[Boost-bugs] [Boost C++ Libraries] #7259: Boost.Math non-central t distribution does not permit infinite degrees of freedom

Subject: [Boost-bugs] [Boost C++ Libraries] #7259: Boost.Math non-central t distribution does not permit infinite degrees of freedom
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2012-08-21 17:28:48

#7259: Boost.Math non-central t distribution does not permit infinite degrees of
freedom
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 Reporter:  pbristow                                  |       Owner:  pbristow    
     Type:  Feature Requests                          |      Status:  new         
Milestone:  To Be Determined                          |   Component:  math        
  Version:  Boost 1.52.0                              |    Severity:  Optimization
 Keywords:  math non-central students t distribution  |  
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 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.

-- 
Ticket URL: <https://svn.boost.org/trac/boost/ticket/7259>
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