File size: 23,524 Bytes
7885a28
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
"""
Test cdflib functions versus mpmath, if available.

The following functions still need tests:

- ncfdtri
- ncfdtridfn
- ncfdtridfd
- ncfdtrinc
- nbdtrik
- nbdtrin
- pdtrik
- nctdtrit
- nctdtridf
- nctdtrinc

"""
import itertools

import numpy as np
from numpy.testing import assert_equal, assert_allclose
import pytest

import scipy.special as sp
from scipy.special._testutils import (
    MissingModule, check_version, FuncData)
from scipy.special._mptestutils import (
    Arg, IntArg, get_args, mpf2float, assert_mpmath_equal)

try:
    import mpmath
except ImportError:
    mpmath = MissingModule('mpmath')


class ProbArg:
    """Generate a set of probabilities on [0, 1]."""

    def __init__(self):
        # Include the endpoints for compatibility with Arg et. al.
        self.a = 0
        self.b = 1

    def values(self, n):
        """Return an array containing approximately n numbers."""
        m = max(1, n//3)
        v1 = np.logspace(-30, np.log10(0.3), m)
        v2 = np.linspace(0.3, 0.7, m + 1, endpoint=False)[1:]
        v3 = 1 - np.logspace(np.log10(0.3), -15, m)
        v = np.r_[v1, v2, v3]
        return np.unique(v)


class EndpointFilter:
    def __init__(self, a, b, rtol, atol):
        self.a = a
        self.b = b
        self.rtol = rtol
        self.atol = atol

    def __call__(self, x):
        mask1 = np.abs(x - self.a) < self.rtol*np.abs(self.a) + self.atol
        mask2 = np.abs(x - self.b) < self.rtol*np.abs(self.b) + self.atol
        return np.where(mask1 | mask2, False, True)


class _CDFData:
    def __init__(self, spfunc, mpfunc, index, argspec, spfunc_first=True,
                 dps=20, n=5000, rtol=None, atol=None,
                 endpt_rtol=None, endpt_atol=None):
        self.spfunc = spfunc
        self.mpfunc = mpfunc
        self.index = index
        self.argspec = argspec
        self.spfunc_first = spfunc_first
        self.dps = dps
        self.n = n
        self.rtol = rtol
        self.atol = atol

        if not isinstance(argspec, list):
            self.endpt_rtol = None
            self.endpt_atol = None
        elif endpt_rtol is not None or endpt_atol is not None:
            if isinstance(endpt_rtol, list):
                self.endpt_rtol = endpt_rtol
            else:
                self.endpt_rtol = [endpt_rtol]*len(self.argspec)
            if isinstance(endpt_atol, list):
                self.endpt_atol = endpt_atol
            else:
                self.endpt_atol = [endpt_atol]*len(self.argspec)
        else:
            self.endpt_rtol = None
            self.endpt_atol = None

    def idmap(self, *args):
        if self.spfunc_first:
            res = self.spfunc(*args)
            if np.isnan(res):
                return np.nan
            args = list(args)
            args[self.index] = res
            with mpmath.workdps(self.dps):
                res = self.mpfunc(*tuple(args))
                # Imaginary parts are spurious
                res = mpf2float(res.real)
        else:
            with mpmath.workdps(self.dps):
                res = self.mpfunc(*args)
                res = mpf2float(res.real)
            args = list(args)
            args[self.index] = res
            res = self.spfunc(*tuple(args))
        return res

    def get_param_filter(self):
        if self.endpt_rtol is None and self.endpt_atol is None:
            return None

        filters = []
        for rtol, atol, spec in zip(self.endpt_rtol, self.endpt_atol, self.argspec):
            if rtol is None and atol is None:
                filters.append(None)
                continue
            elif rtol is None:
                rtol = 0.0
            elif atol is None:
                atol = 0.0

            filters.append(EndpointFilter(spec.a, spec.b, rtol, atol))
        return filters

