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2240 Commits

Author SHA1 Message Date
NAThompson
baa161279c Cut down on the warnings that I've introduced slowly over time 2019-10-31 17:55:37 +00:00
jzmaddock
8fd14f53a3 Fix error handling for evaluation of gamma at zero in undefined_lanczos case. 2019-10-20 15:11:48 +01:00
jzmaddock
b6895a63cb
Merge pull request #256 from boostorg/extend_sterling 
Apply Sterling's approximation to more gamma functions to improve mul…
 2019-10-20 11:40:17 +01:00
jzmaddock
75f77481a0 Update Lanczos generator program. 
Add lanczos approximations for multiprecision types up to 100 digit precision.
Add tests for new approximations.
 2019-10-18 17:58:31 +01:00
jzmaddock
c52983cef0 Fix constructibility test in big_constant.hpp. 2019-10-18 17:55:24 +01:00
Nick
f3a0c0658f
Merge pull request #260 from boostorg/runs_test 
Runs test [CI SKIP]
 2019-10-15 08:39:26 -04:00
Nick
fe25853c27 Actually fix warning [CI SKIP] 2019-10-14 08:52:27 -04:00
Nick Thompson
b8044215e0 Merge branch 'develop' into runs_test [CI SKIP] 2019-10-13 21:19:57 -04:00
Nick Thompson
ca233a7ea0 Runs test [CI SKIP] 2019-10-13 21:17:14 -04:00
Nick
1162352a0c
Merge pull request #259 from boostorg/ljung_box 
Ljung-Box test
 2019-10-13 20:34:35 -04:00
Nick Thompson
c437f61911 Merge branch 'develop' into runs_test [CI SKIP] 2019-10-13 19:47:47 -04:00
Nick Thompson
21919de14c Runs test: Performance improvements [CI SKIP] 2019-10-13 19:47:43 -04:00
Nick Thompson
5e15bc8def Remove unused typedef in vector barycentric [CI SKIP] 2019-10-13 16:20:30 -04:00
Nick
6018bf7e8d Runs test: Get p-value from distribution of statistic. [CI SKIP] 2019-10-13 13:17:17 -04:00
Nick Thompson
2adaa0334b Runs test [CI SKIP] 2019-10-13 10:02:02 -04:00
Nick
703d7f13be Ljung-Box: Change definition of test statistic to demonstrate mean-removal. 2019-10-11 11:25:38 -04:00
NAThompson
a2898a51b0 Ljung-Box: Demean the data [CI SKIP] 2019-10-11 08:51:25 -04:00
jzmaddock
238436ee07 Sterling: extend Sterling's approximation to the beta functions. 
Adjust expected error rates accordingly.
Fixes https://github.com/boostorg/math/issues/247.
 2019-10-11 11:12:02 +01:00
NAThompson
a417d206da Ljung-Box: Documentation [CI SKIP] 2019-10-10 15:34:36 -04:00
NAThompson
a10fca1fb2 Merge branch 'develop' into ljung_box [CI SKIP] 2019-10-10 08:16:06 -04:00
Nick
f01ed0b0d4 Ljung-Box test [CI SKIP] 2019-10-10 08:11:58 -04:00
NAThompson
ca559e76fb Anderson-Darling: Use statistics/univariate_statistics.hpp. Also fix log(0) bug by returning sensible infinity in this case. 2019-10-09 10:31:52 -04:00
NAThompson
4f166878f0 Performance numbers of t-test. [CI SKIP] 2019-10-09 08:03:42 -04:00
Nick
332b5b1679 One-sample t-test: Rearrangement of directory structure. 2019-10-06 14:59:28 -04:00
Nick
5c943bbfe0 Merge branch 'develop' into ttest [CI SKIP] 2019-10-06 11:24:51 -04:00
Nick
f9ee90a1f1 T-test: Begin to attempt to back out the p-value [CI SKIP] 2019-10-05 16:54:38 -04:00
Nick
9e1a5f273a One-sample t-test [CI SKIP] 2019-10-05 15:56:02 -04:00
jzmaddock
da68ee767b Big tidy up of gamma function sterling code. 
adjust minimum argument for sterling to reduce error rates.
