), 0.25, tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(variance(ig51), 0.0208333333333333333333333333333333333333333, tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(skewness(ig51), 2 * std::sqrt(3.), tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(ig51), 42, tol5eps);
+  // mode and median
+  inverse_gamma_distribution ig21(1., 2.);
+  BOOST_CHECK_CLOSE_FRACTION(mode(ig21), 1, tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(median(ig21), 2.8853900817779268, tol5eps);
+
+  BOOST_CHECK_CLOSE_FRACTION(quantile(ig21, 0.5), 2.8853900817779268, tol5eps);
+  BOOST_CHECK_CLOSE_FRACTION(cdf(ig21, median(ig21)), 0.5, tol5eps);
+
+    // Check throws from bad parameters.
+  inverse_gamma ig051(0.5, 1.); // shape < 1, so wrong for mean.
+  BOOST_CHECK_THROW(mean(ig051), std::domain_error);
+  inverse_gamma ig191(1.9999, 1.); // shape < 2, so wrong for variance.
+  BOOST_CHECK_THROW(variance(ig191), std::domain_error);
+  inverse_gamma ig291(2.9999, 1.); // shape < 3, so wrong for skewness.
+  BOOST_CHECK_THROW(skewness(ig291), std::domain_error);
+  inverse_gamma ig391(3.9999, 1.); // shape < 1, so wrong for kurtosis and kurtosis_excess.
+  BOOST_CHECK_THROW(kurtosis(ig391), std::domain_error);
+  BOOST_CHECK_THROW(kurtosis_excess(ig391), std::domain_error);
+
+  // Basic sanity-check spot values.
+  // (Parameter value, arbitrarily zero, only communicates the floating point type).
+  test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
+  test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
+#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+  test_spots(0.0L); // Test long double.
+#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x0582))
+  test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
+#endif
+#else
+  std::cout << "The long double tests have been disabled on this platform "
+    "either because the long double overloads of the usual math functions are "
+    "not available at all, or because they are too inaccurate for these tests "
+    "to pass." << std::cout;
+#endif
+  return 0;
+} // int test_main(int, char* [])
+
+/*
+
+Output:
+
+------ Build started: Project: test_inverse_gamma_distribution, Configuration: Release Win32 ------
+  test_inverse_gamma_distribution.cpp
+  Generating code
+  Finished generating code
+  test_inverse_gamma_distribution.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\test_inverse_gamma_distribution.exe
+  Running 1 test case...
+  Tolerance = 0.0001%.
+  Tolerance = 0.0001%.
+  Tolerance = 0.0001%.
+  Tolerance = 0.0001%.
+
+  *** No errors detected
+========== Build: 1 succeeded, 0 failed, 0 up-to-date, 0 skipped ==========
+
+
+*/
+
+
+
diff --git a/test/test_normal.cpp b/test/test_normal.cpp
index 83516a8b9..a9eba3df5 100644
--- a/test/test_normal.cpp
+++ b/test/test_normal.cpp
@@ -1,4 +1,4 @@
-// Copyright Paul A. Bristow 2007.
+// Copyright Paul A. Bristow 2010.
 // Copyright John Maddock 2007.
 
 // Use, modification and distribution are subject to the
@@ -15,7 +15,7 @@
 // From MathWorld--A Wolfram Web Resource.
 // http://mathworld.wolfram.com/NormalDistribution.html
 
-#include 
+#include  // include directory libs/math/src/tr1/ is needed.
 
 #ifdef _MSC_VER
 #pragma warning (disable: 4127) // conditional expression is constant
@@ -326,6 +326,43 @@ Tolerance for type long double is 0.01 %
 Tolerance for type class boost::math::concepts::real_concept is 0.01 %
 *** No errors detected
 
+
+
+
+------ Build started: Project: test_normal, Configuration: Release Win32 ------
+  test_normal.cpp
+  Generating code
+  Finished generating code
+  test_normal.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\test_normal.exe
+  Running 1 test case...
+  Tolerance for type float is 0.01 %
+  Tolerance for type double is 0.01 %
+  Tolerance for type long double is 0.01 %
+  Tolerance for type class boost::math::concepts::real_concept is 0.01 %
+  
+  *** No errors detected
+  Detected memory leaks!
+  Dumping objects ->
+  {2413} normal block at 0x00321190, 42 bytes long.
+   Data:  63 6C 61 73 73 20 62 6F 6F 73 74 3A 3A 6D 61 74 
+  {2412} normal block at 0x003231F0, 8 bytes long.
+   Data: <  2  22 > 90 11 32 00 98 32 32 00 
+  {1824} normal block at 0x00323180, 12 bytes long.
+   Data:  6C 6F 6E 67 20 64 6F 75 62 6C 65 00 
+  {1823} normal block at 0x00323298, 8 bytes long.
+   Data: < 12 `22 > 80 31 32 00 60 32 32 00 
+  {1227} normal block at 0x00323148, 7 bytes long.
+   Data:  64 6F 75 62 6C 65 00 
+  {1226} normal block at 0x00323260, 8 bytes long.
+   Data:  48 31 32 00 A0 30 32 00 
+  {633} normal block at 0x003230D8, 6 bytes long.
+   Data:  66 6C 6F 61 74 00 
+  {632} normal block at 0x003230A0, 8 bytes long.
+   Data: < 02     > D8 30 32 00 00 00 00 00 
+  Object dump complete.
+========== Build: 1 succeeded, 0 failed, 0 up-to-date, 0 skipped ==========
+
+
 */
 