    def check(self):
        # Generate values for the arguments
        args = get_args(self.argspec, self.n)
        param_filter = self.get_param_filter()
        param_columns = tuple(range(args.shape[1]))
        result_columns = args.shape[1]
        args = np.hstack((args, args[:, self.index].reshape(args.shape[0], 1)))
        FuncData(self.idmap, args,
                 param_columns=param_columns, result_columns=result_columns,
                 rtol=self.rtol, atol=self.atol, vectorized=False,
                 param_filter=param_filter).check()


def _assert_inverts(*a, **kw):
    d = _CDFData(*a, **kw)
    d.check()


def _binomial_cdf(k, n, p):
    k, n, p = mpmath.mpf(k), mpmath.mpf(n), mpmath.mpf(p)
    if k <= 0:
        return mpmath.mpf(0)
    elif k >= n:
        return mpmath.mpf(1)

    onemp = mpmath.fsub(1, p, exact=True)
    return mpmath.betainc(n - k, k + 1, x2=onemp, regularized=True)


def _f_cdf(dfn, dfd, x):
    if x < 0:
        return mpmath.mpf(0)
    dfn, dfd, x = mpmath.mpf(dfn), mpmath.mpf(dfd), mpmath.mpf(x)
    ub = dfn*x/(dfn*x + dfd)
    res = mpmath.betainc(dfn/2, dfd/2, x2=ub, regularized=True)
    return res


def _student_t_cdf(df, t, dps=None):
    if dps is None:
        dps = mpmath.mp.dps
    with mpmath.workdps(dps):
        df, t = mpmath.mpf(df), mpmath.mpf(t)
        fac = mpmath.hyp2f1(0.5, 0.5*(df + 1), 1.5, -t**2/df)
        fac *= t*mpmath.gamma(0.5*(df + 1))
        fac /= mpmath.sqrt(mpmath.pi*df)*mpmath.gamma(0.5*df)
        return 0.5 + fac


def _noncentral_chi_pdf(t, df, nc):
    res = mpmath.besseli(df/2 - 1, mpmath.sqrt(nc*t))
    res *= mpmath.exp(-(t + nc)/2)*(t/nc)**(df/4 - 1/2)/2
    return res


def _noncentral_chi_cdf(x, df, nc, dps=None):
    if dps is None:
        dps = mpmath.mp.dps
    x, df, nc = mpmath.mpf(x), mpmath.mpf(df), mpmath.mpf(nc)
    with mpmath.workdps(dps):
        res = mpmath.quad(lambda t: _noncentral_chi_pdf(t, df, nc), [0, x])
        return res


def _tukey_lmbda_quantile(p, lmbda):
    # For lmbda != 0
    return (p**lmbda - (1 - p)**lmbda)/lmbda


@pytest.mark.slow
@check_version(mpmath, '0.19')
class TestCDFlib:

    @pytest.mark.xfail(run=False)
    def test_bdtrik(self):
        _assert_inverts(
            sp.bdtrik,
            _binomial_cdf,
            0, [ProbArg(), IntArg(1, 1000), ProbArg()],
            rtol=1e-4)

    def test_bdtrin(self):
        _assert_inverts(
            sp.bdtrin,
            _binomial_cdf,
            1, [IntArg(1, 1000), ProbArg(), ProbArg()],
            rtol=1e-4, endpt_atol=[None, None, 1e-6])

    def test_btdtria(self):
        _assert_inverts(
            sp.btdtria,
            lambda a, b, x: mpmath.betainc(a, b, x2=x, regularized=True),
            0, [ProbArg(), Arg(0, 1e2, inclusive_a=False),
                Arg(0, 1, inclusive_a=False, inclusive_b=False)],
            rtol=1e-6)

    def test_btdtrib(self):
        # Use small values of a or mpmath doesn't converge
        _assert_inverts(
            sp.btdtrib,
            lambda a, b, x: mpmath.betainc(a, b, x2=x, regularized=True),
            1,
            [Arg(0, 1e2, inclusive_a=False), ProbArg(),
             Arg(0, 1, inclusive_a=False, inclusive_b=False)],
            rtol=1e-7,
            endpt_atol=[None, 1e-18, 1e-15])

