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Use normal distribution for v > 1/eps

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[SVN r80156]
This commit is contained in:
Paul A. Bristow
2012-08-23 13:43:44 +00:00
parent e40e3a9435
commit c1b086325d
2 changed files with 14 additions and 19 deletions
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11
include/boost/math/distributions/non_central_t.hpp
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@@ -520,7 +520,16 @@ namespace boost
return delta;
}
BOOST_MATH_STD_USING
return delta * sqrt(v / 2) * tgamma_delta_ratio((v - 1) * 0.5f, T(0.5f), pol);
if (v > 1 / boost::math::tools::epsilon<T>() )
{
normal_distribution<T, Policy> n(delta, 1);
return boost::math::mean(n);
}
else
{
return delta * sqrt(v / 2) * tgamma_delta_ratio((v - 1) * 0.5f, T(0.5f), pol);
}
// Other moments use mean so using normal distribution is propagated.
}
template <class T, class Policy>

22
include/boost/math/distributions/students_t.hpp
View File

@@ -27,20 +27,6 @@
namespace boost{ namespace math{
template <class RealType, class Policy>
inline bool check_df(const char* function, RealType const& df, RealType* result, const Policy& pol)
{ // df > 0 or +infinity are allowed.
// if((df <= 0) || (boost::math::isnan)(df)) // but use signbit to ensure catch -inf and -NaN.
if(((boost::math::signbit)(df) != 0) || (boost::math::isnan)(df))
{ // is bad df <= 0 or NaN or -infinity.
*result = policies::raise_domain_error<RealType>(
function,
"Degrees of freedom argument is %1%, but must be > 0 !", df, pol);
return false;
}
return true;
} // check_df
template <class RealType = double, class Policy = policies::policy<> >
class students_t_distribution
{
@@ -51,7 +37,7 @@ public:
students_t_distribution(RealType df) : df_(df)
{ // Constructor.
RealType result;
check_df( // Checks that df > 0 or df == inf.
detail::check_df_gt0_to_inf( // Checks that df > 0 or df == inf.
"boost::math::students_t_distribution<%1%>::students_t_distribution", df_, &result, Policy());
} // students_t_distribution
@@ -102,7 +88,7 @@ inline RealType pdf(const students_t_distribution<RealType, Policy>& dist, const
"boost::math::pdf(const students_t_distribution<%1%>&, %1%)", x, &error_result, Policy()))
return error_result;
RealType df = dist.degrees_of_freedom();
if(false == check_df( // Check that df > 0 or == +infinity.
if(false == detail::check_df_gt0_to_inf( // Check that df > 0 or == +infinity.
"boost::math::pdf(const students_t_distribution<%1%>&, %1%)", df, &error_result, Policy()))
return error_result;
@@ -150,7 +136,7 @@ inline RealType cdf(const students_t_distribution<RealType, Policy>& dist, const
RealType df = dist.degrees_of_freedom();
// Error check:
if(false == check_df( // Check that df > 0 or == +infinity.
if(false == detail::check_df_gt0_to_inf( // Check that df > 0 or == +infinity.
"boost::math::cdf(const students_t_distribution<%1%>&, %1%)", df, &error_result, Policy()))
return error_result;
@@ -224,7 +210,7 @@ inline RealType quantile(const students_t_distribution<RealType, Policy>& dist,
RealType df = dist.degrees_of_freedom();
static const char* function = "boost::math::quantile(const students_t_distribution<%1%>&, %1%)";
RealType error_result;
if(false == (check_df( // Check that df > 0 or == +infinity.
if(false == (detail::check_df_gt0_to_inf( // Check that df > 0 or == +infinity.
function, df, &error_result, Policy())
&& detail::check_probability(function, probability, &error_result, Policy())))
return error_result;