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Back to plan A! not defined for v <= k - no infinity from moments.

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(TODO use normal for df = infinity?)

[SVN r79836]
This commit is contained in:
Paul A. Bristow
2012-08-01 17:11:31 +00:00
parent a2fc557d79
commit 139a12844e
1 changed files with 15 additions and 58 deletions
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73
include/boost/math/distributions/students_t.hpp
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@@ -325,34 +325,16 @@ inline RealType variance(const students_t_distribution<RealType, Policy>& dist)
{ // http://en.wikipedia.org/wiki/Student%27s_t-distribution
// Revised for https://svn.boost.org/trac/boost/ticket/7177
RealType df = dist.degrees_of_freedom();
if (!(boost::math::isfinite)(df))
if (!(boost::math::isfinite)(df) || (df <= 2))
{ // Infinity or NaN
policies::raise_domain_error<RealType>(
"boost::math::variance(students_t_distribution<%1%> const&, %1%)",
"variance is undefined for nonfinite degrees of freedom, but got %1%.",
df, Policy());
return std::numeric_limits<RealType>::quiet_NaN(); // Undefined.
}
if (df > 2)
{ // normal case.
return df / (df - 2);
}
if ((df > 1) && (df <= 2))
{ //
policies::raise_overflow_error<RealType>(
"boost::math::variance(students_t_distribution<%1%> const&, %1%)",
"variance is infinity for 1 < degrees of freedom <= 2.",
Policy());
return std::numeric_limits<RealType>::infinity(); // Infinity.
}
else
{
policies::raise_domain_error<RealType>(
"boost::math::variance(students_t_distribution<%1%> const&, %1%)",
"variance is undefined for degrees of freedom <= 1, but got %1%.",
"variance is undefined for degrees of freedom <= 2, but got %1%.",
df, Policy());
return std::numeric_limits<RealType>::quiet_NaN(); // Undefined.
}
return df / (df - 2);
} // variance
template <class RealType, class Policy>
@@ -376,26 +358,14 @@ inline RealType kurtosis(const students_t_distribution<RealType, Policy>& dist)
RealType df = dist.degrees_of_freedom();
if((!(boost::math::isfinite)(df)) || (df <= 4))
{ // Undefined or infinity for moment k = 4.
RealType result;
if ((df > 2) && (df <= 4))
{
policies::raise_overflow_error<RealType>(
"boost::math::kurtosis(students_t_distribution<%1%> const&, %1%)",
"Kurtosis is infinity for 2 < degrees of freedom <= 4.",
Policy());
return std::numeric_limits<RealType>::infinity(); // Infinity.
}
else
{
policies::raise_domain_error<RealType>(
"boost::math::kurtosis(students_t_distribution<%1%> const&, %1%)",
"Kurtosis is undefined for degrees of freedom <= 2, but got %1%.",
df, Policy());
policies::raise_domain_error<RealType>(
"boost::math::kurtosis(students_t_distribution<%1%> const&, %1%)",
"Kurtosis is undefined for degrees of freedom <= 4, but got %1%.",
df, Policy());
return std::numeric_limits<RealType>::quiet_NaN(); // Undefined.
}
return result;
}
return 3 * (df - 2) / (df - 4);
//return 3 * (df - 2) / (df - 4);
return 6 / (df - 4) + 3;
}
template <class RealType, class Policy>
@@ -406,24 +376,11 @@ inline RealType kurtosis_excess(const students_t_distribution<RealType, Policy>&
RealType df = dist.degrees_of_freedom();
if((!(boost::math::isfinite)(df)) || (df <= 4))
{ // Undefined or infinity for moment k = 4.
RealType result;
if ((df > 2) && (df <= 4))
{
policies::raise_overflow_error<RealType>(
"boost::math::kurtosis_excess(students_t_distribution<%1%> const&, %1%)",
"Kurtosis_excess is infinity for 2 < degrees of freedom <= 4.",
Policy());
return std::numeric_limits<RealType>::infinity(); // Infinity.
}
else
{
policies::raise_domain_error<RealType>(
"boost::math::kurtosis_excess(students_t_distribution<%1%> const&, %1%)",
"Kurtosis_excess is undefined for degrees of freedom <= 2, but got %1%.",
df, Policy());
return std::numeric_limits<RealType>::quiet_NaN(); // Undefined.
}
return result;
policies::raise_domain_error<RealType>(
"boost::math::kurtosis_excess(students_t_distribution<%1%> const&, %1%)",
"Kurtosis_excess is undefined for degrees of freedom <= 4, but got %1%.",
df, Policy());
return std::numeric_limits<RealType>::quiet_NaN(); // Undefined.
}
return 6 / (df - 4);
}