 
diff --git a/test/test_roots.cpp b/test/test_roots.cpp
index a4c2161f9..858078c62 100644
--- a/test/test_roots.cpp
+++ b/test/test_roots.cpp
@@ -56,7 +56,7 @@ struct ibeta_roots_2   // for second order algorithms
    ibeta_roots_2(T _a, T _b, T t, bool inv = false)
       : a(_a), b(_b), target(t), invert(inv) {}
 
-   std::tr1::tuple operator()(const T& x)
+   boost::math::tuple operator()(const T& x)
    {
       typedef typename boost::math::lanczos::lanczos::type L;
       T f = boost::math::detail::ibeta_imp(a, b, x, Policy(), invert, true) - target;
@@ -72,7 +72,7 @@ struct ibeta_roots_2   // for second order algorithms
       if(f1 == 0)
          f1 = (invert ? -1 : 1) * boost::math::tools::min_value() * 64;
 
-      return std::tr1::make_tuple(f, f1);
+      return boost::math::make_tuple(f, f1);
    }
 private:
    T a, b, target;
@@ -85,7 +85,7 @@ struct ibeta_roots_3   // for third order algorithms
    ibeta_roots_3(T _a, T _b, T t, bool inv = false)
       : a(_a), b(_b), target(t), invert(inv) {}
 
-   std::tr1::tuple operator()(const T& x)
+   boost::math::tuple operator()(const T& x)
    {
       typedef typename boost::math::lanczos::lanczos::type L;
       T f = boost::math::detail::ibeta_imp(a, b, x, Policy(), invert, true) - target;
@@ -104,7 +104,7 @@ struct ibeta_roots_3   // for third order algorithms
       if(f1 == 0)
          f1 = (invert ? -1 : 1) * boost::math::tools::min_value() * 64;
 
-      return std::tr1::make_tuple(f, f1, f2);
+      return boost::math::make_tuple(f, f1, f2);
    }
 private:
    T a, b, target;
diff --git a/tools/Jamfile.v2 b/tools/Jamfile.v2
new file mode 100644
index 000000000..0f8836e24
--- /dev/null
+++ b/tools/Jamfile.v2
@@ -0,0 +1,58 @@
+# Copyright John Maddock 2010
+# Distributed under the Boost Software License, Version 1.0. 
+# (See accompanying file LICENSE_1_0.txt or copy at 
+# http://www.boost.org/LICENSE_1_0.txt.
+# \math_toolkit\libs\math\test\jamfile.v2
+# Runs all math toolkit tests, functions & distributions,
+# and build math examples.
+
+# bring in the rules for testing
+import modules ;
+import path ;
+
+local ntl-path = [ modules.peek : NTL_PATH ] ;
+
+project  
+    : requirements 
+      gcc:-Wno-missing-braces
+      darwin:-Wno-missing-braces
+      acc:+W2068,2461,2236,4070,4069
+      intel-win:-nologo 
+      intel-win:-nologo 
+      msvc:all
+      msvc:on
+      msvc:/wd4996
+      msvc:/wd4512 
+      msvc:/wd4610 
+      msvc:/wd4510 
+      msvc:/wd4127 
+      msvc:/wd4701 # needed for lexical cast - temporary.
+      static
+      borland:static
+      ../../..
+      BOOST_ALL_NO_LIB=1
+      BOOST_UBLAS_UNSUPPORTED_COMPILER=0
+      .
+      $(ntl-path)/include
+    ;
+
+
+if $(ntl-path)
+{
+   lib ntl : [ GLOB $(ntl-path)/src : *.cpp ] ;
+}
+else
+{
+   lib ntl ;
+}
+
+for local source in [ glob *_data.cpp ] generate_test_values.cpp igamma_temme_large_coef.cpp lanczos_generator.cpp factorial_tables.cpp generate_rational_test.cpp
+{
+   exe $(source:B) : $(source) ntl ;
+   install $(source:B)_bin : $(source:B) : bin ;
+}
+
+exe generate_rational_code : generate_rational_code.cpp ;
+exe process_perf_results : process_perf_results.cpp ../../regex/build//boost_regex ;
+
+install bin : generate_rational_code process_perf_results ;
diff --git a/tools/bessel_data.cpp b/tools/bessel_data.cpp
index d239fa75b..d3dfb3d8e 100644
--- a/tools/bessel_data.cpp
+++ b/tools/bessel_data.cpp
@@ -12,8 +12,8 @@
 //
 #include 
 
