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Commit Graph

981 Commits

Author SHA1 Message Date
John Maddock
d02ae84866 Added new pow function from Bruno Lalande.
Fixed a few bugs in the non-central distro's that could cause infinite looping.
Added non central distros to the performance test app.

[SVN r43800]
2008-03-23 10:32:21 +00:00
John Maddock
a0cee42445 Updated equations so that they are all 120dpi images.
Also tweaked a few for better readability.

[SVN r43589]
2008-03-13 12:30:20 +00:00
Paul A. Bristow
2261e271d2 Added more comment and correct spelling mistake.
[SVN r43588]
2008-03-13 10:56:48 +00:00
Paul A. Bristow
c91e03129a Corrected correction in uniform :-( = for ==, again.
[SVN r43587]
2008-03-13 10:55:35 +00:00
Paul A. Bristow
5d73fa8ef1 Changed logic of error as suggested by johneddy101@comcast.net similar to uniform
[SVN r43551]
2008-03-10 17:53:15 +00:00
Paul A. Bristow
4d4113ffc5 Added
Some analytic properties of noncentral distributions
(particularly unimodality, and monotonicity of their modes)
are surveyed and summarized by:

Andrea van Aubel & Wolfgang Gawronski, Applied Mathematics and Computation, 141 (2003) 3-12.



[SVN r43550]
2008-03-10 17:51:46 +00:00
Paul A. Bristow
f25f6a6d89 Changed logic of error as suggested by johneddy101@comcast.net
[SVN r43545]
2008-03-08 17:47:07 +00:00
John Maddock
c4eb8bfc55 Regenerated graphs: bar graphs now have a fill!
Added new tests for non-central distributions.
Added new tests for rounding/truncation functions and fixed the bugs exposed by them.
Deleted no-longer used graph and equation files.

[SVN r43529]
2008-03-06 16:32:02 +00:00
Paul A. Bristow
c393d7972f Got poisson distribution to fill right - but a histogram version would be better still. TODO!
[SVN r43517]
2008-03-05 16:46:09 +00:00
John Maddock
03927c6faf Removed graph files no longer in use.
[SVN r43492]
2008-03-04 16:40:38 +00:00
John Maddock
609ba84124 Shift more graphs to SVG.
[SVN r43491]
2008-03-04 13:22:57 +00:00
Paul A. Bristow
faddefbf30 Changed calls to area-fill to suit change to svg_plot but still not desired result.
[SVN r43490]
2008-03-04 12:19:20 +00:00
John Maddock
2396fa311c Fix mode of the weibull distribution.
Add distribution new graphs as PNG and SVG, and change quickbook to reference them.
Update dist graph generator.

[SVN r43430]
2008-02-28 19:12:00 +00:00
John Maddock
190c26240b Added non central distros to fwd.hpp.
Tightened up error handing in the NC beta and T.
Added NC T docs and equations.
Updated NC T tests.

[SVN r43401]
2008-02-23 09:52:40 +00:00
John Maddock
b652dc390c Fix bug that effects the behaviour when the result is negative.
[SVN r43400]
2008-02-23 09:46:43 +00:00
John Maddock
5e22dad52e Added non-central T to distributions.hpp.
Updated generic_mode to use additive stepping where appropriate.
Improved NC-Beta PDF calculation and termination conditions.
More or less got non-central T finished off: quantiles now work, PDF and mode almost correct.
Fixed typo in toms748_solve.hpp
Updated NC-T tests to include mode and quantile.

[SVN r43333]
2008-02-20 18:11:43 +00:00
John Maddock
3e6b00970c Added some fixes to check for iterations >= the limit rather than ==.
Added extra common error handler.
Factored out some generic quantile code.
Killed some warnings in NC Beta.
Added initial non central T.
Fixed a few doc typos.
Added initial NC T tests.


[SVN r43324]
2008-02-19 16:52:02 +00:00
Paul A. Bristow
ee4e77d39e Slight changes to number of points and line widths (now works)
[SVN r43315]
2008-02-19 09:44:11 +00:00
Paul A. Bristow
f3366e11f6 Added short comment about range of df for mode.
[SVN r43276]
2008-02-16 10:53:34 +00:00
Paul A. Bristow
6dd0f0d42c Corrected range to permit df == 2
and Added comment(-ed code) about mode with df < 2.

No reply to question about this on Wikipedia 16 Feb 08. 

[SVN r43275]
2008-02-16 10:36:02 +00:00
John Maddock
d77728bffb Ooops, fix comment.
[SVN r43223]
2008-02-11 17:30:28 +00:00
John Maddock
12df5b2419 Updated non central beta cdf to accept both x and 1-x on input: allows greater accuracy when using these routines in the non central F and T distributions.
Updated non central F to take advantage of this.
Added some non central distributions to the graph generator.

