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

Subject: Re: [Boost-users] Statistical distributions in Boost.Math
From: Neal Becker (ndbecker2_at_[hidden])
Date: 2010-11-05 14:05:23

Paul A. Bristow wrote:

> 
> 
>> -----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 they were withdrawn from TR1 (and not implemented in Boost.math)?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
I've found some references, but I'm no mathematician.
The one I've toyed with, because it was easy to understand, is:
http://www.ifpress.com/pdfs/comm22-897.pdf
This is a numerical integration.

This sounds interesting, but I haven't looked at it yet:
http://onlinelibrary.wiley.com/doi/10.1111/j.1467-842X.1965.tb00036.x/abstract

Some others: 
http://onlinelibrary.wiley.com/doi/10.1111/j.1467-842X.1969.tb00102.x/abstract

http://fmwww.bc.edu/cef99/papers/Paolella.pdf