UpsilonNumworks/Upsilon
1
0
Fork 0
mirror of https://github.com/UpsilonNumworks/Upsilon.git synced 2026-01-18 16:27:34 +01:00
Code Issues Packages Projects Releases Wiki Activity

[apps/proba] Fix Student distribution

Browse Source
This commit is contained in:
Léa Saviot
2019-09-09 15:11:20 +02:00
parent 29c3e3a206
commit 7406fcae98
1 changed files with 2 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
apps/probability/distribution/student_distribution.cpp
View File

@@ -31,7 +31,7 @@ double StudentDistribution::cumulativeDistributiveFunctionAtAbscissa(double x) c
return 0.5;
}
if (std::isinf(x)) {
return 1.0;
return x > 0 ? 1.0 : 0.0;
}
/* TODO There are some computation errors, where the probability falsly jumps to 1.
* k = 0.001 and P(x < 42000000) (for 41000000 it is around 0.5)
@@ -47,8 +47,7 @@ double StudentDistribution::cumulativeDistributiveInverseForProbability(double *
return 0.0;
}
const double small = DBL_EPSILON;
const double standardBig = 10000.0;
const double big = m_parameter1 >= 1 ? standardBig : standardBig / m_parameter1;
const double big = 1E10;
double xmin = *probability < 0.5 ? -big : small;
double xmax = *probability < 0.5 ? -small : big;
return cumulativeDistributiveInverseForProbabilityUsingIncreasingFunctionRoot(probability, xmin, xmax);