[Boost-bugs] [Boost C++ Libraries] #13620: Issue with computing quantiles for skew-normal

Subject: [Boost-bugs] [Boost C++ Libraries] #13620: Issue with computing quantiles for skew-normal
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2018-06-27 19:07:34

#13620: Issue with computing quantiles for skew-normal
------------------------------------+---------------------
 Reporter:  Ben Bales <bbbales2@…>  |      Owner:  (none)
     Type:  Bugs                    |     Status:  new
Milestone:  To Be Determined        |  Component:  None
  Version:  Boost 1.66.0            |   Severity:  Problem
 Keywords:                          |
------------------------------------+---------------------
 The 0.075 skew-normal quantile breaks (returns an inf) with certain,
 seemingly reasonable parameters. Other surrounding values are okay. The
 complemented version works for some reason.

 Here's some test code
 {{{
 #include <iostream>
 #include <boost/math/distributions.hpp>

 int main()
 {
     boost::math::skew_normal_distribution<> dist(2.0, 1.0, -2.5);

     std::vector<double> qs = { 0.05, 0.075, 0.1 };
     for(auto q : qs) {
         std::cout << "q : " << q << std::endl;
         std::cout << "w/o complement: " << quantile(dist, q) << std::endl;
         std::cout << "w complement: " << quantile(complement(dist, 1 - q))
 << std::endl << std::endl;
     }
 }
 }}}

 Dunno how easy this is to fix. I can work around it where I'm using it,
 but it seems like something that could be fixed.

 Thanks!

-- 
Ticket URL: <https://svn.boost.org/trac10/ticket/13620>
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