Wrong output from boot::math, cdf(complement(laplace_distribuiton<>(...))

[Yan Zhou <zhouyan@…>]

To illustrate the bug, see the following code,

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

int main ()
{
    boost::math::laplace lap(1, 1);
    std::cout << boost::math::cdf(lap, 1) << std::endl;
    std::cout << boost::math::cdf(boost::math::complement(lap, 1)) << std::endl;

    return 0;
}

The output should be two numbers sum up to 1. Instead, it print

0.5 (this is correct) 0.0676676 (this is wrong)

I have double read the boost::math documents, to make sure that I didn't misused the library. Hopefully I am not making a stupid mistake here. Otherwise, the bug looks so stupid to me that I still don't believe this is a bug in boost::math, instead I did something wrong here.

[Yan Zhou <zhouyan@…>]

fix the bug

[John Maddock]

Ouch. Nasty bug.

Paul, did you work on this one? I can't remember now, except I don't think I've touched it...

[Paul A. Bristow]

OK, looks like a bug, and I think I wrote it, so will look at it soon.

[Paul A. Bristow]

Ok I did some work on this, but Thijs did most of it ;-)

Thanks for Yan Zhou for patch which looks good. Test adjusted (previous test was wrong too) and now passes cdf + complement == 1 for a range of scale, location, x and p, cdf and quantiles.

Both committed to trunk At revision: 75592