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Fix for issue #800

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This commit is contained in:
Matt Borland
2022-08-04 20:17:15 -07:00
parent 349413a274
commit 53e6658208
4 changed files with 41 additions and 7 deletions
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5
include/boost/math/distributions/non_central_t.hpp
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@@ -578,11 +578,11 @@ namespace boost
BOOST_MATH_STD_USING
if ((boost::math::isinf)(v))
{
return 3;
return 1;
}
if (delta == 0)
{ // == Student's t
return 3;
return 1;
}
T mean = boost::math::detail::mean(v, delta, pol);
T l2 = delta * delta;
@@ -592,6 +592,7 @@ namespace boost
result *= -mean * mean;
result += v * v * (l2 * l2 + 6 * l2 + 3) / ((v - 4) * (v - 2));
result /= var * var;
result -= static_cast<T>(3);
return result;
}

2
test/Jamfile.v2
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@@ -889,7 +889,7 @@ test-suite distribution_tests :
[ run complex_test.cpp ../../test/build//boost_unit_test_framework ]
[ compile test_dist_deduction_guides.cpp : [ requires cpp_deduction_guides cpp_variadic_templates ] ]
[ run git_issue_800.cpp ../../test/build//boost_unit_test_framework ]
;
test-suite mp :

33
test/git_issue_800.cpp Normal file
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@@ -0,0 +1,33 @@
// Copyright Matt Borland, 2022
// 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 "math_unit_test.hpp"
#include <boost/math/distributions/non_central_t.hpp>
template <typename T>
void test()
{
boost::math::non_central_t_distribution<T> nct(T(10), T(3));
// https://www.wolframalpha.com/input?i2d=true&i=N%5C%2891%29Kurtosis%5C%2891%29NoncentralStudentTDistribution%5C%2891%2910%5C%2844%29+3%5C%2893%29%5C%2893%29%5C%2844%2930%5C%2893%29
CHECK_MOLLIFIED_CLOSE(boost::math::kurtosis(nct), T(5.44234533171835241424739188827L), 1e-6);
boost::math::non_central_t_distribution<T> nct0(T(10), T(0));
// https://www.wolframalpha.com/input?i2d=true&i=Kurtosis%5C%2891%29NoncentralStudentTDistribution%5C%2891%2910%5C%2844%29+0%5C%2893%29%5C%2893%29
CHECK_ULP_CLOSE(boost::math::kurtosis(nct0), T(4), 1);
// https://www.wolframalpha.com/input?i2d=true&i=ExcessKurtosis%5C%2891%29NoncentralStudentTDistribution%5C%2891%2910%5C%2844%29+0%5C%2893%29%5C%2893%29
CHECK_ULP_CLOSE(boost::math::kurtosis_excess(nct0), T(1), 1);
}
int main(void)
{
test<float>();
test<double>();
test<long double>();
return boost::math::test::report_errors();
}

8
test/test_nc_t.hpp
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@@ -107,7 +107,7 @@ RealType naive_kurtosis_excess(RealType v, RealType delta)
/ ((-4 + v) * (-2 + v));
r /= (1 + delta*delta)*v / (-2 + v) - delta*delta*v *tgr*tgr / 2;
r /= (1 + delta*delta)*v / (-2 + v) - delta*delta*v *tgr*tgr / 2;
return r;
return r - static_cast<RealType>(3);
}
float naive_kurtosis_excess(float v, float delta)
@@ -139,7 +139,7 @@ void test_spot(
BOOST_CHECK_CLOSE(
skewness(dist), naive_skewness(df, ncp), tol * 10 * tolerance_tgamma_extra);
BOOST_CHECK_CLOSE(
kurtosis_excess(dist), naive_kurtosis_excess(df, ncp), tol * 50 * tolerance_tgamma_extra);
kurtosis_excess(dist), naive_kurtosis_excess(df, ncp), tol * 350 * tolerance_tgamma_extra);
BOOST_CHECK_CLOSE(
kurtosis(dist), 3 + naive_kurtosis_excess(df, ncp), tol * 50 * tolerance_tgamma_extra);
}
@@ -517,8 +517,8 @@ void test_big_df(RealType)
BOOST_CHECK_EQUAL(variance(maxdf), 1);
BOOST_CHECK_EQUAL(skewness(infdf), 0);
BOOST_CHECK_EQUAL(skewness(maxdf), 0);
BOOST_CHECK_EQUAL(kurtosis_excess(infdf), 3);
BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(maxdf), static_cast<RealType>(3), tolerance);
BOOST_CHECK_EQUAL(kurtosis_excess(infdf), 1);
BOOST_CHECK_CLOSE_FRACTION(kurtosis_excess(maxdf), static_cast<RealType>(1), tolerance);
// Bad df examples.
#ifndef BOOST_NO_EXCEPTIONS