    @pytest.mark.xfail(run=False)
    def test_fdtridfd(self):
        _assert_inverts(
            sp.fdtridfd,
            _f_cdf,
            1,
            [IntArg(1, 100), ProbArg(), Arg(0, 100, inclusive_a=False)],
            rtol=1e-7)

    def test_gdtria(self):
        _assert_inverts(
            sp.gdtria,
            lambda a, b, x: mpmath.gammainc(b, b=a*x, regularized=True),
            0,
            [ProbArg(), Arg(0, 1e3, inclusive_a=False),
             Arg(0, 1e4, inclusive_a=False)],
            rtol=1e-7,
            endpt_atol=[None, 1e-7, 1e-10])

    def test_gdtrib(self):
        # Use small values of a and x or mpmath doesn't converge
        _assert_inverts(
            sp.gdtrib,
            lambda a, b, x: mpmath.gammainc(b, b=a*x, regularized=True),
            1,
            [Arg(0, 1e2, inclusive_a=False), ProbArg(),
             Arg(0, 1e3, inclusive_a=False)],
            rtol=1e-5)

    def test_gdtrix(self):
        _assert_inverts(
            sp.gdtrix,
            lambda a, b, x: mpmath.gammainc(b, b=a*x, regularized=True),
            2,
            [Arg(0, 1e3, inclusive_a=False), Arg(0, 1e3, inclusive_a=False),
             ProbArg()],
            rtol=1e-7,
            endpt_atol=[None, 1e-7, 1e-10])

    # Overall nrdtrimn and nrdtrisd are not performing well with infeasible/edge
    # combinations of sigma and x, hence restricted the domains to still use the
    # testing machinery, also see gh-20069

    # nrdtrimn signature: p, sd, x
    # nrdtrisd signature: mn, p, x
    def test_nrdtrimn(self):
        _assert_inverts(
            sp.nrdtrimn,
            lambda x, y, z: mpmath.ncdf(z, x, y),
            0,
            [ProbArg(),  # CDF value p
             Arg(0.1, np.inf, inclusive_a=False, inclusive_b=False),  # sigma
             Arg(-1e10, 1e10)],  # x
            rtol=1e-5)

    def test_nrdtrisd(self):
        _assert_inverts(
            sp.nrdtrisd,
            lambda x, y, z: mpmath.ncdf(z, x, y),
            1,
            [Arg(-np.inf, 10, inclusive_a=False, inclusive_b=False),  # mn
             ProbArg(),  # CDF value p
             Arg(10, 1e100)],  # x
            rtol=1e-5)

    def test_stdtr(self):
        # Ideally the left endpoint for Arg() should be 0.
        assert_mpmath_equal(
            sp.stdtr,
            _student_t_cdf,
            [IntArg(1, 100), Arg(1e-10, np.inf)], rtol=1e-7)

    @pytest.mark.xfail(run=False)
    def test_stdtridf(self):
        _assert_inverts(
            sp.stdtridf,
            _student_t_cdf,
            0, [ProbArg(), Arg()], rtol=1e-7)

    def test_stdtrit(self):
        _assert_inverts(
            sp.stdtrit,
            _student_t_cdf,
            1, [IntArg(1, 100), ProbArg()], rtol=1e-7,
            endpt_atol=[None, 1e-10])

    def test_chdtriv(self):
        _assert_inverts(
            sp.chdtriv,
            lambda v, x: mpmath.gammainc(v/2, b=x/2, regularized=True),
            0, [ProbArg(), IntArg(1, 100)], rtol=1e-4)

    @pytest.mark.xfail(run=False)
    def test_chndtridf(self):
        # Use a larger atol since mpmath is doing numerical integration
        _assert_inverts(
            sp.chndtridf,
            _noncentral_chi_cdf,
            1, [Arg(0, 100, inclusive_a=False), ProbArg(),
                Arg(0, 100, inclusive_a=False)],
            n=1000, rtol=1e-4, atol=1e-15)

