134 lines
4.7 KiB
Plaintext
134 lines
4.7 KiB
Plaintext
[section:issues Known Issues, and TODO List]
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Predominantly this is a TODO list, or a list of possible
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future enhancements. Items labled "High Priority" effect
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the proper functioning of the component, and should be fixed
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as soon as possible. Items labled "Medium Priority" are
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desirable enhancements, often pertaining to the performance
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of the component, but do not effect it's accuracy or functionality.
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Items labled "Low Priority" should probably be investigated at
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some point. Such classifications are obviously highly subjective.
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If you don't see a component listed here, then we don't have any known
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issues with it.
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[h4 tgamma]
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* Can the __lanczos be optimized any further? (low priority)
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[h4 Incomplete Beta]
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* Investigate Didonato and Morris' asymptotic expansion for large a and b
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(medium priority).
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[h4 Inverse Gamma]
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* Investigate whether we can skip iteration altogether if the first approximation
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is good enough (Medium Priority).
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[h4 Polynomials]
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* The Legendre and Laguerre Polynomials have surprisingly different error
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rates on different platforms, considering they are evaluated with only
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basic arithmetic operations. Maybe this is telling us something, or maybe not
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(Low Priority).
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[h4 Elliptic Integrals]
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* [para Carlson's algorithms (mainly R[sub J]) are somewhat prone to
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internal overflow/underflow when the arguments are very large or small.
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The homogeneity relations:]
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[para R[sub F](ka, kb, kc) = k[super -1/2] R[sub F](a, b, c)]
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[para and]
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[para R[sub J](ka, kb, kc, kr) = k[super -3/2] R[sub J](a, b, c, r)]
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[para could be used to sidestep trouble here: provided the problem domains
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can be accurately identified. (Medium Priority).]
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* There are a several other integrals: Bulirsch's ['el] functions that could
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be implemented using Carlson's integrals (Low Priority).
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* The integrals K(k) and E(k) could be implemented using rational
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approximations (both for efficiency and accuracy),
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assuming we can find them. (Medium Priority).
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[h4 Owen's T Function]
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There is a problem area at arbitrary precision when ['a] is very close to 1. However, note that
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the value for ['T(h, 1)] is well known and easy to compute, and if we replaced the
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['a[super k]] terms in series T1, T2 or T4 by ['(a[super k] - 1)] then we would have the
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difference between ['T(h, a)] and ['T(h, 1)]. Unfortunately this doesn't improve the
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convergence of those series in that area. It certainly looks as though a new series in terms
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of ['(1-a)[super k]] is both possible and desirable in this area, but it remains elusive at present.
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[h4 Statistical distributions]
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* Student's t Perhaps switch to normal distribution
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as a better approximation for very large degrees of freedom?
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[h4 Feature Requests]
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The following table lists distributions that are found in other packages
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but which are not yet present here, the more frequently the distribution
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is found, the higher the priority for implementing it:
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[table
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[[Distribution][R][Mathematica 6][NIST][Regress+][Matlab]]
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[/3 votes:]
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[[Geometric][X][X][-][-][X]]
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[/2 votes:]
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[[Multinomial][X][-][-][-][X]]
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[[Tukey Lambda][X][-][X][-][-]]
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[[Half Normal / Folded Normal][-][X][-][X][-]]
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[[Chi][-][X][-][X][-]]
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[[Gumbel][-][X][-][X][-]]
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[[Discrete Uniform][-][X][-][-][X]]
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[[Log Series][-][X][-][X][-]]
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[[Nakagami (generalised Chi)][-][-][-][X][X]]
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[/1 vote:]
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[[Log Logistic][-][-][-][-][X]]
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[[Tukey (Studentized range)][X][-][-][-][-]]
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[[Wilcoxon rank sum][X][-][-][-][-]]
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[[Wincoxon signed rank][X][-][-][-][-]]
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[[Non-central Beta][X][-][-][-][-]]
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[[Maxwell][-][X][-][-][-]]
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[[Beta-Binomial][-][X][-][-][-]]
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[[Beta-negative Binomial][-][X][-][-][-]]
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[[Zipf][-][X][-][-][-]]
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[[Birnbaum-Saunders / Fatigue Life][-][-][X][-][-]]
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[[Double Exponential][-][-][X][-][-]]
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[[Power Normal][-][-][X][-][-]]
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[[Power Lognormal][-][-][X][-][-]]
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[[Cosine][-][-][-][X][-]]
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[[Double Gamma][-][-][-][X][-]]
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[[Double Weibul][-][-][-][X][-]]
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[[Hyperbolic Secant][-][-][-][X][-]]
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[[Semicircular][-][-][-][X][-]]
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[[Bradford][-][-][-][X][-]]
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[[Birr / Fisk][-][-][-][X][-]]
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[[Reciprocal][-][-][-][X][-]]
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[/0 votes but useful anyway?]
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[[Kolmogorov Distribution][-][-][-][-][-]]
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]
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Also asked for more than once:
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* Add support for interpolated distributions, possibly combine with numeric
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integration and differentiation.
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* Add support for bivariate and multivariate distributions: most especially the normal.
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* Add support for the log of the cdf and pdf:
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this is mainly a performance optimisation since we can avoid
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some special function calls for some distributions
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by returning the log of the result.
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[endsect] [/section:issues Known Issues, and Todo List]
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[/
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Copyright 2006, 2010 John Maddock and Paul A. Bristow.
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Distributed under the Boost Software License, Version 1.0.
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(See accompanying file LICENSE_1_0.txt or copy at
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http://www.boost.org/LICENSE_1_0.txt).
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]
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