Fix case where non-centrality parameter for chi-squared is zero.

See https://svn.boost.org/trac/boost/ticket/11557.
boostorg · Sep 4, 2015 · a0f0b96 · a0f0b96
1 parent 9d3d2e9
commit a0f0b96
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Showing 2 changed files with 21 additions and 1 deletion.
diff --git a/include/boost/math/distributions/non_central_chi_squared.hpp b/include/boost/math/distributions/non_central_chi_squared.hpp
@@ -334,7 +334,7 @@ namespace boost
             BOOST_MATH_STD_USING
             value_type result;
             if(l == 0)
-               result = cdf(boost::math::chi_squared_distribution<RealType, Policy>(k), x);
+              return invert == false ? cdf(boost::math::chi_squared_distribution<RealType, Policy>(k), x) : cdf(complement(boost::math::chi_squared_distribution<RealType, Policy>(k), x));
             else if(x > k + l)
             {
                // Complement is the smaller of the two:

diff --git a/test/test_chi_squared.cpp b/test/test_chi_squared.cpp
@@ -20,6 +20,7 @@
 using ::boost::math::concepts::real_concept;
 
 #include <boost/math/distributions/chi_squared.hpp> // for chi_squared_distribution
+#include <boost/math/distributions/non_central_chi_squared.hpp> // for chi_squared_distribution
 using boost::math::chi_squared_distribution;
 using boost::math::chi_squared;
 
@@ -70,6 +71,25 @@ void test_spot(
       BOOST_CHECK_CLOSE(
             quantile(complement(dist, Q)), cs, tol);
    }
+
+   boost::math::non_central_chi_squared_distribution<RealType> dist2(df, 0);
+   BOOST_CHECK_CLOSE(
+      cdf(dist2, cs), P, tol);
+   BOOST_CHECK_CLOSE(
+      pdf(dist2, cs), naive_pdf(dist2.degrees_of_freedom(), cs), tol);
+   if((P < 0.99) && (Q < 0.99))
+   {
+      //
+      // We can only check this if P is not too close to 1,
+      // so that we can guarentee Q is free of error:
+      //
+      BOOST_CHECK_CLOSE(
+         cdf(complement(dist2, cs)), Q, tol);
+      BOOST_CHECK_CLOSE(
+         quantile(dist2, P), cs, tol);
+      BOOST_CHECK_CLOSE(
+         quantile(complement(dist2, Q)), cs, tol);
+   }
 }
 
 //