+#include 
 #include 
-#include "ntl_rr_lanczos.hpp"
 
 #include 
 
diff --git a/tools/beta_data.cpp b/tools/beta_data.cpp
index 826a83d62..c21394f58 100644
--- a/tools/beta_data.cpp
+++ b/tools/beta_data.cpp
@@ -6,10 +6,8 @@
 #include 
 #include 
 #include 
-#include 
-#include 
-
 #include 
+#include 
 
 using namespace boost::math::tools;
 
diff --git a/tools/carlson_ellint_data.cpp b/tools/carlson_ellint_data.cpp
index d74a5bc01..c88571f80 100644
--- a/tools/carlson_ellint_data.cpp
+++ b/tools/carlson_ellint_data.cpp
@@ -21,7 +21,7 @@ float truncate_to_float(float const * pf)
    return *pf;
 }
 
-std::tr1::tuple generate_rf_data(boost::math::ntl::RR n)
+boost::math::tuple generate_rf_data(boost::math::ntl::RR n)
 {
    static std::tr1::mt19937 r;
    std::tr1::uniform_real ur(0, 1);
@@ -37,10 +37,10 @@ std::tr1::tuple generate_rc_data(boost::math::ntl::RR n)
+boost::math::tuple generate_rc_data(boost::math::ntl::RR n)
 {
    static std::tr1::mt19937 r;
    std::tr1::uniform_real ur(0, 1);
@@ -53,10 +53,10 @@ std::tr1::tuple generate_rj_data(boost::math::ntl::RR n)
+boost::math::tuple generate_rj_data(boost::math::ntl::RR n)
 {
    static std::tr1::mt19937 r;
    std::tr1::uniform_real ur(0, 1);
@@ -78,10 +78,10 @@ std::tr1::tuple generate_rd_data(boost::math::ntl::RR n)
+boost::math::tuple generate_rd_data(boost::math::ntl::RR n)
 {
    static std::tr1::mt19937 r;
    std::tr1::uniform_real ur(0, 1);
@@ -97,7 +97,7 @@ std::tr1::tuple
+#include 
 #include 
-#include 
 #include 
 
 #include 
@@ -44,7 +44,7 @@ int test_main(int argc, char*argv [])
    do{
       if(0 == get_user_parameter_info(arg1, "z"))
          return 1;
-      data.insert(&boost::math::digamma, arg1);
+      data.insert(&boost::math::digamma, arg1);
 
       std::cout << "Any more data [y/n]?";
       std::getline(std::cin, line);
diff --git a/tools/ellint_pi3_data.cpp b/tools/ellint_pi3_data.cpp
index f328a48da..d77d81901 100644
--- a/tools/ellint_pi3_data.cpp
+++ b/tools/ellint_pi3_data.cpp
@@ -23,14 +23,14 @@ float truncate_to_float(float const * pf)
    return *pf;
 }
 
-std::tr1::tuple generate_data(boost::math::ntl::RR n, boost::math::ntl::RR phi)
+boost::math::tuple generate_data(boost::math::ntl::RR n, boost::math::ntl::RR phi)
 {
    static std::tr1::mt19937 r;
    std::tr1::uniform_real ui(0, 1);
    float k = ui(r);
    boost::math::ntl::RR kr(truncate_to_float(&k));
    boost::math::ntl::RR result = boost::math::ellint_3(kr, n, phi);
-   return std::tr1::make_tuple(kr, result);
+   return boost::math::make_tuple(kr, result);
 }
 
 int test_main(int argc, char*argv [])
diff --git a/tools/erf_data.cpp b/tools/erf_data.cpp
index 885be4809..99ca5e314 100644
--- a/tools/erf_data.cpp
+++ b/tools/erf_data.cpp
@@ -13,8 +13,6 @@
 
 #include 
 
-#include "ntl_rr_lanczos.hpp"
-
 using namespace boost::math::tools;
 using namespace std;
 
@@ -33,7 +31,7 @@ float truncate_to_float(boost::math::ntl::RR r)
 
 struct erf_data_generator
 {
-   std::tr1::tuple operator()(boost::math::ntl::RR z)
+   boost::math::tuple operator()(boost::math::ntl::RR z)
    {
       // very naively calculate spots using the gamma function at high precision:
       int sign = 1;
@@ -58,7 +56,7 @@ struct erf_data_generator
       }
       if(sign < 1)
          g2 = 2 - g2;
-      return std::tr1::make_tuple(g1, g2);
+      return boost::math::make_tuple(g1, g2);
    }
 };
 
@@ -119,14 +117,14 @@ void asymptotic_limit(int Bits)
       << terms << " terms." << std::endl;
 }
 
-std::tr1::tuple erfc_inv(boost::math::ntl::RR r)
+boost::math::tuple erfc_inv(boost::math::ntl::RR r)
 {
    boost::math::ntl::RR x = exp(-r * r);
    x = NTL::RoundToPrecision(x.value(), 64);
    std::cout << x << "   ";
    boost::math::ntl::RR result = boost::math::erfc_inv(x);
    std::cout << result << std::endl;
-   return std::tr1::make_tuple(x, result);
+   return boost::math::make_tuple(x, result);
 }
 
 
@@ -165,7 +163,7 @@ int test_main(int argc, char*argv [])
       }
       else if(strcmp(argv[1], "--erfc_inv") == 0)
       {
-         std::tr1::tuple (*f)(boost::math::ntl::RR);
+         boost::math::tuple (*f)(boost::math::ntl::RR);
          f = erfc_inv;
          std::cout << "Welcome.\n"
             "This program will generate spot tests for the inverse erfc function:\n";
diff --git a/tools/expint_data.cpp b/tools/expint_data.cpp
index a0e4a1045..bd3b5ea81 100644
--- a/tools/expint_data.cpp
+++ b/tools/expint_data.cpp
@@ -4,7 +4,6 @@
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
 
 #include 
-#include "ntl_rr_digamma.hpp"
 #include 
 #include 
 #include 
diff --git a/tools/expint_i_data.cpp b/tools/expint_i_data.cpp
index 1c443f137..3e7b9b68e 100644
--- a/tools/expint_i_data.cpp
+++ b/tools/expint_i_data.cpp
@@ -4,7 +4,6 @@
 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
 
 #include 
-#include "ntl_rr_digamma.hpp"
 #include 
 #include 
 #include 
diff --git a/tools/gamma_P_inva_data.cpp b/tools/gamma_P_inva_data.cpp
index 66e410c1f..1cb31464f 100644
--- a/tools/gamma_P_inva_data.cpp
+++ b/tools/gamma_P_inva_data.cpp
@@ -12,7 +12,6 @@
 #include 
 
 #include 
-#include "ntl_rr_lanczos.hpp"
 
 using namespace boost::math::tools;
 
@@ -37,12 +36,12 @@ float truncate_to_float(boost::math::ntl::RR r)
 
 struct gamma_inverse_generator_a
 {
-   std::tr1::tuple operator()(const boost::math::ntl::RR x, const boost::math::ntl::RR p)
+   boost::math::tuple operator()(const boost::math::ntl::RR x, const boost::math::ntl::RR p)
    {
       boost::math::ntl::RR x1 = boost::math::gamma_p_inva(x, p);
       boost::math::ntl::RR x2 = boost::math::gamma_q_inva(x, p);
       std::cout << "Inverse for " << x << " " << p << std::endl;
-      return std::tr1::make_tuple(x1, x2);
+      return boost::math::make_tuple(x1, x2);
    }
 };
 
diff --git a/tools/generate_test_values.cpp b/tools/generate_test_values.cpp
index 2dcbc3122..78f16df33 100644
--- a/tools/generate_test_values.cpp
+++ b/tools/generate_test_values.cpp
@@ -7,7 +7,7 @@
 #  define NTL_STD_CXX
 #endif
 
-#include 
+#include 
 #include 
 #include 
 
diff --git a/tools/hermite_data.cpp b/tools/hermite_data.cpp
index 1df52aa1b..b4c6ec902 100644
--- a/tools/hermite_data.cpp
+++ b/tools/hermite_data.cpp
@@ -17,11 +17,11 @@ using namespace std;
 
 
 template
-std::tr1::tuple hermite_data(T n, T x)
+boost::math::tuple hermite_data(T n, T x)
 {
    n = floor(n);
    T r1 = hermite(boost::math::tools::real_cast(n), x);
-   return std::tr1::make_tuple(n, x, r1);
+   return boost::math::make_tuple(n, x, r1);
 }
    
 int test_main(int argc, char*argv [])
diff --git a/tools/hypergeometric_dist_data.cpp b/tools/hypergeometric_dist_data.cpp
index 03718bbdf..3ed87ddea 100644
--- a/tools/hypergeometric_dist_data.cpp
+++ b/tools/hypergeometric_dist_data.cpp
@@ -23,7 +23,7 @@ std::tr1::mt19937 rnd;
 
 struct hypergeometric_generator
 {
-   std::tr1::tuple<
+   boost::math::tuple<
       boost::math::ntl::RR, 
       boost::math::ntl::RR, 
       boost::math::ntl::RR, 
@@ -43,7 +43,7 @@ struct hypergeometric_generator
          int N = itrunc(rN);
          int r = itrunc(rr);
          int n = itrunc(rn);
-         uniform_int<> ui((std::max)(0, n + r - N), (std::min)(n, r));
+         boost::uniform_int<> ui((std::max)(0, n + r - N), (std::min)(n, r));
          int k = ui(rnd);
 
          hypergeometric_distribution d(r, n, N);
@@ -59,7 +59,7 @@ struct hypergeometric_generator
 
          std::cout << "N = " << N << " r = " << r << " n = " << n << " PDF = " << p << " CDF = " << c << " CCDF = " << cc << std::endl;
 
-         return tr1::make_tuple(r, n, N, k, p, c, cc);
+         return boost::math::make_tuple(r, n, N, k, p, c, cc);
       }
       catch(const std::exception& e)
       {
diff --git a/tools/ibeta_data.cpp b/tools/ibeta_data.cpp
index e4c5f76a2..be08cc4e6 100644
--- a/tools/ibeta_data.cpp
+++ b/tools/ibeta_data.cpp
@@ -15,9 +15,6 @@
 
 #include 
 
-// speed up beta function computation with a 90-decimal digit approximation:
-#include "ntl_rr_lanczos.hpp" 
-
 using namespace boost::math::tools;
 using namespace boost::math;
 using namespace std;
@@ -68,7 +65,7 @@ T get_beta(T a, T b)
       std::swap(a, b);
 
    std::pair p(a, b);
-   std::map, T>::const_iterator i = m.find(p);
+   typename std::map, T>::const_iterator i = m.find(p);
    if(i != m.end())
       return i->second;
 
@@ -180,7 +177,7 @@ std::tr1::variate_generator > g
 
 struct beta_data_generator
 {
-   std::tr1::tuple operator()(boost::math::ntl::RR ap, boost::math::ntl::RR bp, boost::math::ntl::RR x_)
+   boost::math::tuple operator()(boost::math::ntl::RR ap, boost::math::ntl::RR bp, boost::math::ntl::RR x_)
    {
       float a = truncate_to_float(real_cast(gen() * pow(boost::math::ntl::RR(10), ap)));      
       float b = truncate_to_float(real_cast(gen() * pow(boost::math::ntl::RR(10), bp))); 
@@ -188,14 +185,14 @@ struct beta_data_generator
       std::cout << a << " " << b << " " << x << std::endl;
       std::pair ib_full = ibeta_fraction1(boost::math::ntl::RR(a), boost::math::ntl::RR(b), boost::math::ntl::RR(x));
       std::pair ib_reg = ibeta_fraction1_regular(boost::math::ntl::RR(a), boost::math::ntl::RR(b), boost::math::ntl::RR(x));
-      return std::tr1::make_tuple(a, b, x, ib_full.first, ib_full.second, ib_reg.first, ib_reg.second);
+      return boost::math::make_tuple(a, b, x, ib_full.first, ib_full.second, ib_reg.first, ib_reg.second);
    }
 };
 
 // medium sized values:
 struct beta_data_generator_medium
 {
-   std::tr1::tuple operator()(boost::math::ntl::RR x_)
+   boost::math::tuple operator()(boost::math::ntl::RR x_)
    {
       boost::math::ntl::RR a = gen2();      
       boost::math::ntl::RR b = gen2(); 
@@ -212,13 +209,13 @@ struct beta_data_generator_medium
          std::cout << exp_beta << std::endl;
       }*/
       std::pair ib_reg = ibeta_fraction1_regular(boost::math::ntl::RR(a), boost::math::ntl::RR(b), boost::math::ntl::RR(x));
-      return std::tr1::make_tuple(a, b, x, ib_full.first, ib_full.second, ib_reg.first, ib_reg.second);
+      return boost::math::make_tuple(a, b, x, ib_full.first, ib_full.second, ib_reg.first, ib_reg.second);
    }
 };
 
 struct beta_data_generator_small
 {
-   std::tr1::tuple operator()(boost::math::ntl::RR x_)
+   boost::math::tuple operator()(boost::math::ntl::RR x_)
    {
       float a = truncate_to_float(gen2()/10);      
       float b = truncate_to_float(gen2()/10); 
@@ -226,19 +223,19 @@ struct beta_data_generator_small
       std::cout << a << " " << b << " " << x << std::endl;
       std::pair ib_full = ibeta_fraction1(boost::math::ntl::RR(a), boost::math::ntl::RR(b), boost::math::ntl::RR(x));
       std::pair ib_reg = ibeta_fraction1_regular(boost::math::ntl::RR(a), boost::math::ntl::RR(b), boost::math::ntl::RR(x));
-      return std::tr1::make_tuple(a, b, x, ib_full.first, ib_full.second, ib_reg.first, ib_reg.second);
+      return boost::math::make_tuple(a, b, x, ib_full.first, ib_full.second, ib_reg.first, ib_reg.second);
    }
 };
 
 struct beta_data_generator_int
 {
-   std::tr1::tuple operator()(boost::math::ntl::RR a, boost::math::ntl::RR b, boost::math::ntl::RR x_)
+   boost::math::tuple operator()(boost::math::ntl::RR a, boost::math::ntl::RR b, boost::math::ntl::RR x_)
    {
       float x = truncate_to_float(real_cast(x_));
       std::cout << a << " " << b << " " << x << std::endl;
       std::pair ib_full = ibeta_fraction1(a, b, boost::math::ntl::RR(x));
       std::pair ib_reg = ibeta_fraction1_regular(a, b, boost::math::ntl::RR(x));
-      return std::tr1::make_tuple(a, b, x, ib_full.first, ib_full.second, ib_reg.first, ib_reg.second);
+      return boost::math::make_tuple(a, b, x, ib_full.first, ib_full.second, ib_reg.first, ib_reg.second);
    }
 };
 
diff --git a/tools/ibeta_inv_data.cpp b/tools/ibeta_inv_data.cpp
index b13fd9400..4f8193da6 100644
--- a/tools/ibeta_inv_data.cpp
+++ b/tools/ibeta_inv_data.cpp
@@ -13,7 +13,6 @@
 #include 
 
 #include 
-#include "ntl_rr_lanczos.hpp"
 
 using namespace boost::math::tools;
 
@@ -44,7 +43,7 @@ std::tr1::variate_generator > g
 
 struct ibeta_inv_data_generator
 {
-   std::tr1::tuple operator()(boost::math::ntl::RR ap, boost::math::ntl::RR bp, boost::math::ntl::RR x_)
+   boost::math::tuple operator()(boost::math::ntl::RR ap, boost::math::ntl::RR bp, boost::math::ntl::RR x_)
    {
       float a = truncate_to_float(real_cast(gen() * pow(boost::math::ntl::RR(10), ap)));      
       float b = truncate_to_float(real_cast(gen() * pow(boost::math::ntl::RR(10), bp))); 
@@ -54,7 +53,7 @@ struct ibeta_inv_data_generator
       std::cout << " " << inv << std::flush;
       boost::math::ntl::RR invc = boost::math::ibetac_inv(boost::math::ntl::RR(a), boost::math::ntl::RR(b), boost::math::ntl::RR(x));
       std::cout << " " << invc << std::endl;
-      return std::tr1::make_tuple(a, b, x, inv, invc);
+      return boost::math::make_tuple(a, b, x, inv, invc);
    }
 };
 
diff --git a/tools/ibeta_invab_data.cpp b/tools/ibeta_invab_data.cpp
index 9ac7ea0cc..e51fb35ba 100644
--- a/tools/ibeta_invab_data.cpp
+++ b/tools/ibeta_invab_data.cpp
@@ -12,7 +12,6 @@
 #include 
 
 #include 
-#include "ntl_rr_lanczos.hpp"
 
 using namespace boost::math::tools;
 
@@ -43,7 +42,7 @@ std::tr1::variate_generator > g
 
 struct ibeta_inv_data_generator
 {
-   std::tr1::tuple operator()
+   boost::math::tuple operator()
       (boost::math::ntl::RR bp, boost::math::ntl::RR x_, boost::math::ntl::RR p_)
    {
       float b = truncate_to_float(real_cast(gen() * pow(boost::math::ntl::RR(10), bp))); 
@@ -58,7 +57,7 @@ struct ibeta_inv_data_generator
       std::cout << " " << invb << std::flush;
       boost::math::ntl::RR invbc = boost::math::ibetac_invb(boost::math::ntl::RR(b), boost::math::ntl::RR(x), boost::math::ntl::RR(p));
       std::cout << " " << invbc << std::endl;
-      return std::tr1::make_tuple(b, x, p, inv, invc, invb, invbc);
+      return boost::math::make_tuple(b, x, p, inv, invc, invb, invbc);
    }
 };
 
diff --git a/tools/igamma_data.cpp b/tools/igamma_data.cpp
index 273870291..49ae2467b 100644
--- a/tools/igamma_data.cpp
+++ b/tools/igamma_data.cpp
@@ -12,7 +12,6 @@
 #include 
 