    @pytest.mark.xfail(run=False)
    def test_chndtrinc(self):
        # Use a larger atol since mpmath is doing numerical integration
        _assert_inverts(
            sp.chndtrinc,
            _noncentral_chi_cdf,
            2, [Arg(0, 100, inclusive_a=False), IntArg(1, 100), ProbArg()],
            n=1000, rtol=1e-4, atol=1e-15)

    def test_chndtrix(self):
        # Use a larger atol since mpmath is doing numerical integration
        _assert_inverts(
            sp.chndtrix,
            _noncentral_chi_cdf,
            0, [ProbArg(), IntArg(1, 100), Arg(0, 100, inclusive_a=False)],
            n=1000, rtol=1e-4, atol=1e-15,
            endpt_atol=[1e-6, None, None])

    def test_tklmbda_zero_shape(self):
        # When lmbda = 0 the CDF has a simple closed form
        one = mpmath.mpf(1)
        assert_mpmath_equal(
            lambda x: sp.tklmbda(x, 0),
            lambda x: one/(mpmath.exp(-x) + one),
            [Arg()], rtol=1e-7)

    def test_tklmbda_neg_shape(self):
        _assert_inverts(
            sp.tklmbda,
            _tukey_lmbda_quantile,
            0, [ProbArg(), Arg(-25, 0, inclusive_b=False)],
            spfunc_first=False, rtol=1e-5,
            endpt_atol=[1e-9, 1e-5])

    @pytest.mark.xfail(run=False)
    def test_tklmbda_pos_shape(self):
        _assert_inverts(
            sp.tklmbda,
            _tukey_lmbda_quantile,
            0, [ProbArg(), Arg(0, 100, inclusive_a=False)],
            spfunc_first=False, rtol=1e-5)

    # The values of lmdba are chosen so that 1/lmbda is exact.
    @pytest.mark.parametrize('lmbda', [0.5, 1.0, 8.0])
    def test_tklmbda_lmbda1(self, lmbda):
        bound = 1/lmbda
        assert_equal(sp.tklmbda([-bound, bound], lmbda), [0.0, 1.0])


funcs = [
    ("btdtria", 3),
    ("btdtrib", 3),
    ("bdtrik", 3),
    ("bdtrin", 3),
    ("chdtriv", 2),
    ("chndtr", 3),
    ("chndtrix", 3),
    ("chndtridf", 3),
    ("chndtrinc", 3),
    ("fdtridfd", 3),
    ("ncfdtr", 4),
    ("ncfdtri", 4),
    ("ncfdtridfn", 4),
    ("ncfdtridfd", 4),
    ("ncfdtrinc", 4),
    ("gdtrix", 3),
    ("gdtrib", 3),
    ("gdtria", 3),
    ("nbdtrik", 3),
    ("nbdtrin", 3),
    ("nrdtrimn", 3),
    ("nrdtrisd", 3),
    ("pdtrik", 2),
    ("stdtr", 2),
    ("stdtrit", 2),
    ("stdtridf", 2),
    ("nctdtr", 3),
    ("nctdtrit", 3),
    ("nctdtridf", 3),
    ("nctdtrinc", 3),
    ("tklmbda", 2),
]


@pytest.mark.parametrize('func,numargs', funcs, ids=[x[0] for x in funcs])
def test_nonfinite(func, numargs):

    rng = np.random.default_rng(1701299355559735)
    func = getattr(sp, func)
    args_choices = [(float(x), np.nan, np.inf, -np.inf) for x in rng.random(numargs)]

    for args in itertools.product(*args_choices):
        res = func(*args)

        if any(np.isnan(x) for x in args):
            # Nan inputs should result to nan output
            assert_equal(res, np.nan)
        else:
            # All other inputs should return something (but not
            # raise exceptions or cause hangs)
            pass


def test_chndtrix_gh2158():
    # test that gh-2158 is resolved; previously this blew up
    res = sp.chndtrix(0.999999, 2, np.arange(20.)+1e-6)

