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- [section:issues Known Issues, and TODO List]
- Predominantly this is a TODO list, or a list of possible
- future enhancements. Items labled "High Priority" effect
- the proper functioning of the component, and should be fixed
- as soon as possible. Items labled "Medium Priority" are
- desirable enhancements, often pertaining to the performance
- of the component, but do not effect it's accuracy or functionality.
- Items labled "Low Priority" should probably be investigated at
- some point. Such classifications are obviously highly subjective.
- If you don't see a component listed here, then we don't have any known
- issues with it.
- [h4 tgamma]
- * Can the __lanczos be optimized any further? (low priority)
- [h4 Incomplete Beta]
- * Investigate Didonato and Morris' asymptotic expansion for large a and b
- (medium priority).
- [h4 Inverse Gamma]
- * Investigate whether we can skip iteration altogether if the first approximation
- is good enough (Medium Priority).
- [h4 Polynomials]
- * The Legendre and Laguerre Polynomials have surprisingly different error
- rates on different platforms, considering they are evaluated with only
- basic arithmetic operations. Maybe this is telling us something, or maybe not
- (Low Priority).
- [h4 Elliptic Integrals]
- * [para Carlson's algorithms (mainly R[sub J]) are somewhat prone to
- internal overflow/underflow when the arguments are very large or small.
- The homogeneity relations:]
- [para R[sub F](ka, kb, kc) = k[super -1/2] R[sub F](a, b, c)]
- [para and]
- [para R[sub J](ka, kb, kc, kr) = k[super -3/2] R[sub J](a, b, c, r)]
- [para could be used to sidestep trouble here: provided the problem domains
- can be accurately identified. (Medium Priority).]
- * There are a several other integrals: Bulirsch's ['el] functions that could
- be implemented using Carlson's integrals (Low Priority).
- * The integrals K(k) and E(k) could be implemented using rational
- approximations (both for efficiency and accuracy),
- assuming we can find them. (Medium Priority).
- [h4 Owen's T Function]
- There is a problem area at arbitrary precision when ['a] is very close to 1. However, note that
- the value for ['T(h, 1)] is well known and easy to compute, and if we replaced the
- ['a[super k]] terms in series T1, T2 or T4 by ['(a[super k] - 1)] then we would have the
- difference between ['T(h, a)] and ['T(h, 1)]. Unfortunately this doesn't improve the
- convergence of those series in that area. It certainly looks as though a new series in terms
- of ['(1-a)[super k]] is both possible and desirable in this area, but it remains elusive at present.
- [h4 Statistical distributions]
- * Student's t Perhaps switch to normal distribution
- as a better approximation for very large degrees of freedom?
- [h4 Feature Requests]
- The following table lists distributions that are found in other packages
- but which are not yet present here, the more frequently the distribution
- is found, the higher the priority for implementing it:
- [table
- [[Distribution][R][Mathematica 6][NIST][Regress+][Matlab]]
- [/3 votes:]
- [[Geometric][X][X][-][-][X]]
- [/2 votes:]
- [[Multinomial][X][-][-][-][X]]
- [[Tukey Lambda][X][-][X][-][-]]
- [[Half Normal / Folded Normal][-][X][-][X][-]]
- [[Chi][-][X][-][X][-]]
- [[Gumbel][-][X][-][X][-]]
- [[Discrete Uniform][-][X][-][-][X]]
- [[Log Series][-][X][-][X][-]]
- [[Nakagami (generalised Chi)][-][-][-][X][X]]
- [/1 vote:]
- [[Log Logistic][-][-][-][-][X]]
- [[Tukey (Studentized range)][X][-][-][-][-]]
- [[Wilcoxon rank sum][X][-][-][-][-]]
- [[Wincoxon signed rank][X][-][-][-][-]]
- [[Non-central Beta][X][-][-][-][-]]
- [[Maxwell][-][X][-][-][-]]
- [[Beta-Binomial][-][X][-][-][-]]
- [[Beta-negative Binomial][-][X][-][-][-]]
- [[Zipf][-][X][-][-][-]]
- [[Birnbaum-Saunders / Fatigue Life][-][-][X][-][-]]
- [[Double Exponential][-][-][X][-][-]]
- [[Power Normal][-][-][X][-][-]]
- [[Power Lognormal][-][-][X][-][-]]
- [[Cosine][-][-][-][X][-]]
- [[Double Gamma][-][-][-][X][-]]
- [[Double Weibul][-][-][-][X][-]]
- [[Hyperbolic Secant][-][-][-][X][-]]
- [[Semicircular][-][-][-][X][-]]
- [[Bradford][-][-][-][X][-]]
- [[Birr / Fisk][-][-][-][X][-]]
- [[Reciprocal][-][-][-][X][-]]
- [/0 votes but useful anyway?]
- [[Kolmogorov Distribution][-][-][-][-][-]]
- ]
- Also asked for more than once:
- * Add support for interpolated distributions, possibly combine with numeric
- integration and differentiation.
- * Add support for bivariate and multivariate distributions: most especially the normal.
- * Add support for the log of the cdf and pdf:
- this is mainly a performance optimisation since we can avoid
- some special function calls for some distributions
- by returning the log of the result.
- [endsect] [/section:issues Known Issues, and Todo List]
- [/
- Copyright 2006, 2010 John Maddock and Paul A. Bristow.
- Distributed under the Boost Software License, Version 1.0.
- (See accompanying file LICENSE_1_0.txt or copy at
- http://www.boost.org/LICENSE_1_0.txt).
- ]
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