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Added non-central T to distributions.hpp.

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Updated generic_mode to use additive stepping where appropriate.
Improved NC-Beta PDF calculation and termination conditions.
More or less got non-central T finished off: quantiles now work, PDF and mode almost correct.
Fixed typo in toms748_solve.hpp
Updated NC-T tests to include mode and quantile.

[SVN r43333]
This commit is contained in:
John Maddock
2008-02-20 18:11:43 +00:00
parent 3e6b00970c
commit 5e22dad52e
6 changed files with 101 additions and 37 deletions
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13
test/test_nc_t.cpp
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@@ -87,7 +87,7 @@ void expected_results()
"[^|]*", // platform
largest_type, // test type(s)
"[^|]*", // test data group
"[^|]*", 3, 2); // test function
"[^|]*", 150, 50); // test function
//
// Finish off by printing out the compiler/stdlib/platform names,
@@ -189,9 +189,9 @@ void test_spot(
BOOST_CHECK_CLOSE(
skewness(dist), naive_skewness(df, ncp), tol * 10);
BOOST_CHECK_CLOSE(
kurtosis_excess(dist), naive_kurtosis_excess(df, ncp), tol * 10);
kurtosis_excess(dist), naive_kurtosis_excess(df, ncp), tol * 50);
BOOST_CHECK_CLOSE(
kurtosis(dist), 3 + naive_kurtosis_excess(df, ncp), tol * 10);
kurtosis(dist), 3 + naive_kurtosis_excess(df, ncp), tol * 50);
}
catch(const std::domain_error&)
{
@@ -317,6 +317,7 @@ void test_spots(RealType)
BOOST_CHECK_CLOSE(pdf(dist, 12), static_cast<RealType>(1.235329715425894935157684607751972713457e-1L), tolerance);
BOOST_CHECK_CLOSE(pdf(boost::math::non_central_t_distribution<RealType>(126, -2), -4), static_cast<RealType>(5.797932289365814702402873546466798025787e-2L), tolerance);
BOOST_CHECK_CLOSE(pdf(boost::math::non_central_t_distribution<RealType>(126, 2), 4), static_cast<RealType>(5.797932289365814702402873546466798025787e-2L), tolerance);
BOOST_CHECK_CLOSE(pdf(boost::math::non_central_t_distribution<RealType>(126, 2), 0), static_cast<RealType>(5.388394890639957139696546086044839573749e-2L), tolerance);
} // template <class RealType>void test_spots(RealType)
template <class T>
@@ -422,8 +423,8 @@ void quantile_sanity_check(T& data, const char* type_name, const char* test)
try{
value_type m = mode(boost::math::non_central_t_distribution<value_type>(data[i][0], data[i][1]));
value_type p = pdf(boost::math::non_central_t_distribution<value_type>(data[i][0], data[i][1]), m);
BOOST_CHECK_EX(pdf(boost::math::non_central_t_distribution<value_type>(data[i][0], data[i][1]), m * (1 + sqrt(precision) * 50)) <= p, i);
BOOST_CHECK_EX(pdf(boost::math::non_central_t_distribution<value_type>(data[i][0], data[i][1]), m * (1 - sqrt(precision)) * 50) <= p, i);
BOOST_CHECK_EX(pdf(boost::math::non_central_t_distribution<value_type>(data[i][0], data[i][1]), m * (1 + sqrt(precision) * 100)) <= p, i);
BOOST_CHECK_EX(pdf(boost::math::non_central_t_distribution<value_type>(data[i][0], data[i][1]), m * (1 - sqrt(precision)) * 100) <= p, i);
}
catch(const boost::math::evaluation_error& ) {}
#if 0
@@ -467,7 +468,7 @@ void test_accuracy(T, const char* type_name)
{
#include "nct.ipp"
do_test_nc_t(nct, type_name, "Non Central T");
// quantile_sanity_check(nct, type_name, "Non Central T");
quantile_sanity_check(nct, type_name, "Non Central T");
}
int test_main(int, char* [])