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Fix for issue 845 #846

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merged 2 commits into from
Oct 17, 2022
Merged

Fix for issue 845 #846

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0a0c174
Fix for issue 845
mborland Oct 16, 2022
3e818ac
Spell my name correctly
mborland Oct 17, 2022
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13 changes: 11 additions & 2 deletions include/boost/math/distributions/non_central_beta.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -86,7 +86,12 @@ namespace boost
}
pois *= i / l2;
beta += xterm;
xterm *= (a + i - 1) / (x * (a + b + i - 2));

if (a + b + i != 2)
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Rather than putting an if inside the inner loop, it would be better to move calculation of xterm to the start of the loop: albeit it's inconvenient, and we have to be careful to get the algebra right ;)

Again this should wait till after the next release.

{
xterm *= (a + i - 1) / (x * (a + b + i - 2));
}

last_term = term;
}
for(int i = k + 1; ; ++i)
Expand Down Expand Up @@ -555,7 +560,11 @@ namespace boost
break;
}
pois *= i / l2;
beta *= (a + i - 1) / (x * (a + i + b - 1));

if (a + b + i != 1)
{
beta *= (a + i - 1) / (x * (a + i + b - 1));
}
}
for(int i = k + 1; ; ++i)
{
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1 change: 1 addition & 0 deletions test/Jamfile.v2
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Expand Up @@ -891,6 +891,7 @@ test-suite distribution_tests :

[ compile test_dist_deduction_guides.cpp : [ requires cpp_deduction_guides cpp_variadic_templates ] ]
[ run git_issue_800.cpp ../../test/build//boost_unit_test_framework ]
[ run git_issue_845.cpp ../../test/build//boost_unit_test_framework ]
;

test-suite mp :
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59 changes: 59 additions & 0 deletions test/git_issue_845.cpp
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@@ -0,0 +1,59 @@
// Copyright Matt Borland, 2022
// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0. (See accompanying file
// LICENSE or copy at http://www.boost.org/LICENSE_1_0.txt)

#include <cfenv>
#include <iostream>
#include <boost/math/distributions/non_central_f.hpp>
#include "math_unit_test.hpp"

#pragma STDC FENV_ACCESS ON

int main()
{
auto ncf1 = boost::math::non_central_f(2, 2, 2);
const auto cdf1 = boost::math::cdf(ncf1, 0.05);

// https://www.wolframalpha.com/input?i=N%5BCdf%28NonCentralFRatioDistribution%282%2C2%2C2%29%2C+0.05%29%2C+15%5D
CHECK_ULP_CLOSE(cdf1, 0.0183724431823392, 15);

if (std::fetestexcept(FE_INVALID) || std::fetestexcept(FE_DIVBYZERO))
{
return 1;
}

auto ncf2 = boost::math::non_central_f(1, 3, 2);
const auto cdf2 = boost::math::cdf(ncf2, 0.05);

// https://www.wolframalpha.com/input?i=N%5BCdf%28NonCentralFRatioDistribution%281%2C3%2C2%29%2C+0.05%29%2C+15%5D
CHECK_ULP_CLOSE(cdf2, 0.0611253404710995, 15);

if (std::fetestexcept(FE_INVALID) || std::fetestexcept(FE_DIVBYZERO))
{
return 2;
}

auto ncf3 = boost::math::non_central_f(1, 1, 2);
const auto cdf3 = boost::math::cdf(ncf3, 0.05);

// https://www.wolframalpha.com/input?i=N%5BCdf%28NonCentralFRatioDistribution%281%2C1%2C2%29%2C+0.05%29%2C+15%5D
CHECK_ULP_CLOSE(cdf3, 0.0531991288870987, 15);

if (std::fetestexcept(FE_INVALID) || std::fetestexcept(FE_DIVBYZERO))
{
return 3;
}

const auto pdf3 = boost::math::pdf(ncf3, 0.05);

// https://www.wolframalpha.com/input?i=N%5BPdf%28NonCentralFRatioDistribution%281%2C1%2C2%29%2C+0.05%29%2C+15%5D
CHECK_ULP_CLOSE(pdf3, 0.547785080683644, 15);

if (std::fetestexcept(FE_INVALID) || std::fetestexcept(FE_DIVBYZERO))
{
return 4;
}

return boost::math::test::report_errors();
}