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Replace int with long long in nct pdf and cdf #955

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Feb 23, 2023
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Replace int with long long in nct pdf and cdf #955

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19 changes: 10 additions & 9 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 @@ -17,6 +17,7 @@
#include <boost/math/distributions/detail/generic_mode.hpp>
#include <boost/math/distributions/detail/common_error_handling.hpp> // error checks
#include <boost/math/special_functions/fpclassify.hpp> // isnan.
#include <boost/math/special_functions/trunc.hpp>
#include <boost/math/tools/roots.hpp> // for root finding.
#include <boost/math/tools/series.hpp>

Expand Down Expand Up @@ -48,7 +49,7 @@ namespace boost
// k to zero, when l2 is small, as forward iteration
// is unstable:
//
int k = itrunc(l2);
long long k = lltrunc(l2);
if(k == 0)
k = 1;
// Starting Poisson weight:
Expand All @@ -75,7 +76,7 @@ namespace boost
//
T last_term = 0;
std::uintmax_t count = k;
for(int i = k; i >= 0; --i)
for(auto i = k; i >= 0; --i)
{
T term = beta * pois;
sum += term;
Expand All @@ -94,7 +95,7 @@ namespace boost

last_term = term;
}
for(int i = k + 1; ; ++i)
for(auto i = k + 1; ; ++i)
{
poisf *= l2 / i;
xtermf *= (x * (a + b + i - 2)) / (a + i - 1);
Expand Down Expand Up @@ -131,7 +132,7 @@ namespace boost
// k is the starting point for iteration, and is the
// maximum of the poisson weighting term:
//
int k = itrunc(l2);
long long k = lltrunc(l2);
T pois;
if(k <= 30)
{
Expand Down Expand Up @@ -174,7 +175,7 @@ namespace boost
//
T last_term = 0;
std::uintmax_t count = 0;
for(int i = k + 1; ; ++i)
for(auto i = k + 1; ; ++i)
{
poisf *= l2 / i;
xtermf *= (x * (a + b + i - 2)) / (a + i - 1);
Expand All @@ -195,7 +196,7 @@ namespace boost
}
last_term = term;
}
for(int i = k; i >= 0; --i)
for(auto i = k; i >= 0; --i)
{
T term = beta * pois;
sum += term;
Expand Down Expand Up @@ -535,7 +536,7 @@ namespace boost
// k is the starting point for iteration, and is the
// maximum of the poisson weighting term:
//
int k = itrunc(l2);
long long k = lltrunc(l2);
// Starting Poisson weight:
T pois = gamma_p_derivative(T(k+1), l2, pol);
// Starting beta term:
Expand All @@ -550,7 +551,7 @@ namespace boost
// Stable backwards recursion first:
//
std::uintmax_t count = k;
for(int i = k; i >= 0; --i)
for(auto i = k; i >= 0; --i)
{
T term = beta * pois;
sum += term;
Expand All @@ -566,7 +567,7 @@ namespace boost
beta *= (a + i - 1) / (x * (a + i + b - 1));
}
}
for(int i = k + 1; ; ++i)
for(auto i = k + 1; ; ++i)
{
poisf *= l2 / i;
betaf *= x * (a + b + i - 1) / (a + i - 1);
Expand Down
19 changes: 10 additions & 9 deletions include/boost/math/distributions/non_central_t.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -15,6 +15,7 @@
#include <boost/math/distributions/normal.hpp> // for normal CDF and quantile
#include <boost/math/distributions/students_t.hpp>
#include <boost/math/distributions/detail/generic_quantile.hpp> // quantile
#include <boost/math/special_functions/trunc.hpp>

