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Added documentation; changed parameter naming

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This commit is contained in:
Jacob Hass
2026-01-02 12:04:39 -08:00
parent b330dd7e0c
commit 2464bcc8e0
3 changed files with 31 additions and 12 deletions
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19
doc/distributions/nc_f.qbk
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@@ -26,6 +26,11 @@
// Accessor to non-centrality parameter lambda:
BOOST_MATH_GPU_ENABLED RealType non_centrality()const;
// Parameter finders:
static RealType find_non_centrality(const RealType x, const RealType v1, const RealType v2, const RealType p);
template <class A, class B, class C, class D>
static RealType find_non_centrality(const complemented3_type<A,B,C,D>& c);
};
}} // namespaces
@@ -53,6 +58,20 @@ for different values of [lambda]:
[graph nc_f_pdf]
BOOST_MATH_GPU_ENABLED static RealType find_non_centrality(const RealType x, const RealType v1, const RealType v2, const RealType p);
This function returns the non centrality parameter /lambda/ such that:
`cdf(non_central_chi_squared<RealType, Policy>(v1, v2, lambda), x) == p`
template <class A, class B, class C, class D>
BOOST_MATH_GPU_ENABLED static RealType find_non_centrality(const complemented4_type<A,B,C,D>& c);
When called with argument `boost::math::complement(x, v1, v2, q)`
this function returns the non centrality parameter /lambda/ such that:
`cdf(complement(non_central_chi_squared<RealType, Policy>(v1, v2, lambda), x)) == q`.
[h4 Member Functions]
BOOST_MATH_GPU_ENABLED non_central_f_distribution(RealType v1, RealType v2, RealType lambda);

22
include/boost/math/distributions/non_central_f.hpp
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@@ -28,23 +28,23 @@ namespace boost
template <class RealType, class Policy>
struct non_centrality_finder_f
{
non_centrality_finder_f(const RealType x_, const RealType dfn_, const RealType dfd_, const RealType p_, bool c)
: x(x_), dfn(dfn_), dfd(dfd_), p(p_), comp(c) {}
non_centrality_finder_f(const RealType x_, const RealType v1_, const RealType v2_, const RealType p_, bool c)
: x(x_), v1(v1_), v2(v2_), p(p_), comp(c) {}
RealType operator()(RealType nc) const
{
non_central_f_distribution<RealType, Policy> d(dfn, dfd, nc);
non_central_f_distribution<RealType, Policy> d(v1, v2, nc);
return comp ?
RealType(p - cdf(complement(d, x)))
: RealType(cdf(d, x) - p);
}
private:
RealType x, dfn, dfd, p;
RealType x, v1, v2, p;
bool comp;
};
template <class RealType, class Policy>
inline RealType find_non_centrality_f(RealType x, const RealType dfn, const RealType dfd, const RealType p, const RealType q, const Policy& pol)
inline RealType find_non_centrality_f(const RealType x, const RealType v1, const RealType v2, const RealType p, const RealType q, const Policy& pol)
{
constexpr auto function = "non_central_f<%1%>::find_non_centrality";
@@ -53,7 +53,7 @@ namespace boost
RealType(boost::math::numeric_limits<RealType>::quiet_NaN()), Policy()); // LCOV_EXCL_LINE
}
non_centrality_finder_f<RealType, Policy> f(x, dfn, dfd, p < q ? p : q, p < q ? false : true);
non_centrality_finder_f<RealType, Policy> f(x, v1, v2, p < q ? p : q, p < q ? false : true);
RealType guess = RealType(10); // Starting guess.
RealType factor = 1; // How big steps to take when searching.
boost::math::uintmax_t max_iter = policies::get_max_root_iterations<Policy>();
@@ -107,7 +107,7 @@ namespace boost
{ // Private data getter function.
return ncp;
}
static RealType find_non_centrality(const RealType x, const RealType dfn, const RealType dfd, const RealType p)
static RealType find_non_centrality(const RealType x, const RealType v1, const RealType v2, const RealType p)
{
constexpr auto function = "non_central_f_distribution<%1%>::find_non_centrality";
typedef typename policies::evaluation<RealType, Policy>::type eval_type;
@@ -119,8 +119,8 @@ namespace boost
policies::assert_undefined<> >::type forwarding_policy;
eval_type result = detail::find_non_centrality_f(
static_cast<eval_type>(x),
static_cast<eval_type>(dfn),
static_cast<eval_type>(dfd),
static_cast<eval_type>(v1),
static_cast<eval_type>(v2),
static_cast<eval_type>(p),
static_cast<eval_type>(1-p),
forwarding_policy());
@@ -129,7 +129,7 @@ namespace boost
function);
}
template <class A, class B, class C, class D>
BOOST_MATH_GPU_ENABLED static RealType find_non_centrality(const complemented4_type<A,B,C, D>& c)
static RealType find_non_centrality(const complemented4_type<A,B,C, D>& c)
{
constexpr auto function = "non_central_f_distribution<%1%>::find_non_centrality";
typedef typename policies::evaluation<RealType, Policy>::type eval_type;
@@ -143,8 +143,8 @@ namespace boost
static_cast<eval_type>(c.dist),
static_cast<eval_type>(c.param1),
static_cast<eval_type>(c.param2),
static_cast<eval_type>(c.param3),
static_cast<eval_type>(1-c.param3),
static_cast<eval_type>(c.param3),
forwarding_policy());
return policies::checked_narrowing_cast<RealType, forwarding_policy>(
result,

2
test/test_nc_f.cpp
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@@ -144,7 +144,7 @@ void test_spot(
BOOST_CHECK_CLOSE(
dist.find_non_centrality(x, a, b, P), ncp, tol * 10);
BOOST_CHECK_CLOSE(
dist.find_non_centrality(boost::math::complement(x, a, b, P)), ncp, tol * 10);
dist.find_non_centrality(boost::math::complement(x, a, b, Q)), ncp, tol * 10);
}
if(boost::math::tools::digits<RealType>() > 50)
{