Subject: [Boost-commit] svn:boost r79759 - trunk/boost/math/distributions
From: pbristow_at_[hidden]
Date: 2012-07-26 14:03:32
Author: pbristow
Date: 2012-07-26 14:03:32 EDT (Thu, 26 Jul 2012)
New Revision: 79759
URL: http://svn.boost.org/trac/boost/changeset/79759
Log:
Revised for Trac #7717
Text files modified:
trunk/boost/math/distributions/students_t.hpp | 34 ++++++++++++++++++++++++++--------
1 files changed, 26 insertions(+), 8 deletions(-)
Modified: trunk/boost/math/distributions/students_t.hpp
==============================================================================
--- trunk/boost/math/distributions/students_t.hpp (original)
+++ trunk/boost/math/distributions/students_t.hpp 2012-07-26 14:03:32 EDT (Thu, 26 Jul 2012)
@@ -293,19 +293,37 @@
}
template <class RealType, class Policy>
-inline RealType mean(const students_t_distribution<RealType, Policy>& )
-{
+inline RealType mean(const students_t_distribution<RealType, Policy>& dist)
+{ // Revised for https://svn.boost.org/trac/boost/ticket/7177
+ RealType df = dist.degrees_of_freedom();
+ if(df <= 1)
+ {
+ policies::raise_domain_error<RealType>(
+ "boost::math::mean(students_t_distribution<%1%> const&, %1%)",
+ "Mean is undefined for degrees of freedom < 1 but got %1%.", df, Policy());
+ return std::numeric_limits<RealType>::quiet_NaN();
+ }
return 0;
}
template <class RealType, class Policy>
inline RealType variance(const students_t_distribution<RealType, Policy>& dist)
-{
- // Error check:
- RealType error_result;
- if(false == detail::check_df(
- "boost::math::variance(students_t_distribution<%1%> const&, %1%)", dist.degrees_of_freedom(), &error_result, Policy()))
- return error_result;
+{ // http://en.wikipedia.org/wiki/Student%27s_t-distribution
+
+ // Revised for https://svn.boost.org/trac/boost/ticket/7177
+
+ RealType df = dist.degrees_of_freedom();
+ if((df <= 2) || !(boost::math::isfinite)(df))
+ {
+ if (df > 1)
+ {
+ return std::numeric_limits<RealType>::infinity();
+ }
+ policies::raise_domain_error<RealType>(
+ "boost::math::variance(students_t_distribution<%1%> const&, %1%)",
+ "Degrees of freedom is undefined for <= 2 but got %1%.", df, Policy());
+ return std::numeric_limits<RealType>::quiet_NaN();
+ }
RealType v = dist.degrees_of_freedom();
return v / (v - 2);