boostorg / boostorg/math

New special functions: logarithm of incomplete gamma and beta functions

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説明

The incomplete gamma and beta functions arise in a LOT of cumulative density functions. Very accurate implementations of them are quite common and also in Boost. What I have not seen yet are implementations of their logarithms. These would be very helpful to compute accurate logarithms of CDF and SFs. One example is an issue in SciPy where a user wants to compute the logcdf of the Poisson distribution for not even very extreme values: https://github.com/scipy/scipy/issues/8424. Here the logarithm of the incomplete regularized gamma function would come very much in handy.

SciPy includes the logarithm of the normal distribution CDF [already](https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.log_ndtr.html) but incomplete beta and gamma functions are of course a larger beast to kill.

Is this something you would find worthwile for Boost?

Edit: CC ing the special function wizards @steppi @WarrenWeckesser

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