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9e6f2b1b40
Lot's more tests, especially in the tails. Added Hypergeometric and Integration methods as fallbacks.
93 lines
2.7 KiB
C++
93 lines
2.7 KiB
C++
// (C) Copyright John Maddock 2024.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#define BOOST_MATH_MAX_SERIES_ITERATION_POLICY 10000000
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#define BOOST_MATH_USE_MPFR
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#include "mp_t.hpp"
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#include <boost/math/special_functions/hypergeometric_1F1.hpp>
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#include <boost/math/distributions/non_central_t.hpp>
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#include <boost/lexical_cast.hpp>
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#include <fstream>
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#include <map>
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#include <boost/math/tools/test_data.hpp>
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#include <boost/random.hpp>
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using namespace boost::math::tools;
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using namespace boost::math;
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using namespace std;
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struct nc_t_pdf_gen
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{
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mp_t operator()(mp_t v, mp_t mu, mp_t x)
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{
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//
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// Arbitrary smallest value we accept, below this, we will likely underflow to zero
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// when computing at double precision:
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//
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static const mp_t minimum = 1e-270;
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mp_t Av = boost::math::hypergeometric_1F1((v + 1) / 2, boost::math::constants::half<mp_t>(), mu * mu * x * x / (2 * (x * x + v)));
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mp_t Bv = boost::math::hypergeometric_1F1(v / 2 + mp_t(1), mp_t(3) / 2, mu * mu * x * x / (2 * (x * x + v)));
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Bv *= boost::math::tgamma_ratio(v / 2 + mp_t(1), (v + mp_t(1)) / 2);
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Bv *= boost::math::constants::root_two<mp_t>() * mu * x / sqrt(x * x + v);
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Av += Bv;
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Av *= exp(-mu * mu / 2) * pow(1 + x * x / v, -(v + 1) / 2) * boost::math::tgamma_ratio((v + mp_t(1)) / 2, v / 2);
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Av /= sqrt(v) * boost::math::constants::root_pi<mp_t>();
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if (Av < minimum)
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throw std::domain_error("Result too small!");
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return Av;
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}
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};
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int main(int, char* [])
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{
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parameter_info<mp_t> arg1, arg2, arg3;
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test_data<mp_t> data;
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std::cout << "Welcome.\n"
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"This program will generate spot tests for the non central t PDF:\n";
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std::string line;
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bool cont;
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random_ns::mt19937 rnd;
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random_ns::uniform_real_distribution<float> ur_a(0, 20);
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do
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{
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if (0 == get_user_parameter_info(arg1, "v"))
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return 1;
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if (0 == get_user_parameter_info(arg2, "nc"))
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return 1;
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arg3 = make_periodic_param(mp_t(-20), mp_t(200), 170);
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data.insert(nc_t_pdf_gen(), arg1, arg2, arg3);
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std::cout << "Any more data [y/n]?";
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std::getline(std::cin, line);
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boost::algorithm::trim(line);
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cont = (line == "y");
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} while (cont);
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std::cout << "Enter name of test data file [default=nc_t_pdf_data.ipp]";
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std::getline(std::cin, line);
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boost::algorithm::trim(line);
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if (line == "")
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line = "nc_t_pdf_data.ipp";
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std::ofstream ofs(line.c_str());
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ofs << std::scientific << std::setprecision(40);
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write_code(ofs, data, line.c_str());
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return 0;
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}
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