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Reverted nc=0 condition and changed relaxed test conditions

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This commit is contained in:
Jacob Hass
2026-02-12 11:18:34 -08:00
parent 49bd13439d
commit 2a9394a655
2 changed files with 13 additions and 10 deletions
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21
include/boost/math/distributions/non_central_f.hpp
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@@ -46,8 +46,7 @@ namespace boost
};
template <class RealType, class Policy>
BOOST_MATH_GPU_ENABLED RealType find_non_centrality_f(const RealType x, const RealType v1, const RealType v2, const RealType p, const RealType q, const Policy& pol)
{
BOOST_MATH_GPU_ENABLED RealType find_non_centrality_f(const RealType x, const RealType v1, const RealType v2, const RealType p, const RealType q, const RealType p_q_precision, const Policy& pol) {
constexpr auto function = "non_central_f<%1%>::find_non_centrality";
if ( p == 0 || q == 0) {
@@ -55,14 +54,16 @@ namespace boost
RealType(boost::math::numeric_limits<RealType>::quiet_NaN()), Policy()); // LCOV_EXCL_LINE
}
non_centrality_finder_f<RealType, Policy> f(x, v1, v2, p < q ? p : q, p < q ? false : true);
// Check if nc = 0 (which is just the F-distribution)
// When the relative difference between the cdf with nc=0
// and p drops below 1e-6, the function f becomes
// numerically unstable. Thus, we can't find nc below this point.
// See PR 1345 for more details.
if (abs(f(tools::min_value<RealType>()) / p) <= 1e-6){
non_centrality_finder_f<RealType, Policy> f(x, v1, v2, p < q ? p : q, p < q ? false : true);
// This occurs when the root finder would need to find a result smaller than
// tools::min_value (which it cannot do). Note that we have to add in a small
// amount of "tolerance" since the subtraction in our termination condition
// implies a small amount of wobble in the result which should be of the
// order p * eps (note not q * eps, since q is calculated as 1-p).
// Also note that p_q_precision is passed down from our caller as the
// epsilon of the original called values, and not after possible promotion.
if (f(tools::min_value<RealType>()) <= 20 * p_q_precision * p){
return 0;
}
@@ -135,6 +136,7 @@ namespace boost
static_cast<eval_type>(v2),
static_cast<eval_type>(p),
static_cast<eval_type>(1-p),
static_cast<eval_type>(tools::epsilon<RealType>()),
forwarding_policy());
return policies::checked_narrowing_cast<RealType, forwarding_policy>(
result,
@@ -157,6 +159,7 @@ namespace boost
static_cast<eval_type>(c.param2),
static_cast<eval_type>(1-c.param3),
static_cast<eval_type>(c.param3),
static_cast<eval_type>(tools::epsilon<RealType>()),
forwarding_policy());
return policies::checked_narrowing_cast<RealType, forwarding_policy>(
result,

2
test/test_nc_f.cpp
View File

@@ -336,7 +336,7 @@ void test_spots(RealType, const char* name = nullptr)
for (RealType x : x_vals)
{
RealType P = cdf(dist_no_centrality, x);
BOOST_CHECK_LE(dist.find_non_centrality(x, a, b, P), boost::math::tools::min_value<RealType>() * 10);
BOOST_CHECK_LE(dist.find_non_centrality(x, a, b, P), tolerance);
}
// Case when P=1 or P=0
BOOST_MATH_CHECK_THROW(dist.find_non_centrality(x, a, b, 1), std::domain_error);