    # Generated in R
    # options(digits=16)
    # ncp <- seq(0, 19) + 1e-6
    # print(qchisq(0.999999, df = 2, ncp = ncp))
    res_exp = [27.63103493142305, 35.25728589950540, 39.97396073236288,
               43.88033702110538, 47.35206403482798, 50.54112500166103,
               53.52720257322766, 56.35830042867810, 59.06600769498512,
               61.67243118946381, 64.19376191277179, 66.64228141346548,
               69.02756927200180, 71.35726934749408, 73.63759723904816,
               75.87368842650227, 78.06984431185720, 80.22971052389806,
               82.35640899964173, 84.45263768373256]
    assert_allclose(res, res_exp)


def test_nctdtrinc_gh19896():
    # test that gh-19896 is resolved.
    # Compared to SciPy 1.11 results from Fortran code.
    dfarr = [0.001, 0.98, 9.8, 98, 980, 10000, 98, 9.8, 0.98, 0.001]
    parr = [0.001, 0.1, 0.3, 0.8, 0.999, 0.001, 0.1, 0.3, 0.8, 0.999]
    tarr = [0.0015, 0.15, 1.5, 15, 300, 0.0015, 0.15, 1.5, 15, 300]
    desired = [3.090232306168629, 1.406141304556198, 2.014225177124157,
               13.727067118283456, 278.9765683871208, 3.090232306168629,
               1.4312427877936222, 2.014225177124157, 3.712743137978295,
               -3.086951096691082]
    actual = sp.nctdtrinc(dfarr, parr, tarr)
    assert_allclose(actual, desired, rtol=5e-12, atol=0.0)


def test_stdtr_stdtrit_neg_inf():
    # -inf was treated as +inf and values from the normal were returned
    assert np.all(np.isnan(sp.stdtr(-np.inf, [-np.inf, -1.0, 0.0, 1.0, np.inf])))
    assert np.all(np.isnan(sp.stdtrit(-np.inf, [0.0, 0.25, 0.5, 0.75, 1.0])))


def test_bdtrik_nbdtrik_inf():
    y = np.array(
        [np.nan,-np.inf,-10.0, -1.0, 0.0, .00001, .5, 0.9999, 1.0, 10.0, np.inf])
    y = y[:,None]
    p = np.atleast_2d(
        [np.nan, -np.inf, -10.0, -1.0, 0.0, .00001, .5, 1.0, np.inf])
    assert np.all(np.isnan(sp.bdtrik(y, np.inf, p)))
    assert np.all(np.isnan(sp.nbdtrik(y, np.inf, p)))


@pytest.mark.parametrize(
    "dfn,dfd,nc,f,expected",
    [[100.0, 0.1, 0.1, 100.0, 0.29787396410092676],
     [100.0, 100.0, 0.01, 0.1, 4.4344737598690424e-26],
     [100.0, 0.01, 0.1, 0.01, 0.002848616633080384],
     [10.0, 0.01, 1.0, 0.1, 0.012339557729057956],
     [100.0, 100.0, 0.01, 0.01, 1.8926477420964936e-72],
     [1.0, 100.0, 100.0, 0.1, 1.7925940526821304e-22],
     [1.0, 0.01, 100.0, 10.0, 0.012334711965024968],
     [1.0, 0.01, 10.0, 0.01, 0.00021944525290299],
     [10.0, 1.0, 0.1, 100.0, 0.9219345555070705],
     [0.1, 0.1, 1.0, 1.0, 0.3136335813423239],
     [100.0, 100.0, 0.1, 10.0, 1.0],
     [1.0, 0.1, 100.0, 10.0, 0.02926064279680897]]
)
def test_ncfdtr(dfn, dfd, nc, f, expected):
    # Reference values computed with mpmath with the following script
    #
    # import numpy as np
    #
    # from mpmath import mp
    # from scipy.special import ncfdtr
    #
    # mp.dps = 100
    #
    # def mp_ncfdtr(dfn, dfd, nc, f):
    #     # Uses formula 26.2.20 from Abramowitz and Stegun.
    #     dfn, dfd, nc, f = map(mp.mpf, (dfn, dfd, nc, f))
    #     def term(j):
    #         result = mp.exp(-nc/2)*(nc/2)**j / mp.factorial(j)
    #         result *= mp.betainc(
    #             dfn/2 + j, dfd/2, 0, f*dfn/(f*dfn + dfd), regularized=True
    #         )
    #         return result
    #     result = mp.nsum(term, [0, mp.inf])
    #     return float(result)
    #
    # dfn = np.logspace(-2, 2, 5)
    # dfd = np.logspace(-2, 2, 5)
    # nc = np.logspace(-2, 2, 5)
    # f = np.logspace(-2, 2, 5)
    #
    # dfn, dfd, nc, f = np.meshgrid(dfn, dfd, nc, f)
    # dfn, dfd, nc, f = map(np.ravel, (dfn, dfd, nc, f))
    #
    # cases = []
    # re = []
    # for x0, x1, x2, x3 in zip(*(dfn, dfd, nc, f)):
    #     observed = ncfdtr(x0, x1, x2, x3)
    #     expected = mp_ncfdtr(x0, x1, x2, x3)
    #     cases.append((x0, x1, x2, x3, expected))
    #     re.append((abs(expected - observed)/abs(expected)))
    #
    # assert np.max(re) < 1e-13
    #
    # rng = np.random.default_rng(1234)
    # sample_idx = rng.choice(len(re), replace=False, size=12)
    # cases = np.array(cases)[sample_idx].tolist()
    assert_allclose(sp.ncfdtr(dfn, dfd, nc, f), expected, rtol=1e-13, atol=0)


