Re: [Boost-users] Statistical distributions in Boost.Math

Subject: Re: [Boost-users] Statistical distributions in Boost.Math
From: Paul A. Bristow (pbristow_at_[hidden])
Date: 2010-11-05 11:10:39

> -----Original Message-----
> From: boost-users-bounces_at_[hidden] [mailto:boost-users-
> bounces_at_[hidden]] On Behalf Of Neal Becker
> Sent: Friday, November 05, 2010 10:38 AM
> To: boost-users_at_[hidden]
> Subject: Re: [Boost-users] Statistical distributions in Boost.Math
> 
> Paul A. Bristow wrote:
> 
> > Recently I have been working on a few more Statistical Distributions
> > for Boost.Math.

> > If you have suggestions or requests, please tell me.

> I am needing cdf of doubly-noncentric F distribution, and having trouble
finding
> code (execpt in mathematica).  I have found a few papers, but haven't
found
> time to review them.

Hmm - looks non-trivial :-(

http://mathworld.wolfram.com/NoncentralF-Distribution.html gives the complex
details.

As I recall, hypergeometric functions caused so much numerical trouble that
they were withdrawn from TR1 (and not implemented in Boost.math)?  Or is
that something different?

A quick Google references some promising looking articles, but I don't have
access to most of them.
If you can provide them as pdf, I'll think about it more carefully.

Paul