[SVN r43222]
2008-02-11 17:21:14 +00:00
Paul A. Bristow
4cad6767e6 Editorial work on non-central distribs
[SVN r43161]
2008-02-07 18:47:08 +00:00
Paul A. Bristow
0074799715 Added new links for noncentral
[SVN r43160]
2008-02-07 18:46:16 +00:00
John Maddock
ca25f35eef Added non-central F docs, plus updated nc beta docs.
[SVN r43124]
2008-02-06 12:46:52 +00:00
Paul A. Bristow
657df81a9d Added link to the source program (and comment on the [] used to make a Quickbook table.
[SVN r43115]
2008-02-05 17:49:18 +00:00
Paul A. Bristow
2b1b061420 Updated comments on relation to other extreme value distributions.
[SVN r43114]
2008-02-05 17:43:20 +00:00
John Maddock
8e6ce7d00c Made the non-central chi-squared PDF more robust.
Set generic mode calculation to throw if the original guess yields a zero PDF.
Updated tests to match.

[SVN r43098]
2008-02-04 18:57:37 +00:00
John Maddock
698f280920 Added non central F distribution.
Tidied up non-central beta and Chi squared distribution by factoring out common generic-mode code.
Updated RR bindings.

[SVN r43075]
2008-02-03 17:17:32 +00:00
John Maddock
d047251208 Added non central beta docs.
Added script to auto-generate images from the .mml files.
Updated nc-beta tests for correct error rates and hooks to test R library.

[SVN r43032]
2008-01-31 10:57:30 +00:00
John Maddock
38e3301e09 More or less finished off the non central beta.
[SVN r43020]
2008-01-30 12:42:26 +00:00
John Maddock
b45ba0d428 Added initial commit of non-central beta distribution: CDF and quantile work OK, but nothing else!
[SVN r42999]
2008-01-28 18:29:37 +00:00
John Maddock
04a99ac565 Optimise the sums when we're going to be subtracting the result from 1.
[SVN r42998]
2008-01-28 18:28:16 +00:00
John Maddock
b747333580 Updated concepts to reflect dependence on the rounding functions.
[SVN r42928]
2008-01-23 13:59:56 +00:00
John Maddock
50c6a15594 Adjusted error levels for non-central chi square for Minwg support.
Added rounding_error to docs.

[SVN r42925]
2008-01-23 13:14:22 +00:00
John Maddock
928b8d8a63 Added error handling to the rounding functions.
Added better error handling to the non-central chi squared, and updated the tests.

[SVN r42920]
2008-01-23 10:41:06 +00:00
John Maddock
86bd52e15e Added new graphs plus the code to generate them.
[SVN r42900]
2008-01-21 18:14:06 +00:00
John Maddock
5eed81e70b Initial commit of a program to plot PDF graphs.
[SVN r42891]
2008-01-21 11:27:56 +00:00
John Maddock
88fc5d269d Added non central chi squared equations.
[SVN r42864]
2008-01-19 14:15:57 +00:00
John Maddock
e97da19ed5 Added non central chi squared equations.
[SVN r42863]
2008-01-19 14:14:01 +00:00
John Maddock
19abc56c64 Added non central chi squared equations.
[SVN r42862]
2008-01-19 14:13:27 +00:00
John Maddock
917e764531 Cross link example and reference docs.
[SVN r42850]
2008-01-18 16:41:21 +00:00
John Maddock
c73de6a963 Finish off Noncentral Chi Squared docs: except for a graph.
Update tests to cope with other platforms.
Disabled a few tests that can never pass.
Added nccs to concept checks.
Added warning fixes and special case handling to implementation.

[SVN r42849]
2008-01-18 16:35:56 +00:00
John Maddock
8081dc49df Commit of more or less complete non-central chi-square distribution: docs still to come.
[SVN r42820]
2008-01-16 19:02:45 +00:00
John Maddock
4786b056bb Added non-central chi squared test data.
[SVN r42770]
2008-01-14 17:30:00 +00:00
John Maddock
7f28435331 Added initial rounding function docs.
[SVN r42769]
2008-01-14 17:28:52 +00:00
Andrew Sutton
ccb9b8c656 Added a modification to the extreme value distribution. This allows the specification
of a sign to determine the minimum or maximum case. Note that the original extreme value
distribution refers to the maximum case. This class will need some work. Discussion
leaned towards the use of an enumerated parameter rather than a real-typed sign
for the determination of min/max case.


[SVN r42762]
2008-01-14 13:54:49 +00:00
Andrew Sutton
8e24be2ffe Added stubs for new distributions. These are neither fully tested nor documented and,
in some cases, incomplete. However, migrating them into the sandbox will hopefully
help motivate their completion.


[SVN r42760]
2008-01-14 13:36:23 +00:00
John Maddock
fe3db87cc4 Change concepts classes so they can be used when there is no long double support.
Added first cut of the non-central chi squared distribution.
Removed almost all occurrences of real_cast: replaced with calls to the truncation/rounding functions instead.

[SVN r42744]
2008-01-14 09:27:44 +00:00
John Maddock
db2ffd21c2 Added trunc, round and fmod family of functions.
[SVN r42244]
2007-12-22 19:01:37 +00:00