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Add quantile function for Student-T distribution #3211
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Jenkins Console Log Machine informationNo LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focalCPU: G++: Clang: |
Summary
This PR adds the (vectorised) student-t quantile function with signature:
The current implementation directly estimates the quantile using the inverse of the incomplete beta, but implementing approximations (like those used by R) are a planned future improvement
Tests
Both
prim
andmix
tests (using the AD framework) are addedSide Effects
An additional utility type has been added:
common_container_type
to detect the right container type to return for vectorised inputs.Release notes
Added quantile function for student-t distribution
Checklist
Copyright holder: Andrew Johnson
The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
the basic tests are passing
./runTests.py test/unit
)make test-headers
)make test-math-dependencies
)make doxygen
)make cpplint
)the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested