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Update tolerance for zero non-centrality.

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Add sanity checks for non-centrality finder.
This commit is contained in:
jzmaddock
2026-02-01 17:47:53 +00:00
parent 1dacef3746
commit a011dc7c76
2 changed files with 26 additions and 1 deletions
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2
include/boost/math/distributions/non_central_f.hpp
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@@ -63,7 +63,7 @@ namespace boost
// 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>()) <= 3 * p_q_precision * p){
if (f(tools::min_value<RealType>()) <= 20 * p_q_precision * p){
return 0;
}

25
test/test_nc_f.cpp
View File

@@ -344,6 +344,31 @@ void test_spots(RealType, const char* name = nullptr)
// 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);
//
// Test non centrality finder over a grid of values:
//
RealType values[] = { 1.25, 3.5, 6.75, 8.25 };
for (RealType v1 : values)
{
for (RealType v2 : values)
{
for (RealType nc : values)
{
for (RealType x : values)
{
boost::math::non_central_f_distribution<RealType> ref(v1, v2, nc);
RealType P = cdf(ref, x);
RealType Q = cdf(complement(ref, x));
RealType nc1 = ref.find_non_centrality(x, v1, v2, P);
RealType nc2 = ref.find_non_centrality(boost::math::complement(x, v1, v2, Q));
BOOST_CHECK_CLOSE(nc1, nc, 2 * tolerance);
BOOST_CHECK_CLOSE(nc2, nc, tolerance);
}
}
}
}
} // template <class RealType>void test_spots(RealType)
BOOST_AUTO_TEST_CASE( test_main )