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51 Commits

Author SHA1 Message Date
jzmaddock
4c2cdc2cf6 Regenerate docs. 2024-08-06 13:18:32 +01:00
jzmaddock
7fa77fcac6 Update revision history. 
Regenerate docs.
 2024-03-03 17:36:56 +00:00
Matt Borland
f7f96150df Update version history (#1053) 2023-11-18 15:28:38 +01:00
Matt Borland
2dd018b8c7 Revert "Update version history." 
This reverts commit d938d3e836.
 2023-11-18 08:30:17 +01:00
jzmaddock
d938d3e836 Update version history. 
[CI SKIP]
 2023-11-17 18:25:02 +00:00
jzmaddock
7203fa2def Fix library version number. 
Regenerate docs.
[CI SKIP]
 2023-02-23 18:15:50 +00:00
jzmaddock
b22105f141 Update version number in docs. 
[CI SKIP]
 2022-03-08 16:08:03 +00:00
jzmaddock
4cfcee9717 Doc update: 
correct hypergeometric equation (again).
Add section on standalone usage.
 2021-06-28 19:51:30 +01:00
jzmaddock
0edc9ab19b Add release notes, regenerate docs. 2021-02-26 18:38:42 +00:00
jzmaddock
64154c2d4b Update history, regenerate docs. 
Add some missing files.
[CI SKIP]
 2020-10-19 18:19:34 +01:00
Evan Miller
18ed616376 Kolmogorov-Smirnov distribution (#422) 
* Kolmogorov-Smirnov distribution #421

Add a new distribution, kolmogorov_smirnov_distribution, which takes a
parameter that represents the number of observations used in a
Kolmogorov-Smirnov test. (The K-S test is a popular test for comparing
two CDFs, but the test statistic is not implemented here.)

This implementation includes Kolmogorov's original 1st order Taylor
expansion. There is a literature on the distribution's other
mathematical properties (higher order terms and exact version); this
literature is summarized in the main header file for anyone who may
want to expand the implementation later.

The CDF is implemented using a Jacobi theta function, and the PDF is a
hand-rolled derivative of that function. Quantiles plug the CDF and PDF
into a Newton-Raphson iteration. The mean and variance have nice
closed-form expressions, and the mode uses a dumb run-time maximizer.

This commit includes graphs, a ULP plotter for the PDF, and the usual
compilation and numerical tests. The test file is on the small side, but
it integrates the distribution from zero to infinity, and covers the
quantiles pretty well. As of now the numerical tests only verify
self-consistency (e.g. distribution moments and CDF-quantile relations),
so there's room to add some external checks.

* Implement skewness for K-S distribution [CI SKIP]

The third moment integrates nicely with the help of Apery's constant
(zeta_three). Verify the result via quadrature.