namespace boost
{
Expand Down Expand Up @@ -43,7 +44,7 @@ namespace boost
// cancellation errors later (test case is v = 1621286869049072.3
// delta = 0.16212868690490723, x = 0.86987415482475994).
//
int k = itrunc(d2);
long long k = lltrunc(d2);
T pois;
if(k == 0) k = 1;
// Starting Poisson weight:
Expand All @@ -69,7 +70,7 @@ namespace boost
//
std::uintmax_t count = 0;
T last_term = 0;
for(int i = k; i >= 0; --i)
for(auto i = k; i >= 0; --i)
{
T term = beta * pois;
sum += term;
Expand All @@ -83,7 +84,7 @@ namespace boost
++count;
}
last_term = 0;
for(int i = k + 1; ; ++i)
for(auto i = k + 1; ; ++i)
{
poisf *= d2 / (i + 0.5f);
xtermf *= (x * (v / 2 + i - 1)) / (i);
Expand Down Expand Up @@ -121,11 +122,11 @@ namespace boost
// (test case is v = 561908036470413.25, delta = 0.056190803647041321,
// x = 1.6155232703966216):
//
int k = itrunc(d2);
long long k = lltrunc(d2);
if(k == 0) k = 1;
// Starting Poisson weight:
T pois;
if((k < static_cast<int>(max_factorial<T>::value)) && (d2 < tools::log_max_value<T>()) && (log(d2) * k < tools::log_max_value<T>()))
if((k < static_cast<long long>(max_factorial<T>::value)) && (d2 < tools::log_max_value<T>()) && (log(d2) * k < tools::log_max_value<T>()))
{
//
// For small k we can optimise this calculation by using
Expand Down Expand Up @@ -171,7 +172,7 @@ namespace boost
//
std::uintmax_t count = 0;
T last_term = 0;
for(int i = k + 1, j = k; ; ++i, --j)
for(auto i = k + 1, j = k; ; ++i, --j)
{
poisf *= d2 / (i + 0.5f);
xtermf *= (x * (v / 2 + i - 1)) / (i);
Expand Down Expand Up @@ -387,7 +388,7 @@ namespace boost
// k is the starting point for iteration, and is the
// maximum of the poisson weighting term:
//
int k = itrunc(d2);
long long k = lltrunc(d2);
T pois, xterm;
if(k == 0)
k = 1;
Expand All @@ -409,7 +410,7 @@ namespace boost
// direction for recursion:
//
std::uintmax_t count = 0;
for(int i = k; i >= 0; --i)
for(auto i = k; i >= 0; --i)
{
T term = xterm * pois;
sum += term;
Expand All @@ -425,7 +426,7 @@ namespace boost
"Series did not converge, closest value was %1%", sum, pol);
}
}
for(int i = k + 1; ; ++i)
for(auto i = k + 1; ; ++i)
{
poisf *= d2 / (i + 0.5f);
xtermf *= (x * (n / 2 + i)) / (i);
Expand Down
1 change: 1 addition & 0 deletions test/Jamfile.v2
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Expand Up @@ -899,6 +899,7 @@ test-suite distribution_tests :
[ run scipy_issue_17146.cpp ../../test/build//boost_unit_test_framework ]
[ run scipy_issue_17388.cpp ../../test/build//boost_unit_test_framework ]
[ run scipy_issue_17916.cpp ../../test/build//boost_unit_test_framework ]
[ run scipy_issue_17916_nct.cpp ../../test/build//boost_unit_test_framework ]
;

test-suite mp :
Expand Down
31 changes: 31 additions & 0 deletions test/scipy_issue_17916_nct.cpp
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@@ -0,0 +1,31 @@
// Copyright Matt Borland, 2023
// 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)
//
// See: https://github.com/scipy/scipy/issues/17916#issuecomment-1437826800

#include <boost/math/distributions/non_central_t.hpp>
#include "math_unit_test.hpp"

int main(void)
{
auto dist = boost::math::non_central_t(2.0, 482023264.0);
double test_pdf;
double test_cdf;

try
{
test_pdf = boost::math::pdf(dist, 2.0);
test_cdf = boost::math::cdf(dist, 2.0);
}
catch (...)
{
return 1;
}

CHECK_ULP_CLOSE(test_pdf, 0.0, 1);
CHECK_ULP_CLOSE(test_cdf, 0.0, 1);

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