(And there is the question of testing - some parameters and value combinations (preferably exact) are needed for sanity and accuracy checks).
Any *exact* pdf and cdf values from *exact* parameters would be helpful - if you know any. But I'll look more closely at the equations to try to find some too.
Sorry, no exact ones directly available.
Do you have easy access to R that you could produce some test values (to double precision only of course)?
Yes I have, can produce pretty much whatever you would need. R and C++ also have a language interface. If it helps I should be able to write a loop which evaluates some million or so calls of the functions using both R and the boost implementation and compares them. If you just need some R evaluations output to a file, no problem as well. Let me know what you would need. best, Thomas