Update kolmogorov quantile newton ub to 1 (#1002)

boostorg · Jul 31, 2023 · c62682b · c62682b
1 parent fb0af63
commit c62682b
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Showing 4 changed files with 9 additions and 12 deletions.
diff --git a/include/boost/math/distributions/kolmogorov_smirnov.hpp b/include/boost/math/distributions/kolmogorov_smirnov.hpp
@@ -382,7 +382,7 @@ inline RealType quantile(const kolmogorov_smirnov_distribution<RealType, Policy>
    std::uintmax_t m = policies::get_max_root_iterations<Policy>(); // and max iterations.
 
    return tools::newton_raphson_iterate(detail::kolmogorov_smirnov_quantile_functor<RealType, Policy>(dist, p),
-           k, RealType(0), boost::math::tools::max_value<RealType>(), get_digits, m);
+           k, RealType(0), RealType(1), get_digits, m);
 } // quantile
 
 template <class RealType, class Policy>
@@ -407,7 +407,7 @@ inline RealType quantile(const complemented2_type<kolmogorov_smirnov_distributio
 
    return tools::newton_raphson_iterate(
            detail::kolmogorov_smirnov_complementary_quantile_functor<RealType, Policy>(dist, p),
-           k, RealType(0), boost::math::tools::max_value<RealType>(), get_digits, m);
+           k, RealType(0), RealType(1), get_digits, m);
 } // quantile (complemented)
 
 template <class RealType, class Policy>

diff --git a/include/boost/math/distributions/skew_normal.hpp b/include/boost/math/distributions/skew_normal.hpp
@@ -676,8 +676,8 @@ namespace boost{ namespace math{
 
     // refine the result by numerically searching the root of (p-cdf)
 
-    const RealType search_min = range(dist).first;
-    const RealType search_max = range(dist).second;
+    const RealType search_min = support(dist).first;
+    const RealType search_max = support(dist).second;
 
     const int get_digits = policies::digits<RealType, Policy>();// get digits from policy,
     std::uintmax_t m = policies::get_max_root_iterations<Policy>(); // and max iterations.

diff --git a/include/boost/math/tools/roots.hpp b/include/boost/math/tools/roots.hpp
@@ -275,14 +275,7 @@ T newton_raphson_iterate(F f, T guess, T min, T max, int digits, std::uintmax_t&
       if (fabs(delta * 2) > fabs(delta2))
       {
          // Last two steps haven't converged.
-         T shift = (delta > 0) ? (result - min) / 2 : (result - max) / 2;
-         if ((result != 0) && (fabs(shift) > fabs(result)))
-         {
-            delta = sign(delta) * fabs(result) * 1.1f; // Protect against huge jumps!
-            //delta = sign(delta) * result; // Protect against huge jumps! Failed for negative result. https://github.com/boostorg/math/issues/216
-         }
-         else
-            delta = shift;
+         delta = (delta > 0) ? (result - min) / 2 : (result - max) / 2;
          // reset delta1/2 so we don't take this branch next time round:
          delta1 = 3 * delta;
          delta2 = 3 * delta;

diff --git a/test/test_roots.cpp b/test/test_roots.cpp
@@ -654,6 +654,10 @@ BOOST_AUTO_TEST_CASE( test_main )
 
    test_beta(0.1, "double");
 
+   // bug reports:
+   boost::math::skew_normal_distribution<> dist(2.0, 1.0, -2.5);
+   BOOST_CHECK(boost::math::isfinite(quantile(dist, 0.075)));
+
 #if !defined(BOOST_NO_CXX11_AUTO_DECLARATIONS) && !defined(BOOST_NO_CXX11_UNIFIED_INITIALIZATION_SYNTAX) && !defined(BOOST_NO_CXX11_LAMBDAS)
    test_complex_newton<std::complex<float>>();
    test_complex_newton<std::complex<double>>();