class TestNctdtr:

    # Reference values computed with mpmath with the following script
    # Formula from:
    # Lenth, Russell V (1989). "Algorithm AS 243: Cumulative Distribution Function
    # of the Non-central t Distribution". Journal of the Royal Statistical Society,
    # Series C. 38 (1): 185-189
    #
    # Warning: may take a long time to run
    #
    # from mpmath import mp
    # mp.dps = 400

    # def nct_cdf(df, nc, x):
    #     df, nc, x = map(mp.mpf, (df, nc, x))
        
    #     def f(df, nc, x):
    #         phi = mp.ncdf(-nc)
    #         y = x * x / (x * x + df)
    #         constant = mp.exp(-nc * nc / 2.)
    #         def term(j):
    #             intermediate = constant * (nc *nc / 2.)**j
    #             p = intermediate/mp.factorial(j)
    #             q = nc / (mp.sqrt(2.) * mp.gamma(j + 1.5)) * intermediate
    #             first_beta_term = mp.betainc(j + 0.5, df/2., x2=y,
    #                                          regularized=True)
    #             second_beta_term = mp.betainc(j + mp.one, df/2., x2=y,
    #                                           regularized=True)
    #             return p * first_beta_term + q * second_beta_term

    #         sum_term = mp.nsum(term, [0, mp.inf])
    #         f = phi + 0.5 * sum_term
    #         return f

    #     if x >= 0:
    #         result = f(df, nc, x)
    #     else:
    #         result = mp.one - f(df, -nc, x)
    #     return float(result)

