boost/math
2
0
Fork 0
mirror of https://github.com/boostorg/math.git synced 2026-01-22 05:22:15 +00:00
Code Issues Projects Releases Wiki Activity
6,115 Commits 37 Branches 125 Tags
issue754
Commit Graph

80 Commits

Author SHA1 Message Date
jzmaddock
4cfcee9717 Doc update: 
correct hypergeometric equation (again).
Add section on standalone usage.
 2021-06-28 19:51:30 +01:00
jzmaddock
d4de174bbb Prep for 1.77: 
Rework hypergeometric distro equations.
Fix up Fibonacci docs.
Fix Fibonacci constexpr and noexcept usage and add to testing.
Regenerate docs.
 2021-06-27 19:38:05 +01:00
pabristow
4382d2a7c6 More changes to hypergeometric distribution documentation. 2021-06-16 11:42:37 +01:00
Matt Borland
d59c734c5e Remove boost.assert 2021-03-14 12:22:26 +03:00
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
cb98c2959d Integrate linux performance results, 
Regenerate docs.
 2020-04-04 09:27:17 +01:00
jzmaddock
9af885b5fb Update history, regenerate docs. 
[CI SKIP]
 2020-03-24 13:06:05 +00:00
Brian Wignall
8b277e3ff3 Fix more typos 2019-12-26 09:18:02 -05:00
Brian Wignall
e3a45bd10b Fix typos, after fixing bug in typochecker 2019-12-25 22:42:26 -05:00
Brian Wignall
df17d11299 Fix more typos, via latest version of typochecker tool 2019-12-20 10:41:42 -05:00
pabristow
e504da1b44 [CI SKIP]Docs rebuilt with Brian Wignall's typos corrected. 2019-12-18 13:00:23 +00:00
Brian Wignall
54770599d5 Fix more typos 2019-12-16 13:35:48 -05:00
Brian Wignall
ccff3fd1b3 Fix typos 2019-12-01 08:06:17 -05:00
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
327c825dfa [CI SKIP] More cosmetic and link edits to get Inspect.exe passes except for links to [@boost: which shoudl work OK when built for the documentation. Ready to merge with develop, touch wood. 2019-08-12 17:53:50 +01:00
pabristow
d922852f3b [CI SKIP] Editorial/cosmetic changes complete, apart from getting up to date with develop and a last re-re-re-through! 2019-08-12 15:52:06 +01:00
pabristow
765b4e7148 [CI SKIP] Expressions and removal of many [space] after [greek] now wrong since Quickbook error has been fixed, but more remain and also emquad match instead of [: or [expression . Special functions done but distirbutions still to redo. 2019-08-12 14:06:25 +01:00
pabristow
6981dc12f9 [CI SKIP]Editorial work using changes in math.css, part one. 2019-08-09 13:22:33 +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
3fcc5fa245 Regenerate docs. 
[CI SKIP]
 2019-02-27 18:36:34 +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
66a7c1a1b9 Big documentation update with new error rate tests. 
[CI SKIP]
 2018-03-09 17:19:26 +00:00
jzmaddock
c79fa7e686 Fix documentation typos. 
Fixes #13355 and #13403.
 2018-03-02 18:08:34 +00:00
jzmaddock
197d3b9e70 naive_monte_carlo: Update docs. 
[CI SKIP]
 2018-02-16 18:32:47 +00:00
jzmaddock
8ca22fd8f1 Numerical differentiation: Update and regenerate docs. 2018-02-11 17:55:46 +00:00
jzmaddock
dd7234247c Math: Regenerate docs with re-worked TOC to better illuminate new features. 
[CI SKIP]
 2017-11-09 13:28:50 +00:00
pabristow
1d4bef637e Students t documentation update to support infinity. 2017-08-30 12:03:54 +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
cc2cd9063c Fix typo in arcsine distribution docs. 
Fixes: https://svn.boost.org/trac/boost/ticket/12407.
 2016-08-27 19:00:35 +01:00
inkstink
dd6ac8f9da typos 2016-08-19 20:47:49 -04:00
inkstink
950d3990e4 fixed typos 2016-08-19 20:33:24 -04:00
pabristow
7786c7d5a8 Added Thomas Luu references 2016-08-09 16:05:20 +01:00
jzmaddock
73b6c06819 Regenerate docs. 2016-07-27 17:54:11 +01:00
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
ee5dcd403a Update docs. 2015-12-11 17:59:28 +00:00
pabristow
57a71ba5f8 #11768: Skewness formula for triangular distribution corrected, tests added and docs updated. 2015-10-29 18:19:46 +00:00