Opened 10 years ago
Closed 10 years ago
#7259 closed Feature Requests (fixed)
Boost.Math non-central t distribution does not permit infinite degrees of freedom
| Reported by: | Paul A. Bristow | Owned by: | Paul A. Bristow |
|---|---|---|---|
| Milestone: | To Be Determined | Component: | math |
| Version: | Boost 1.52.0 | Severity: | Optimization |
| Keywords: | math non-central students t distribution | Cc: |
Description
st.Math non-central t distribution does not permit infinite degrees of freedom (unlike the Central Student's t).
Requested by Thomas Mang.
This has now been added, and in the process some improvement in the accuracy and speed at higher degrees of freedom (nu)and big non-centrality (delta) (by using the faster and more accurate Student's t distribution or Normal distribution where appropriate).
After discussion with Thomas Mang and John Maddock, by examination of a Cornish Fisher expansion, the cross-over point has been selected as
if( delta / (4 * nu)) < epsilon<FPT>)
use Students t.
Note:
See TracTickets
for help on using tickets.
