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Added catch for edge case nc=0 and testing for this

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This commit is contained in:
Jacob Hass
2026-01-21 15:13:10 -08:00
parent e51d71a474
commit 59a4e7a46d
2 changed files with 31 additions and 1 deletions
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13
include/boost/math/distributions/non_central_f.hpp
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@@ -18,6 +18,8 @@
#include <boost/math/special_functions/pow.hpp>
#include <boost/math/policies/policy.hpp>
#include <boost/math/distributions/complement.hpp> // complements
#include <boost/math/distributions/fisher_f.hpp>
#include <boost/math/special_functions/relative_difference.hpp>
namespace boost
{
@@ -53,9 +55,18 @@ namespace boost
RealType(boost::math::numeric_limits<RealType>::quiet_NaN()), Policy()); // LCOV_EXCL_LINE
}
// Check if nc = 0 (which is just the F-distribution)
// I first tried comparing to boost::math::tools::epsilon<RealType>(),
// but this was never satisfied for floats or doubles. Only
// long doubles would correctly return 0.
fisher_f_distribution<RealType, Policy> dist(v1, v2);
if (boost::math::relative_difference(pdf(dist, x), p) < 1e-7){
return 0;
}
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.
RealType factor = RealType(2); // How big steps to take when searching.
boost::math::uintmax_t max_iter = policies::get_max_root_iterations<Policy>();
tools::eps_tolerance<RealType> tol(policies::digits<RealType, Policy>());

19
test/test_nc_f.cpp
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@@ -327,6 +327,25 @@ void test_spots(RealType)
{
BOOST_CHECK_CLOSE(cdf(boost::math::non_central_f_distribution<RealType>(static_cast<RealType>(1e-100L), 3.f, 1.5f), static_cast<RealType>(1e100L)), static_cast<RealType>(0.6118152873453990639132215575213809716459L), tolerance);
}
// Check find_non_centrality_f edge case handling
// Case when nc=0
RealType a = 5;
RealType b = 2;
RealType nc = 0;
RealType x_vals[] = { 0.25, 1.25, 10, 100};
boost::math::non_central_f_distribution<RealType> dist_no_centrality(a, b, nc);
for (RealType x : x_vals)
{
RealType P = pdf(dist_no_centrality, x);
BOOST_CHECK_CLOSE(dist.find_non_centrality(x, a, b, P), static_cast<RealType>(0), tolerance);
}
// Case when P=1 or P=0
BOOST_MATH_CHECK_THROW(dist.find_non_centrality(x, a, b, 1), std::domain_error);
BOOST_MATH_CHECK_THROW(dist.find_non_centrality(x, a, b, 0), std::domain_error);
// Case when Q=1 or Q=0
BOOST_MATH_CHECK_THROW(dist.find_non_centrality(boost::math::complement(x, a, b, 1)), std::domain_error);
BOOST_MATH_CHECK_THROW(dist.find_non_centrality(boost::math::complement(x, a, b, 0)), std::domain_error);
} // template <class RealType>void test_spots(RealType)
BOOST_AUTO_TEST_CASE( test_main )