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Initial implementation of [skip ci]

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This commit is contained in:
Jacob Hass
2025-12-28 10:33:46 -08:00
parent f6be8e863a
commit 89f8dd36b0
1 changed files with 47 additions and 0 deletions
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47
include/boost/math/distributions/non_central_f.hpp
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@@ -404,7 +404,54 @@ namespace boost
Policy());
return (x / (1 - x)) * (c.dist.degrees_of_freedom2() / c.dist.degrees_of_freedom1());
} // quantile complement.
/* Need to rewrite this according to `find_non_centrality` in
non_central_chi_squared.hpp */
template <class RealType, class Policy>
struct non_centrality_finder
{
non_centrality_finder(const RealType x_, const RealType dfn_, const RealType dfd_, const RealType p_, bool c)
: x(x_), dfn(dfn_), dfd(dfd_), p(p_), comp(c) {}
RealType operator()(RealType nc) const
{
non_central_f_distribution<RealType, Policy> d(dfn, dfd, nc);
return comp ?
RealType(p - cdf(complement(d, x)))
: RealType(cdf(d, x) - p);
}
private:
RealType x, dfn, dfd, p;
bool comp;
};
template <class RealType, class Policy>
RealType find_non_centrality(const RealType dfn, const RealType dfd, const RealType p, const RealType x, const Policy& pol)
{
constexpr auto function = "non_central_f<%1%>::find_non_centrality";
if ( p =< 0 || p >= 1) {
return policies::raise_domain_error<RealType>(function, "Can't find non centrality parameter when the probability is <=0 or >=1, only possible answer is %1%", // LCOV_EXCL_LINE
RealType(boost::math::numeric_limits<RealType>::quiet_NaN()), Policy()); // LCOV_EXCL_LINE
}
RealType guess = RealType(10); // Starting guess.
RealType factor = 8; // 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>());
std::pair<RealType, RealType> result_bracket = tools::bracket_and_solve_root(
non_centrality_finder<RealType>(x, dfn, dfd, p), guess, factor,
false, tol, max_iter, pol);
if (max_iter >= policies::get_max_root_iterations<Policy>()) {
return policies::raise_evaluation_error<RealType>(function, "Unable to locate solution in a reasonable time:" // LCOV_EXCL_LINE
" or there is no answer to problem. Current best guess is %1%", result, Policy()); // LCOV_EXCL_LINE
}
RealType result = result_bracket.first + (result_bracket.second - result_bracket.first)/2;
return result;
}
} // namespace math
} // namespace boost