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non_central_t distribution pdf left tail continuity #1035

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mborland opened this issue Oct 10, 2023 · 0 comments · Fixed by #1038
Closed

non_central_t distribution pdf left tail continuity #1035

mborland opened this issue Oct 10, 2023 · 0 comments · Fixed by #1038

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@mborland
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Example can be found here: scipy/scipy#19348 (comment)
jzmaddock added a commit that referenced this issue Oct 13, 2023
@jzmaddock
Correct non-central-t series convergence bug.
eaf876c 
Fixes #1035.
See also scipy/scipy#19348.
Accuracy in left tail is still poor, and the reflection formula appears to be to blame as it's use causes the series to cancel out the first term, but it appears we have no real choice in the matter here.  At least we do now get a few digits correct.
@jzmaddock jzmaddock mentioned this issue Oct 13, 2023
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Correct non-central-t series convergence bug. boostorg/math
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@mborland