 #include 
-#include "ntl_rr_lanczos.hpp"
 
 using namespace boost::math::tools;
 
@@ -43,7 +42,7 @@ float truncate_to_float(boost::math::ntl::RR r)
 //
 struct igamma_data_generator
 {
-   std::tr1::tuple operator()(boost::math::ntl::RR a, boost::math::ntl::RR x)
+   boost::math::tuple operator()(boost::math::ntl::RR a, boost::math::ntl::RR x)
    {
       // very naively calculate spots:
       boost::math::ntl::RR z;
@@ -80,29 +79,29 @@ struct igamma_data_generator
       boost::math::ntl::RR rlg = boost::math::gamma_p(a, z);
       boost::math::ntl::RR rug = boost::math::gamma_q(a, z);
 
-      return std::tr1::make_tuple(z, ug, rug, lg, rlg);
+      return boost::math::make_tuple(z, ug, rug, lg, rlg);
    }
 };
 
 struct gamma_inverse_generator
 {
-   std::tr1::tuple operator()(const boost::math::ntl::RR a, const boost::math::ntl::RR p)
+   boost::math::tuple operator()(const boost::math::ntl::RR a, const boost::math::ntl::RR p)
    {
       boost::math::ntl::RR x1 = boost::math::gamma_p_inv(a, p);
       boost::math::ntl::RR x2 = boost::math::gamma_q_inv(a, p);
       std::cout << "Inverse for " << a << " " << p << std::endl;
-      return std::tr1::make_tuple(x1, x2);
+      return boost::math::make_tuple(x1, x2);
    }
 };
 
 struct gamma_inverse_generator_a
 {
-   std::tr1::tuple operator()(const boost::math::ntl::RR x, const boost::math::ntl::RR p)
+   boost::math::tuple operator()(const boost::math::ntl::RR x, const boost::math::ntl::RR p)
    {
       boost::math::ntl::RR x1 = boost::math::gamma_p_inva(x, p);
       boost::math::ntl::RR x2 = boost::math::gamma_q_inva(x, p);
       std::cout << "Inverse for " << x << " " << p << std::endl;
-      return std::tr1::make_tuple(x1, x2);
+      return boost::math::make_tuple(x1, x2);
    }
 };
 
diff --git a/tools/laguerre_data.cpp b/tools/laguerre_data.cpp
index bacc1aae3..47d48c894 100644
--- a/tools/laguerre_data.cpp
+++ b/tools/laguerre_data.cpp
@@ -18,20 +18,20 @@ using namespace std;
 
 
 template
-std::tr1::tuple laguerre2_data(T n, T x)
+boost::math::tuple laguerre2_data(T n, T x)
 {
    n = floor(n);
    T r1 = laguerre(boost::math::tools::real_cast(n), x);
-   return std::tr1::make_tuple(n, x, r1);
+   return boost::math::make_tuple(n, x, r1);
 }
    
 template
-std::tr1::tuple laguerre3_data(T n, T m, T x)
+boost::math::tuple laguerre3_data(T n, T m, T x)
 {
    n = floor(n);
    m = floor(m);
    T r1 = laguerre(real_cast(n), real_cast(m), x);
-   return std::tr1::make_tuple(n, m, x, r1);
+   return boost::math::make_tuple(n, m, x, r1);
 }
 
 int test_main(int argc, char*argv [])
diff --git a/tools/legendre_data.cpp b/tools/legendre_data.cpp
index 0bc2b08d3..b2d7bd4d2 100644
--- a/tools/legendre_data.cpp
+++ b/tools/legendre_data.cpp
@@ -18,23 +18,23 @@ using namespace std;
 
 
 template
-std::tr1::tuple legendre_p_data(T n, T x)
+boost::math::tuple legendre_p_data(T n, T x)
 {
    n = floor(n);
    T r1 = legendre_p(boost::math::tools::real_cast(n), x);
    T r2 = legendre_q(boost::math::tools::real_cast(n), x);
-   return std::tr1::make_tuple(n, x, r1, r2);
+   return boost::math::make_tuple(n, x, r1, r2);
 }
    
 template
-std::tr1::tuple assoc_legendre_p_data(T n, T x)
+boost::math::tuple assoc_legendre_p_data(T n, T x)
 {
    static tr1::mt19937 r;
    int l = real_cast(floor(n));
    tr1::uniform_int<> ui((std::max)(-l, -40), (std::min)(l, 40));
    int m = ui(r);
    T r1 = legendre_p(l, m, x);
-   return std::tr1::make_tuple(n, m, x, r1);
+   return boost::math::make_tuple(n, m, x, r1);
 }
 
 int test_main(int argc, char*argv [])
diff --git a/tools/log1p_expm1_data.cpp b/tools/log1p_expm1_data.cpp
index 92a88ec7d..1da42c64a 100644
--- a/tools/log1p_expm1_data.cpp
+++ b/tools/log1p_expm1_data.cpp
@@ -15,9 +15,9 @@ using namespace std;
 
 struct data_generator
 {
-   std::tr1::tuple operator()(boost::math::ntl::RR z)
+   boost::math::tuple operator()(boost::math::ntl::RR z)
    {
-      return std::tr1::make_tuple(boost::math::log1p(z), boost::math::expm1(z));
+      return boost::math::make_tuple(boost::math::log1p(z), boost::math::expm1(z));
    }
 };
 
diff --git a/tools/process_perf_results.cpp b/tools/process_perf_results.cpp
index 0a34c3bc4..ecc6feb8b 100644
--- a/tools/process_perf_results.cpp
+++ b/tools/process_perf_results.cpp
@@ -63,7 +63,8 @@ int main(int argc, const char* argv[])
    // Load quickbook file:
    //
    std::ifstream is(argv[argc-1]);
-   std::ofstream os(std::string(argv[argc-1]).append(".bak").c_str());
+   std::string bak_file = std::string(argv[argc-1]).append(".bak");
+   std::ofstream os(bak_file.c_str());
    e.assign(
       "\\[perf\\s+([^\\s.]+)"
       "(?:"
diff --git a/tools/spherical_harmonic_data.cpp b/tools/spherical_harmonic_data.cpp
index e66fc228e..b6e03c19b 100644
--- a/tools/spherical_harmonic_data.cpp
+++ b/tools/spherical_harmonic_data.cpp
@@ -26,12 +26,12 @@ float truncate_to_float(float const * pf)
 
 
 template
-std::tr1::tuple spherical_harmonic_data(T i)
+boost::math::tuple spherical_harmonic_data(T i)
 {
    static tr1::mt19937 r;
 
    int n = real_cast(floor(i));
-   tr1::uniform_int<> ui(0, (std::min)(n, 40));
+   std::tr1::uniform_int<> ui(0, (std::min)(n, 40));
    int m = ui(r);
    
    std::tr1::uniform_real ur(-2*constants::pi(), 2*constants::pi());
@@ -42,7 +42,7 @@ std::tr1::tuple spherical_harmonic_data(T i)
 
    T r1 = spherical_harmonic_r(n, m, theta, phi);
    T r2 = spherical_harmonic_i(n, m, theta, phi);
-   return std::tr1::make_tuple(n, m, theta, phi, r1, r2);
+   return boost::math::make_tuple(n, m, theta, phi, r1, r2);
 }
 
 int test_main(int argc, char*argv [])
diff --git a/tools/tgamma_ratio_data.cpp b/tools/tgamma_ratio_data.cpp
index ed1082cdd..9271d8aa0 100644
--- a/tools/tgamma_ratio_data.cpp
+++ b/tools/tgamma_ratio_data.cpp
@@ -11,12 +11,10 @@
 
 #include 
 
-#include "ntl_rr_lanczos.hpp"
-
 using namespace boost::math::tools;
 using namespace std;
 
-std::tr1::tuple 
+boost::math::tuple 
    tgamma_ratio(const boost::math::ntl::RR& a, const boost::math::ntl::RR& delta)
 {
    if(delta > a)
@@ -27,7 +25,7 @@ std::tr1::tuple
    if((r1 > (std::numeric_limits::max)()) || (r2 > (std::numeric_limits::max)()))
       throw std::domain_error("");
 
-   return std::tr1::make_tuple(r1, r2);
+   return boost::math::make_tuple(r1, r2);
 }
 
 boost::math::ntl::RR tgamma_ratio2(const boost::math::ntl::RR& a, const boost::math::ntl::RR& b)
diff --git a/tools/zeta_data.cpp b/tools/zeta_data.cpp
index f3fbec7ca..96641d200 100644
--- a/tools/zeta_data.cpp
+++ b/tools/zeta_data.cpp
@@ -28,12 +28,12 @@ struct zeta_data_generator
 
 struct zeta_data_generator2
 {
-   std::tr1::tuple operator()(boost::math::ntl::RR z)
+   boost::math::tuple operator()(boost::math::ntl::RR z)
    {
       std::cout << -z << " ";
       boost::math::ntl::RR result = boost::math::zeta(-z);
       std::cout << result << std::endl;
-      return std::tr1::make_tuple(-z, result);
+      return boost::math::make_tuple(-z, result);
    }
 };