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Commit Graph

168 Commits

Author SHA1 Message Date
John Maddock
00a347bee0 Removed remaining old style distribution code (we can get it back from cvs if necessary).
Updated error handling.
Added better chi-squared tests.


[SVN r3165]
2006-08-29 16:41:07 +00:00
John Maddock
9a3ade1320 Refactored error handling a little more.
Added chi-squared distribution and tests.


[SVN r3164]
2006-08-28 12:52:08 +00:00
John Maddock
3f52d4029b Spellings !
[SVN r3163]
2006-08-27 09:32:00 +00:00
John Maddock
fa86c0c490 Updated docs.
Rewritten students-t parameter estimator.
Added binomial examples.


[SVN r3162]
2006-08-26 18:33:46 +00:00
John Maddock
9d7123eecf More or less completed normal/binomial/students-t distributions.
Updated docs and tests.


[SVN r3160]
2006-08-25 18:03:48 +00:00
John Maddock
99929b1023 Fixed binomial quantile, added complements, various subtle changes to corner cases, tidied up and removed dead code.
Fixed error messages in beta and gamma inverses.
Updated binomial test program, refacted cdf test cases to test cdf, quantile and complements in one hit.
Added accuracy tests for ibeta_inva and ibeta_invb.
Added more docs.


[SVN r3159]
2006-08-20 09:28:27 +00:00
John Maddock
0d03447123 Added overflow check.
[SVN r3157]
2006-08-18 09:39:30 +00:00
Paul A. Bristow
b95e6b469a 1st test pdf and cdf probably OK, but others not.
[SVN r3156]
2006-08-17 17:42:54 +00:00
Paul A. Bristow
a23806eb61 1st draft - pdf and cdf probably OK, but quantile etc are not.
[SVN r3155]
2006-08-17 17:40:55 +00:00
John Maddock
d40fa2fb99 Changed students-t quantile to be free from cancellation error.
Added ibeta_inv overloads that return both x and y.
Updated docs to match.


[SVN r3154]
2006-08-16 17:33:24 +00:00
John Maddock
a147f2aa58 Fixed typo in test result message.
Added ibeta inverse tests.


[SVN r3153]
2006-08-16 12:06:10 +00:00
John Maddock
ef43e16e47 Adjusted termination conditions to cope with very large first derivatives in some regions.
[SVN r3152]
2006-08-16 12:05:08 +00:00
John Maddock
f965af9da3 Updated incomplete beta code to calculate power terms in a more reliable way. Added explanatory comments describing what's going on.
[SVN r3151]
2006-08-16 11:40:38 +00:00
Paul A. Bristow
d66b96d4d6 Added #include <boost/cstdint.hpp> for uintmax_t
[SVN r3150]
2006-08-16 11:40:11 +00:00
John Maddock
2befb07120 Adjusted limits to avoid asserts.
[SVN r3149]
2006-08-16 11:39:11 +00:00
John Maddock
a7c3186b5a Added fix for cdf when degrees of freedom parameter is large.
[SVN r3148]
2006-08-16 11:38:07 +00:00
John Maddock
4ff84d85ab Added sample programs that generate test data for incomplete beta and gamma inverses.
Added asin to ntl.hpp: needed for incomplete beta inverse.
Fixed limits on table size in the incomplete beta.


[SVN r3146]
2006-08-14 17:29:59 +00:00
John Maddock
7e902a680e Added root-2 constant.
Fixed complement code so that constructors are used now.
Adjusted pre-formatted parts of tutorial.
Added normal distribution plus tests.


[SVN r3145]
2006-08-14 12:33:49 +00:00
Paul A. Bristow
24b13c2981 Comments & Quieted warnings and added test output
[SVN r3144]
2006-08-14 11:39:28 +00:00
Paul A. Bristow
463715c9e4 quieted warmings & added test output.
[SVN r3143]
2006-08-14 11:38:17 +00:00
Paul A. Bristow
eacc0ceb7c quieted warnings on unreachable code..
[SVN r3142]
2006-08-14 11:36:38 +00:00
Paul A. Bristow
c6e4a1aabc Quieted warning unreachable code.
[SVN r3141]
2006-08-14 11:35:20 +00:00
Paul A. Bristow
ee24bfd3ee comments and quieted of warnings unreachable code.
[SVN r3140]
2006-08-14 11:34:15 +00:00
John Maddock
4e98273785 Added upper cap on the number of iterations permitted in series evaluation.
Fixed beta function so it's better behaved with very large arguments.
Updated tests.


