diff options
Diffstat (limited to 'boost/math/special_functions/detail/t_distribution_inv.hpp')
| -rw-r--r-- | boost/math/special_functions/detail/t_distribution_inv.hpp | 19 |
1 files changed, 12 insertions, 7 deletions
diff --git a/boost/math/special_functions/detail/t_distribution_inv.hpp b/boost/math/special_functions/detail/t_distribution_inv.hpp index 4e0d2d1b79..72f6f0c646 100644 --- a/boost/math/special_functions/detail/t_distribution_inv.hpp +++ b/boost/math/special_functions/detail/t_distribution_inv.hpp @@ -372,7 +372,13 @@ T inverse_students_t(T df, T u, T v, const Policy& pol, bool* pexact = 0) else { calculate_real: - if(df < 3) + if(df > 0x10000000) + { + result = -boost::math::erfc_inv(2 * u, pol) * constants::root_two<T>(); + if((pexact) && (df >= 1e20)) + *pexact = true; + } + else if(df < 3) { // // Use a roughly linear scheme to choose between Shaw's @@ -395,7 +401,7 @@ calculate_real: // where we use Shaw's tail series. // The crossover point is roughly exponential in -df: // - T crossover = ldexp(1.0f, iround(T(df / -0.654f), pol)); + T crossover = ldexp(1.0f, iround(T(df / -0.654f), typename policies::normalise<Policy, policies::rounding_error<policies::ignore_error> >::type())); if(u > crossover) { result = boost::math::detail::inverse_students_t_hill(df, u, pol); @@ -410,15 +416,14 @@ calculate_real: } template <class T, class Policy> -inline T find_ibeta_inv_from_t_dist(T a, T p, T q, T* py, const Policy& pol) +inline T find_ibeta_inv_from_t_dist(T a, T p, T /*q*/, T* py, const Policy& pol) { - T u = (p > q) ? T(0.5f - q) / T(2) : T(p / 2); - T v = 1 - u; // u < 0.5 so no cancellation error + T u = p / 2; + T v = 1 - u; T df = a * 2; T t = boost::math::detail::inverse_students_t(df, u, v, pol); - T x = df / (df + t * t); *py = t * t / (df + t * t); - return x; + return df / (df + t * t); } template <class T, class Policy> |