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Commit Graph

2257 Commits

Author SHA1 Message Date
NAThompson
91eeb179b5 Add lognormal entropy [CI SKIP] 2019-12-23 14:18:47 -05:00
NAThompson
20f553d37c Document entropy. Add entropy of gamma distribution. [CI SKIP] 2019-12-23 13:59:49 -05:00
NAThompson
1e9c819300 More entropy for continuous distributions [CI SKIP] 2019-12-23 12:43:44 -05:00
NAThompson
64eea0438e Entropy for a couple more distributions. [CI SKIP] 2019-12-23 11:39:59 -05:00
NAThompson
d741d995dc Entropy of distributions. 2019-12-23 10:45:02 -05:00
NAThompson
3b0bf08bba Fix build error on MSVC by including <stdexcept> 2019-12-23 09:30:58 -05:00
Nick
764348adce Merge pull request #288 from MarcusKlik/cubic-spline-guard
Fix typo in cardinal cubic spline header guard
2019-12-21 14:30:56 -05:00
Nick
b2c91aa2b7 Merge pull request #280 from boostorg/i278
Fixes #278 non BOOST-prefixed macros
2019-12-21 14:29:31 -05:00
markklik
5393a606f3 Fix typo in cardinal cubic spline header guard 2019-12-20 17:19:40 +01:00
Rosen Penev
5f19fd7dc6 roots: Fix fma_workaround
fma takes three parameters, not one.

Signed-off-by: Rosen Penev <rosenp@gmail.com>
2019-12-19 18:03:11 -08:00
Christopher Kormanyos
21582b4310 Fixes #278 non BOOST-prefixed macros 2019-12-16 22:47:44 +01:00
Brian Wignall
54770599d5 Fix more typos 2019-12-16 13:35:48 -05:00
NAThompson
8c9fc93094 Fix ADL for sqrt in univariate_statistics.hpp. 2019-12-12 10:59:49 -05:00
Brian Wignall
ccff3fd1b3 Fix typos 2019-12-01 08:06:17 -05:00
Nick
f91d85b38c Merge pull request #265 from boostorg/least_squares
Linear regression
2019-10-27 12:30:21 -04:00
NAThompson
869949a657 Cut down on the warnings that I've introduced slowly over time 2019-10-25 08:49:36 -04:00
NAThompson
c94557d1f5 Documentation and R^2. 2019-10-20 14:32:30 -04:00
jzmaddock
8fd14f53a3 Fix error handling for evaluation of gamma at zero in undefined_lanczos case. 2019-10-20 15:11:48 +01:00
Nick Thompson
293eab2b0c Linear regression [CI SKIP] 2019-10-20 10:01:26 -04:00
jzmaddock
b6895a63cb Merge pull request #256 from boostorg/extend_sterling
Apply Sterling's approximation to more gamma functions to improve mul…
2019-10-20 11:40:17 +01:00
jzmaddock
75f77481a0 Update Lanczos generator program.
Add lanczos approximations for multiprecision types up to 100 digit precision.
Add tests for new approximations.
2019-10-18 17:58:31 +01:00
jzmaddock
c52983cef0 Fix constructibility test in big_constant.hpp. 2019-10-18 17:55:24 +01:00
Nick
f3a0c0658f Merge pull request #260 from boostorg/runs_test
Runs test [CI SKIP]
2019-10-15 08:39:26 -04:00
Nick
fe25853c27 Actually fix warning [CI SKIP] 2019-10-14 08:52:27 -04:00
Nick Thompson
b8044215e0 Merge branch 'develop' into runs_test [CI SKIP] 2019-10-13 21:19:57 -04:00
Nick Thompson
ca233a7ea0 Runs test [CI SKIP] 2019-10-13 21:17:14 -04:00
Nick
1162352a0c Merge pull request #259 from boostorg/ljung_box
Ljung-Box test
2019-10-13 20:34:35 -04:00
Nick Thompson
c437f61911 Merge branch 'develop' into runs_test [CI SKIP] 2019-10-13 19:47:47 -04:00
Nick Thompson
21919de14c Runs test: Performance improvements [CI SKIP] 2019-10-13 19:47:43 -04:00
Nick Thompson
5e15bc8def Remove unused typedef in vector barycentric [CI SKIP] 2019-10-13 16:20:30 -04:00
Nick
6018bf7e8d Runs test: Get p-value from distribution of statistic. [CI SKIP] 2019-10-13 13:17:17 -04:00
Nick Thompson
2adaa0334b Runs test [CI SKIP] 2019-10-13 10:02:02 -04:00
Nick
703d7f13be Ljung-Box: Change definition of test statistic to demonstrate mean-removal. 2019-10-11 11:25:38 -04:00
NAThompson
a2898a51b0 Ljung-Box: Demean the data [CI SKIP] 2019-10-11 08:51:25 -04:00
jzmaddock
238436ee07 Sterling: extend Sterling's approximation to the beta functions.
Adjust expected error rates accordingly.
Fixes https://github.com/boostorg/math/issues/247.
2019-10-11 11:12:02 +01:00
NAThompson
a417d206da Ljung-Box: Documentation [CI SKIP] 2019-10-10 15:34:36 -04:00
NAThompson
a10fca1fb2 Merge branch 'develop' into ljung_box [CI SKIP] 2019-10-10 08:16:06 -04:00
Nick
f01ed0b0d4 Ljung-Box test [CI SKIP] 2019-10-10 08:11:58 -04:00
NAThompson
ca559e76fb Anderson-Darling: Use statistics/univariate_statistics.hpp. Also fix log(0) bug by returning sensible infinity in this case. 2019-10-09 10:31:52 -04:00
NAThompson
4f166878f0 Performance numbers of t-test. [CI SKIP] 2019-10-09 08:03:42 -04:00
Nick
332b5b1679 One-sample t-test: Rearrangement of directory structure. 2019-10-06 14:59:28 -04:00
Nick
5c943bbfe0 Merge branch 'develop' into ttest [CI SKIP] 2019-10-06 11:24:51 -04:00
Nick
f9ee90a1f1 T-test: Begin to attempt to back out the p-value [CI SKIP] 2019-10-05 16:54:38 -04:00
Nick
9e1a5f273a One-sample t-test [CI SKIP] 2019-10-05 15:56:02 -04:00
jzmaddock
da68ee767b Big tidy up of gamma function sterling code.
adjust minimum argument for sterling to reduce error rates.
Adjust expected errors accordingly.
2019-10-05 20:46:14 +01:00
jzmaddock
147e9d13b6 regularised_gamma_prefix: no overflow possible for a,z < 1. 2019-10-02 19:47:58 +01:00
NAThompson
2b4070b501 Anderson-Darling: Add documentation and kick off build. 2019-09-28 17:20:06 -04:00
NAThompson
8b84a9806c Merge branch 'develop' into anderson_darling [CI SKIP] 2019-09-28 16:00:00 -04:00
NAThompson
49d723c3a8 Anderson-Darling: Performance improvements [CI SKIP] 2019-09-28 15:56:26 -04:00
NAThompson
2c1175fe25 Anderson-Darling: Paranoid commit so I can revert if my optimizations break everything. [CI SKIP] 2019-09-28 15:06:39 -04:00