[SVN r3139]
2006-08-13 17:42:17 +00:00
Paul A. Bristow
8cc9b6d50d commented out distributions now obselete. Need to redo all these with the distribution classes.
[SVN r3138]
2006-08-13 11:39:58 +00:00
John Maddock
a436522863 Disable long double tests where not supported.
[SVN r3137]
2006-08-12 18:03:54 +00:00
John Maddock
9b1798b830 Updated and proof-read docs.
[SVN r3136]
2006-08-12 18:01:44 +00:00
John Maddock
3ce59eaed5 Fixed gcc errors (duplicate definitions of default parameters).
[SVN r3135]
2006-08-12 18:00:54 +00:00
Paul A. Bristow
ed7804629d Updated to use distributions & cosmetic, & removals of warnings at level 4.
[SVN r3134]
2006-08-12 16:09:46 +00:00
Paul A. Bristow
9ec09012c3 Added disable warnings for MSVC and output.
[SVN r3133]
2006-08-12 15:50:29 +00:00
Paul A. Bristow
dab4cd3c29 attempted add a test for t = 0 and varying degrees of freedom - fails for big df >= 1e16.
[SVN r3132]
2006-08-12 13:29:38 +00:00
Paul A. Bristow
fec4b853a1 *** empty log message ***
[SVN r3131]
2006-08-12 13:28:12 +00:00
Paul A. Bristow
50ad897d31 Removed - to be replaced by version in \distributions
[SVN r3130]
2006-08-12 11:13:59 +00:00
Paul A. Bristow
d34cdb4311 Replaced by version in \distributions.
[SVN r3129]
2006-08-12 11:11:08 +00:00
Paul A. Bristow
530d38dd15 quieted C4610 doesn't look helpful. Added copyright JM and a refercen.
Also removed a conversion warning with a static cast<RealType>, added output and commited.


[SVN r3128]
2006-08-12 11:06:32 +00:00
John Maddock
e70e08b902 Tidied up bbv2 setup.
Added images and stylesheets.


[SVN r3127]
2006-08-11 15:31:31 +00:00
John Maddock
38175c5aee Added Paul's name!!
[SVN r3126]
2006-08-11 12:37:48 +00:00
Paul A. Bristow
9895ce48e1 Use distributions instead of dist.
[SVN r3125]
2006-08-11 10:36:18 +00:00
Paul A. Bristow
59a3e0b48f Moved to distributions folder.
[SVN r3124]
2006-08-11 10:33:53 +00:00
John Maddock
c88d67eaaa Hopefully fixed graphics.
[SVN r3123]
2006-08-11 09:33:53 +00:00
John Maddock
fe21fb46b3 More tutorial code.
[SVN r3122]
2006-08-10 18:16:39 +00:00
John Maddock
5c645698c3 Added new style Student's t code and examples.
Added tutorial for the new stats code.


[SVN r3121]
2006-08-10 12:53:07 +00:00
John Maddock
2dcc9167e8 Updated inverse gamma tests.
Updated inverse gamma code to prevent premature termination of Halley Iteration.


[SVN r3120]
2006-08-10 09:27:19 +00:00
John Maddock
46d9b33645 Tightened up root finding tests.
Added docs for roots without derivatives.
Added derivatives of incomplete gamma and beta.


[SVN r3112]
2006-08-01 17:23:10 +00:00
John Maddock
cd90a9f0d4 Updated and documented the new root finding code.
[SVN r3111]
2006-07-31 18:05:41 +00:00
John Maddock
eca034bb42 Added tests for gamma_P_inva / gamma_Q_inva.
Added docs for new inverses of gamma and beta.


[SVN r3110]
2006-07-31 11:54:46 +00:00
John Maddock
5e67622a7d Fixed gamma_inva.
Added floor and ceil termination conditions to toms748_solve.
Added ibeta_inva and ibeta_invb.


[SVN r3109]
2006-07-27 15:45:17 +00:00
John Maddock
5e9f8e74cf Added new equations for docs.
[SVN r3108]
2006-07-26 13:08:02 +00:00
John Maddock
79a8199f9c Added new root finding algorithm toms748.
Tidied up inverse code and moved files to detail directory.
Updated docs and Jamfile.


[SVN r3107]
2006-07-26 13:06:56 +00:00
John Maddock
4ecb968fc7 Begun to refactor and tighten up the tests so that results are actually regression tested as well as printed to screen.
Added code for extracting the sign of a number.
Fixed a few bugs and tidied up the code a little in places.
Changed test_result to properly encapsulate it's contents.


[SVN r3106]
2006-07-25 09:17:33 +00:00