Adjust expected errors accordingly.
 2019-10-05 20:46:14 +01:00
jzmaddock
147e9d13b6 regularised_gamma_prefix: no overflow possible for a,z < 1. 2019-10-02 19:47:58 +01:00
NAThompson
2b4070b501 Anderson-Darling: Add documentation and kick off build. 2019-09-28 17:20:06 -04:00
NAThompson
8b84a9806c Merge branch 'develop' into anderson_darling [CI SKIP] 2019-09-28 16:00:00 -04:00
NAThompson
49d723c3a8 Anderson-Darling: Performance improvements [CI SKIP] 2019-09-28 15:56:26 -04:00
NAThompson
2c1175fe25 Anderson-Darling: Paranoid commit so I can revert if my optimizations break everything. [CI SKIP] 2019-09-28 15:06:39 -04:00
NAThompson
c6858bd615 Anderson-Darling test: Compare to mathematica. [CI SKIP] 2019-09-28 14:52:02 -04:00
jzmaddock
fafd84d9d7 Apply Sterling's approximation to more gamma functions to improve multiprecision performance. 
See https://github.com/boostorg/math/issues/247.
 2019-09-28 16:45:34 +01:00
NAThompson
c76c2af1ce Empirical cumulative distribution function: Add bool flag for sorted. 2019-09-25 13:05:58 -04:00
NAThompson
2cf42fbf20 Anderson-Darling. Still a mess [CI SKIP] 2019-09-25 09:18:01 -04:00
Nick
ee555a0738 Empirical Cumulative Distribution function 2019-09-24 11:00:07 -04:00
Nick
72a66b109a Support integer distributions. 2019-09-24 10:11:58 -04:00
Nick
3a349bf2da Empirical cumulative distribution function. 2019-09-24 09:44:16 -04:00
jzmaddock
b9555d032d Merge branch 'develop' of https://github.com/boostorg/math into develop 2019-09-21 18:02:39 +01:00
jzmaddock
ad6aeb20a6 Skew normal: fix up moments to avoid accidental division by zero. 
Would otherwise occur when the shape is zero.
Fixes: https://github.com/boostorg/math/issues/254.
 2019-09-21 18:02:18 +01:00
jzmaddock
8e5f9b177c
Merge branch 'develop' into issue_161 2019-09-15 18:28:54 +01:00
jzmaddock
1b8a06f3ec roots.hpp: Update to newton_raphson_iterate and halley_iterate to catch cases where there is no root, or we are trapped in a local minima. 
Also suppress some warnings in polynomial.hpp and update tests.
Fixes: https://github.com/boostorg/math/issues/161.
 2019-09-15 14:39:50 +01:00
jzmaddock
3ce2b6b705
Merge pull request #251 from boostorg/no_multiprecision_depend 
No multiprecision depend
 2019-09-14 17:03:22 +01:00
jzmaddock
8971f0740a Cast results of frexp to void so we don't get warnings from msvc. 
See: https://github.com/boostorg/math/issues/252.
 2019-09-13 13:36:46 +01:00
jzmaddock
417d10c7e4 Add some more constants that are present in POSIX but absent from Boost.Math. 2019-09-13 13:35:33 +01:00
jzmaddock
97ff1ef8a0 Add constant log2_e. 2019-09-12 13:33:13 +01:00
jzmaddock
0f7b469ccb roots.hpp: rework quadratic_roots so that integer types are promoted to double. 
Add workaround for platforms with no std::fma.
Fixes https://github.com/boostorg/math/pull/249.
 2019-09-12 09:01:29 +01:00
jzmaddock
d77474460a Remove dependencies on multiprecision. 2019-09-10 18:21:32 +01:00