* Implement kurtosis for the K-S distribution

Verify the result via quadrature.
 2020-09-04 08:48:51 -04:00
jzmaddock
9af885b5fb Update history, regenerate docs. 
[CI SKIP]
 2020-03-24 13:06:05 +00:00
pabristow
5aacc3e167 Add missing file big_seventh.cpp 2019-11-12 09:34:48 +00:00
jzmaddock
d87a27ae66 Update version number in docs. 
[CI SKIP]
 2019-10-26 11:03:35 +01:00
jzmaddock
3934e61d7c Update history and regenerate docs. 
Tweak some hypergeometric html file names for consistency.
[CI SKIP]
 2019-10-20 20:08:19 +01:00
pabristow
df5a6f5ac6 Many edits to provide equation indents, dozens of typos, and misc amendments, mainly cosmetic, and new index entries for better indexes 2019-08-06 15:33:22 +01:00
Nick
a7f4e62d1f Rebuild docs [CI SKIP] 2019-07-08 07:04:36 -04:00
pabristow
8585a32b36 [CI SKIP] fixed unexpected char 2 in output examples (was interpreteting slash in pi/(2e) as a Quickbook control char) by making it a verbatim block with ``s 2019-07-05 10:01:39 +01:00
Nick Thompson
5650fef94e Rebuild docs. [CI SKIP] 2019-06-30 10:11:22 -04:00
pabristow
02ff33c49a Several broken/missing links corrected, and lambert_w_errors_graph.cpp added. Passes local inspect.exe except on link to Boost.Test floating point that may work when built in situ. [CI SKIP] for now. 2019-05-30 16:55:15 +01:00
jzmaddock
004c0b0595 Docs: Update history and version number, regen docs. 
[CI SKIP]
 2019-03-04 19:17:21 +00:00
jzmaddock
3d5c252c89 Documentation update 
[CI SKIP]
 2018-11-22 18:15:44 +00:00
jzmaddock
5f8547acbf Fix doc typo. 
Rebuild docs.
Fixes https://github.com/boostorg/math/issues/143.
[CI SKIP]
 2018-08-19 09:26:05 +01:00
jzmaddock
bf57b10feb Documentation update [CI SKIP] 2018-05-27 17:38:50 +01:00
jzmaddock
092d4580fd Update and regenerate docs. 2017-06-27 18:35:30 +01:00
jzmaddock
b0b0810701 Update history and regenerate docs for 1.64. 2017-02-25 18:48:39 +00:00
jzmaddock
d41bccefd0 Update documentation history. 2016-11-03 19:25:02 +00:00
jzmaddock
475fd215f0 Update history. 2016-06-10 18:08:01 +01:00
pabristow
7a7d3321fe Moved polystuff to tools, added JWM as author and numerous minor edits 2015-12-14 16:13:05 +00:00
jzmaddock
3287c922ea Fix some corner cases in the beta functions. 
Add better tests for the incomplete beta derivative.
Update docs to match.
 2015-09-11 12:02:04 +01:00
jzmaddock
5d0606445d Update history and regenerate docs. 2015-09-07 18:35:47 +01:00
pabristow
3928cf1bb9 git rm --cached -- /html/*.html to get out git of all generated files except math.css 2015-03-12 14:42:54 +00:00
pabristow
5638fe9be2 Re-structured to separate into tools (rooting and minimization) and internals, and links revised to suit. 2015-03-05 15:25:19 +00:00
jzmaddock
e5a25df9a2 Make a few edits and reorganize root finding docs. 2014-12-15 18:30:39 +00:00
pabristow
c74c67be42 Rebuilt html docs to include arcsine distribution (and existing polygamma etc). 2014-12-09 11:49:05 +00:00
pabristow
716e7eff75 First draft of working docs. Need more tests. 2014-10-20 14:36:03 +01:00
jzmaddock
41a20980fa Update docs. 2014-08-26 19:04:18 +01:00
jzmaddock
a67f4d16cb Regenerated docs. 2014-03-19 13:46:54 +00:00
jzmaddock
bb8b26e91b Update history, add Anton to the author list (and put the author list back into alphabetical by surname order), regenerate docs. 2014-01-23 17:38:48 +00:00
jzmaddock
ee56e2c03d Fix Student's t example in code and docs. 
Update history: we've added new features so go up a version number.
Regenerate docs.
 2014-01-17 18:48:20 +00:00
jzmaddock
f73aa5baa8 Cascade modified stylesheet and change it's name so it doesn't get overwritten again! 2014-01-14 19:10:55 +00:00
jzmaddock
f9e211eca5 Add generated docs. 2014-01-12 18:24:22 +00:00
jzmaddock
b2d6215e75 Remove html in preparation for regeneration of new docs. 2014-01-12 18:14:38 +00:00
jzmaddock
756e22033a Update history and regenerate docs. 2013-12-23 10:03:14 +00:00
John Maddock
c6720a599f Regenerate docs with updated stylesheet. 
[SVN r84327]
 2013-05-17 16:53:50 +00:00
Paul A. Bristow
c5e6fca42b Final commit of all my changes. 
[SVN r84326]
 2013-05-17 11:13:14 +00:00
John Maddock
e7384331ae Merge changes from sandbox to documentation. 
Puts all Math docs in one big whole with separate chapters for each part.

[SVN r84294]
 2013-05-16 09:04:28 +00:00
John Maddock
510e145450 Regenerate and re-add HTML docs. 
[SVN r84281]
 2013-05-14 12:39:44 +00:00
John Maddock
45001773e2 Fix duplicate ID's, remove HTML for now. 
[SVN r84280]
 2013-05-14 12:19:48 +00:00
John Maddock
f7f7209820 Tweak stylesheets. 
Fix a few typos and links.

[SVN r84205]
 2013-05-09 17:21:12 +00:00