CDF Boost Removal - Githubissues

lawmurray / Birch

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

https://birch.sh

Apache License 2.0

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CDF Boost Removal #5

Closed pranavsubramani closed 3 years ago

pranavsubramani commented 3 years ago

This pull request is WIP that creates utility functions to implement the standard CDF functions without using Boost.

incomplete beta function created, ibeta (Note: These are regularized, meaning that the range of the function is in [0, 1])
incomplete gamma (lower and upper) created
Regimes where asymptotic series work better are added too
constant.birch created where constants have been placed (Note: For specific implementations, constants might change, like TINY/STOP constants and this is reflected in the PR)
test_cdf.birch epsilon threshold changed.

TODO:

Test utility functions to ensure that they work in the appropriate way (potentially using boost)
Digamma is not yet changed but it might be required in the future

lawmurray commented 3 years ago

Thanks for all the efforts on this @pranavsubramani, this puts us one step closer to speeding up compile times, and eliminating some complex dependencies for GPU and other hardware support. Now merged!