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Final (doc) update to Landau.

This commit is contained in:
jzmaddock
2024-07-21 09:50:35 +01:00
parent d6b7c13984
commit 0e7f9761e2
7 changed files with 2770 additions and 1 deletions

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@@ -30,7 +30,7 @@ with shape parameter [alpha]=1, [beta]=1.
[@http://en.wikipedia.org/wiki/Probability_distribution probability distribution function PDF]
given by:
[equation landau_ref1]
[equation landau_ref1] [/f(x; \mu, c)=\frac{1}{\pi c} \int_{0}^{\infty} \exp(-t) \cos \left( t \left( \frac{x-\mu}{c}\right) + \frac{2t}{\pi} \log \left( \frac{t}{c} \right) \right) dt]
The location parameter [mu] is the location of the distribution,
while the scale parameter [c] determines the width of the distribution,
@@ -97,6 +97,18 @@ The domain of the random variable is \[-[max_value], +[min_value]\].
The error is within 4 epsilon except for the rapidly decaying left tail.
Errors in the PDF at 64-bit double precision:
[$../graphs/landau_pdf_accuracy_64.png]
Errors in the CDF at 64-bit double precision:
[$../graphs/landau_cdf_accuracy_64.png]
Errors in the CDF-complement at 64-bit double precision:
[$../graphs/landau_ccdf_accuracy_64.png]
[h4 Implementation]
See references.
@@ -110,6 +122,7 @@ DOI: 10.36227/techrxiv.171822215.53612870/v2, 2024.
[endsect][/section:landau_dist landau]
[/ landau.qbk
Copyright Takuma Yoshimura 2024.
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or copy at
http://www.boost.org/LICENSE_1_0.txt).

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@@ -0,0 +1,88 @@
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