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
------------------------------------------------------+---------------------
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 |
------------------------------------------------------+---------------------
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> Boost C++ Libraries <http://www.boost.org/> Boost provides free peer-reviewed portable C++ source libraries.
This archive was generated by hypermail 2.1.7 : 2017-02-16 18:50:10 UTC