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Added tests and changed namescapes

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This commit is contained in:
Jacob Hass
2025-12-30 20:13:40 -08:00
parent 89f8dd36b0
commit ed3289df1a
2 changed files with 72 additions and 48 deletions
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118
include/boost/math/distributions/non_central_f.hpp
View File

@@ -22,6 +22,56 @@ namespace boost
{
namespace math
{
namespace detail
{
/* Need to rewrite this according to `find_non_centrality` in
non_central_chi_squared.hpp */
template <class RealType, class Policy>
struct non_centrality_finder_f
{
non_centrality_finder_f(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>
inline RealType find_non_centrality_f(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 = 1; // 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(
detail::non_centrality_finder_f<RealType, Policy>(x, dfn, dfd, p, false), guess, factor,
false, tol, max_iter, pol);
RealType result = result_bracket.first + (result_bracket.second - result_bracket.first)/2;
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
}
return result;
}
} // namespace detail
template <class RealType = double, class Policy = policies::policy<> >
class non_central_f_distribution
{
@@ -58,6 +108,26 @@ namespace boost
{ // Private data getter function.
return ncp;
}
static RealType find_non_centrality(const RealType dfn, const RealType dfd, const RealType p, const RealType x)
{
constexpr auto function = "non_central_f_distribution<%1%>::find_non_centrality";
typedef typename policies::evaluation<RealType, Policy>::type eval_type;
typedef typename policies::normalise<
Policy,
policies::promote_float<false>,
policies::promote_double<false>,
policies::discrete_quantile<>,
policies::assert_undefined<> >::type forwarding_policy;
eval_type result = detail::find_non_centrality_f(
static_cast<eval_type>(dfn),
static_cast<eval_type>(dfd),
static_cast<eval_type>(p),
static_cast<eval_type>(x),
forwarding_policy());
return policies::checked_narrowing_cast<RealType, forwarding_policy>(
result,
function);
}
private:
// Data member, initialized by constructor.
RealType v1; // alpha.
@@ -404,54 +474,6 @@ 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

2
test/test_nc_f.cpp
View File

@@ -141,6 +141,8 @@ void test_spot(
quantile(dist, P), x, tol * 10);
BOOST_CHECK_CLOSE(
quantile(complement(dist, Q)), x, tol * 10);
BOOST_CHECK_CLOSE(
dist.find_non_centrality(a, b, P, x), ncp, tol * 10);
}
if(boost::math::tools::digits<RealType>() > 50)
{