boost/math
2
0
Fork 0
mirror of https://github.com/boostorg/math.git synced 2026-02-01 08:32:15 +00:00
Code Issues Projects Releases Wiki Activity
204 Commits 36 Branches 125 Tags
5fff71d70c3832398d3a14f2ecdecd0694943451
Commit Graph

125 Commits

Author SHA1 Message Date
John Maddock
5fff71d70c Fix to get new code compiling with Borland. 
[SVN r3212]
 2006-09-22 09:43:52 +00:00
John Maddock
306c96a5e1 Adjusted limits. 
[SVN r3211]
 2006-09-22 09:29:19 +00:00
John Maddock
5b9e2ec5a8 Added new (better) forms for evaluating polynomials. 
Added more Remez code, and appoximations for erf/erfc inverses.
Updated and refactored erf code to use new approximations.
Added more test cases.


[SVN r3210]
 2006-09-22 09:28:40 +00:00
John Maddock
379e6a5e07 Oops, fix bug. 
[SVN r3203]
 2006-09-16 18:29:39 +00:00
John Maddock
47690421b6 Added remez and minima tests. 
Added some mimimal fixes to get the code to compile with Borland-5.8.2, although frankly it's more trouble than it's worth.


[SVN r3200]
 2006-09-16 16:41:18 +00:00
John Maddock
6ee3cba62b Added Remez minimax code. 
[SVN r3197]
 2006-09-15 16:18:07 +00:00
John Maddock
6a9623c9b2 Added missing inline specifiers: we get duplicate symbol errors without them! 
[SVN r3195]
 2006-09-15 16:10:21 +00:00
John Maddock
e9b217437e Added rational approximations for lgamma and small arguments: greatly reduced errors near the roots of lgamma. 
[SVN r3194]
 2006-09-15 16:09:12 +00:00
John Maddock
6c3c521a3c More linux fixes: finally got AMD64 machines to behave correctly. 
[SVN r3186]
 2006-09-02 17:56:22 +00:00
John Maddock
84829f74e3 Numerous minor patches to get tests passing on Linux x86 (32-bit) and HP-UX / itanium. 
[SVN r3183]
 2006-09-02 15:05:43 +00:00
John Maddock
567dc1bd7d Updated error checks. 
Removed dead code from error-handling test.


[SVN r3176]
 2006-09-01 09:19:24 +00:00
Paul A. Bristow
aa5fca355c added newline at end of last line #endif // BOOST_MATH_DISTRIBUTIONS_CHI_SQUARED_HPP 
to avoid fatal compile error.

Noted failure to throw 12 expected exceptions - will investigate why.


[SVN r3175]
 2006-08-31 17:41:19 +00:00
Paul A. Bristow
5577b49a33 Spelling and a few comments & refs. 
[SVN r3174]
 2006-08-31 16:56:28 +00:00
John Maddock
dc70a06809 Added F distribution. 
[SVN r3173]
 2006-08-31 16:21:17 +00:00
Paul A. Bristow
3f5d624b05 Comment added about big df and df = +infinity needing normal distribution. 
[SVN r3171]
 2006-08-31 14:32:05 +00:00
John Maddock
a151830ed4 Fixed corner cases. 
Implemented parameter estimator.


[SVN r3167]
 2006-08-30 15:48:21 +00:00
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
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
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
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
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
3ce59eaed5 Fixed gcc errors (duplicate definitions of default parameters). 
[SVN r3135]
 2006-08-12 18:00:54 +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
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
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
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
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
John Maddock
94ebae476a Updated generic erf version so it doesn't call the incomplete gamma directly. 
Refactored the incomplete gamma, improved the changeover between P and Q, added two new finite-sum expansions for integer and half integer arguments.
Improved error handing in the inverse gamma.


[SVN r3099]
 2006-07-20 12:58:29 +00:00