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MAINT:update boost to fix skewnorm.ppf #20643

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merged 5 commits into from
May 6, 2024
Merged

MAINT:update boost to fix skewnorm.ppf #20643

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11c86a6
MNT: update boost
dschmitz89 May 4, 2024
7822f21
TST: test skewnorm PPF for high skewness value
dschmitz89 May 4, 2024
2e98c1a
TST: reduce test tolerance for skewnorm.ppf
dschmitz89 May 4, 2024
38d6e0a
comment redo [wheel build]
dschmitz89 May 5, 2024
a1ed3e8
Better Wolfram Alpha Hack [skip ci]
dschmitz89 May 6, 2024
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2 changes: 1 addition & 1 deletion scipy/_lib/boost_math
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Submodule boost_math updated 17 files
+12 −0 .github/workflows/codecov.yml
+2 −0 include/boost/math/distributions/geometric.hpp
+53 −31 include/boost/math/distributions/skew_normal.hpp
+33 −18 include/boost/math/special_functions/ellint_1.hpp
+2 −2 include/boost/math/special_functions/heuman_lambda.hpp
+9 −8 include/boost/math/special_functions/jacobi_zeta.hpp
+1 −1 reporting/performance/Jamfile.v2
+2 −0 test/Jamfile.v2
+3 −3 test/bezier_polynomial_test.cpp
+26 −16 test/cubic_roots_test.cpp
+60 −0 test/git_issue_1120.cpp
+1 −1 test/linear_regression_test.cpp
+2 −2 test/test_autodiff_5.cpp
+5 −2 test/test_autodiff_8.cpp
+6 −1 test/test_binomial.cpp
+10 −1 test/test_polygamma.cpp
+2 −2 test/test_t_test.cpp
6 changes: 6 additions & 0 deletions scipy/stats/tests/test_distributions.py
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Original file line number Diff line number Diff line change
Expand Up @@ -4009,6 +4009,12 @@ def optimizer(fun, bounds):
fit_result = stats.fit(stats.skewnorm, x, bounds, optimizer=optimizer)
np.testing.assert_allclose(params, fit_result.params, rtol=1e-4)

def test_ppf(self):
# gh20124 reported that Boost's ppf was wrong for high skewness values
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# Reference CDF value was calculated using
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# CDF[SkewNormalDistribution[0, 1, 500], 0.01] in Wolfram Alpha.
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assert_allclose(stats.skewnorm.ppf(0.01, 500), 0.012533469508013, rtol=1e-13)


class TestExpon:
def test_zero(self):
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