    @pytest.mark.parametrize("df, nc, x, expected", [
        (0.98, -3.8, 0.0015, 0.9999279987514815),
        (0.98, -3.8, 0.15, 0.9999528361700505),
        (0.98, -3.8, 1.5, 0.9999908823016942),
        (0.98, -3.8, 15, 0.9999990264591945),
        (0.98, 0.38, 0.0015, 0.35241533122693),
        (0.98, 0.38, 0.15, 0.39749697267146983),
        (0.98, 0.38, 1.5, 0.716862963488558),
        (0.98, 0.38, 15, 0.9656246449257494),
        (0.98, 3.8, 0.0015, 7.26973354942293e-05),
        (0.98, 3.8, 0.15, 0.00012416481147589105),
        (0.98, 3.8, 1.5, 0.035388035775454095),
        (0.98, 3.8, 15, 0.7954826975430583),
        (0.98, 38, 0.0015, 3.02106943e-316),
        (0.98, 38, 0.15, 6.069970616996603e-309),
        (0.98, 38, 1.5, 2.591995360483094e-97),
        (0.98, 38, 15, 0.011927265886910935),
        (9.8, -3.8, 0.0015, 0.9999280776192786),
        (9.8, -3.8, 0.15, 0.9999599410685442),
        (9.8, -3.8, 1.5, 0.9999997432394788),
        (9.8, -3.8, 15, 0.9999999999999984),
        (9.8, 0.38, 0.0015, 0.3525155979107491),
        (9.8, 0.38, 0.15, 0.40763120140379194),
        (9.8, 0.38, 1.5, 0.8476794017024651),
        (9.8, 0.38, 15, 0.9999999297116268),
        (9.8, 3.8, 0.0015, 7.277620328149153e-05),
        (9.8, 3.8, 0.15, 0.00013024802220900652),
        (9.8, 3.8, 1.5, 0.013477432800072933),
        (9.8, 3.8, 15, 0.999850151230648),
        (9.8, 38, 0.0015, 3.05066095e-316),
        (9.8, 38, 0.15, 1.79065514676e-313),
        (9.8, 38, 1.5, 2.0935940165900746e-249),
        (9.8, 38, 15, 2.252076291604796e-09),
        (98, -3.8, 0.0015, 0.9999280875149109),
        (98, -3.8, 0.15, 0.9999608250170452),
        (98, -3.8, 1.5, 0.9999999304757682),
        (98, -3.8, 15, 1.0),
        (98, 0.38, 0.0015, 0.35252817848596313),
        (98, 0.38, 0.15, 0.40890253001794846),
        (98, 0.38, 1.5, 0.8664672830006552),
        (98, 0.38, 15, 1.0),
        (98, 3.8, 0.0015, 7.278609891281275e-05),
        (98, 3.8, 0.15, 0.0001310318674827004),
        (98, 3.8, 1.5, 0.010990879189991727),
        (98, 3.8, 15, 0.9999999999999989),
        (98, 38, 0.0015, 3.05437385e-316),
        (98, 38, 0.15, 9.1668336166e-314),
        (98, 38, 1.5, 1.8085884236563926e-288),
        (98, 38, 15, 2.7740532792035907e-50),
        (980, -3.8, 0.0015, 0.9999280885188965),
        (980, -3.8, 0.15, 0.9999609144559273),
        (980, -3.8, 1.5, 0.9999999410050979),
        (980, -3.8, 15, 1.0),
        (980, 0.38, 0.0015, 0.3525294548792812),
        (980, 0.38, 0.15, 0.4090315324657382),
        (980, 0.38, 1.5, 0.8684247068517293),
        (980, 0.38, 15, 1.0),
        (980, 3.8, 0.0015, 7.278710289828983e-05),
        (980, 3.8, 0.15, 0.00013111131667906573),
        (980, 3.8, 1.5, 0.010750678886113882),
        (980, 3.8, 15, 1.0),
        (980, 38, 0.0015, 3.0547506e-316),
        (980, 38, 0.15, 8.6191646313e-314),
        pytest.param(980, 38, 1.5, 1.1824454111413493e-291,
                     marks=pytest.mark.xfail(
                        reason="Bug in underlying Boost math implementation")),
        (980, 38, 15, 5.407535300713606e-105)
    ])
    def test_gh19896(self, df, nc, x, expected):
        # test that gh-19896 is resolved.
        # Originally this was a regression test that used the old Fortran results
        # as a reference. The Fortran results were not accurate, so the reference
        # values were recomputed with mpmath.
        result = sp.nctdtr(df, nc, x)
        assert_allclose(result, expected, rtol=1e-13, atol=1e-303)

    def test_nctdtr_gh8344(self):
        # test that gh-8344 is resolved.
        df, nc, x = 3000, 3, 0.1
        expected = 0.0018657780826323328
        assert_allclose(sp.nctdtr(df, nc, x), expected, rtol=1e-14)

    @pytest.mark.parametrize(
        "df, nc, x, expected, rtol",
        [[3., 5., -2., 1.5645373999149622e-09, 5e-9],
         [1000., 10., 1., 1.1493552133826623e-19, 1e-13],
         [1e-5, -6., 2., 0.9999999990135003, 1e-13],
         [10., 20., 0.15, 6.426530505957303e-88, 1e-13],
         [1., 1., np.inf, 1.0, 0.0],
         [1., 1., -np.inf, 0.0, 0.0]
        ]
    )
    def test_accuracy(self, df, nc, x, expected, rtol):
        assert_allclose(sp.nctdtr(df, nc, x), expected, rtol=rtol)