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Add logcdf to distributions #946

Merged
merged 19 commits into from
Apr 13, 2023
Merged

Add logcdf to distributions #946

merged 19 commits into from
Apr 13, 2023

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mborland
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@mborland mborland commented Feb 6, 2023

From #303 and complements #762.

@jzmaddock
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Just checking through to see which others could be usefully specialized,

exponential distribution would be log1p(- exp(-x * λ) )
Geometric: log1p(-pow(1-p, floor(x)))
Logistic: -log1p(exp(-(x-u)/s))
Pareto: log1p(-pow(beta/x, alpha))
Rayleigh: log1p(-exp(-x^2/2)*sigma^2)
Weibull: log1p(-exp(pow(-x/beta, alpha)))

I've just typed those straight in, they need careful checking! :)

@mborland mborland marked this pull request as ready for review February 12, 2023 16:17
@mborland
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@jzmaddock Now that this is green could you take another look through?

@jzmaddock
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Many thanks Matt - this all looks good to go to me - feel free to merge away.

@mborland
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@jzmaddock I added the complement logcdf to the extreme value distribution and the laplace distribution since I missed the latter as well. If you'd like to review those two I can merge once this finishes.

@mborland mborland mentioned this pull request Apr 13, 2023
@mborland mborland merged commit 93448ac into boostorg:develop Apr 13, 2023
@mborland mborland deleted the logcdf branch April 13, 2023 12:10
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2 participants