Find degrees of freedom for non_central_f distribution#1368
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JacobHass8 wants to merge 2 commits intoboostorg:developfrom
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Find degrees of freedom for non_central_f distribution#1368JacobHass8 wants to merge 2 commits intoboostorg:developfrom
non_central_f distribution#1368JacobHass8 wants to merge 2 commits intoboostorg:developfrom
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Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## develop #1368 +/- ##
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- Coverage 95.34% 95.34% -0.01%
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Files 825 825
Lines 68160 68224 +64
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+ Hits 64987 65048 +61
- Misses 3173 3176 +3
... and 1 file with indirect coverage changes Continue to review full report in Codecov by Sentry.
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Towards #1305. I've added functions to find parameters
df1anddf2because they are nearly identical.All the tests are passing, but changing the initial guess for the degrees of freedom that is passed to
bracket_and_solvecauses most tests to fail. Thus, I'm not super confident in the current implementation. I will add more spot checks for a wider range ofdf1/df2to make sure things don't break. Perhaps the initial guess should change based on if the different ofp - cdfis positive or negative? For now, I'm going to leave it though.I also had some difficulty with seeing if the function passed to
bracket_and_solvewas rising or falling. I ultimately found that the following workedwhere
Essentially, if the difference between
cdf-p(or is negative thenfis increasing, and if it is positive thenfis decreasing. I'm not entirely sure why this works though.Could all of this rising/falling be avoided by minimizing the squared difference
(cdf-p)^2? Maybe this will open up a whole new can of worms though.