Testing Equation (6.1.36) in Abramowitz and Stegun, page 257 for Gamma function: http://people.math.sfu.ca/~cbm/aands/page_257.htm
Which is used after scaling x
in the CDF of the Chi-squared distribution in Equation (26.4.1):
http://people.math.sfu.ca/~cbm/aands/page_940.htm
Also implemented incomplete Beta function and Student's t-distribution CDF.
These implementations were obtained from:
Numerical Recipes in C Section 6.1
Numerical Recipes in C Section 6.2
Numerical Recipes in C Section 6.4
Note: There is a small error in Equation (6.4.9), there should be an extra factor of 0.5
in front of the incomplete Beta function, i.e.
1.0 - 0.5 * I(nu/(nu+t^2), nu/2, 1/2)
Part of the goal of this project was for it to be an exercise to run tests in both R and C++, using the testthat
and googletest
frameworks, respectively.