-----Original Message----- From: boost-users-bounces@lists.boost.org [mailto:boost-users- bounces@lists.boost.org] On Behalf Of Neal Becker Sent: Friday, November 05, 2010 10:38 AM To: boost-users@lists.boost.org Subject: Re: [Boost-users] Statistical distributions in Boost.Math
Paul A. Bristow wrote:
Recently I have been working on a few more Statistical Distributions for Boost.Math.
If you have suggestions or requests, please tell me.
I am needing cdf of doubly-noncentric F distribution, and having trouble finding code (execpt in mathematica). I have found a few papers, but haven't found time to review them.
Hmm - looks non-trivial :-( http://mathworld.wolfram.com/NoncentralF-Distribution.html gives the complex details. As I recall, hypergeometric functions caused so much numerical trouble that they were withdrawn from TR1 (and not implemented in Boost.math)? Or is that something different? A quick Google references some promising looking articles, but I don't have access to most of them. If you can provide them as pdf, I'll think about it more carefully. Paul