UpsilonNumworks/Upsilon
1
0
Fork 0
mirror of https://github.com/UpsilonNumworks/Upsilon.git synced 2026-01-19 00:37:25 +01:00
Code Issues Packages Projects Releases Wiki Activity

[apps/proba] Fix Student computations

Browse Source
This commit is contained in:
Léa Saviot
2019-08-21 14:52:47 +02:00
parent c248363b34
commit cfc0a7d6cf
2 changed files with 6 additions and 7 deletions
Download Patch File Download Diff File Expand all files Collapse all files

11
apps/probability/distribution/student_distribution.cpp
View File

@@ -14,12 +14,12 @@ float StudentDistribution::xMax() const {
}
float StudentDistribution::yMax() const {
return coefficient() * (1.0f + k_displayTopMarginRatio);
return std::exp(lnCoefficient()) * (1.0f + k_displayTopMarginRatio);
}
float StudentDistribution::evaluateAtAbscissa(float x) const {
const float d = m_parameter1;
return coefficient() * std::pow(1+std::pow(x,2)/d, -(d+1)/2);
return std::exp(lnCoefficient() - (d + 1.0f) / 2.0f * std::log(1.0f + x * x / d));
}
bool StudentDistribution::authorizedValueAtIndex(float x, int index) const {
@@ -27,7 +27,7 @@ bool StudentDistribution::authorizedValueAtIndex(float x, int index) const {
}
double StudentDistribution::cumulativeDistributiveFunctionAtAbscissa(double x) const {
if (x == 0) {
if (x == 0.0) {
return 0.5;
}
/* TODO There are some computation errors, where the probability falsly jumps to 1.
@@ -51,10 +51,9 @@ double StudentDistribution::cumulativeDistributiveInverseForProbability(double *
return cumulativeDistributiveInverseForProbabilityUsingIncreasingFunctionRoot(probability, xmin, xmax);
}
float StudentDistribution::coefficient() const {
float StudentDistribution::lnCoefficient() const {
const float k = m_parameter1;
const float lnOfResult = std::lgamma((k+1)/2) - std::lgamma(k/2) - (M_PI+k)/2;
return std::exp(lnOfResult);
return std::lgamma((k+1.0f)/2.0f) - std::lgamma(k/2.0f) - (M_PI+k)/2.0f;
}
}

2
apps/probability/distribution/student_distribution.h
View File

@@ -31,7 +31,7 @@ public:
double cumulativeDistributiveFunctionAtAbscissa(double x) const override;
double cumulativeDistributiveInverseForProbability(double * probability) override;
private:
float coefficient() const;
float lnCoefficient() const;
};
}