id	summary	reporter	owner	description	type	status	milestone	component	version	severity	resolution	keywords	cc
11557	cdf error with non-central chi-squared with ncp = 0	Mark Abney <maabney@…>	John Maddock	"The complement of the cdf of the non-central chi-squared distribution with non-centrality parameter = 0 should return the same value as the standard (i.e. central) chi-squared distribution. For ncp very small, this happens, but when ncp = 0 it returns the negative of the (non-complement) cdf. Example code:

{{{
#include <iostream>
#include <boost/math/distributions.hpp>

using std::cout;
using std::cin;
using std::endl;

using boost::math::chi_squared;

int main(int argc, char *argv[])
{
    double df = 4, quantile = 12;
    cout << ""df = "" << df << endl;
    cout << ""quantile = "" << quantile << endl;

    chi_squared chi(df);
    cout << ""chi.df = "" << chi.degrees_of_freedom() << endl;
    cout << ""P(X <= "" << quantile << "") = "" << cdf(chi, quantile) << endl;
    cout << ""P(X > "" << quantile << "") = "" << cdf(complement(chi, quantile)) << endl;

    double ncp1 = 1e-300;
    double ncp2 = 0;

    boost::math::non_central_chi_squared nchi1(df, ncp1);
    boost::math::non_central_chi_squared nchi2(df, ncp2);
    cout << ""nchi1.df = "" << nchi1.degrees_of_freedom()
         << ""; nchi1.ncp = "" << nchi1.non_centrality() << endl;
    cout << ""P(X <= "" << quantile << "") = "" << cdf(nchi1, quantile) << endl;
    cout << ""P(X > "" << quantile << "") = "" << cdf(complement(nchi1, quantile)) << endl;
    cout << ""nchi2.df = "" << nchi2.degrees_of_freedom()
         << ""; nchi2.ncp = "" << nchi2.non_centrality() << endl;
    cout << ""P(X <= "" << quantile << "") = "" << cdf(nchi2, quantile) << endl;
    cout << ""P(X > "" << quantile << "") = "" << cdf(complement(nchi2, quantile)) << endl;
    
    return 0;
}

}}}

Note the output lines P(X > 12), which should all be equal. In the first two cases this is correct, but in the last one P(X > 12) = - P(X <= 12), which is necessarily wrong."	Bugs	closed	Boost 1.60.0	math	Boost 1.59.0	Problem	fixed