Merge branch 'develop'

.drone.star

@@ -16,11 +16,12 @@ windowsglobalimage="cppalliance/dronevs2019"
 def main(ctx):
 
   things_to_test = [ "special_fun", "distribution_tests", "mp", "misc", "interpolators", "quadrature", "autodiff", "long-running-tests", "float128_tests" ]
-  sanitizer_test = [ "special_fun", "distribution_tests", "misc", "interpolators", "quadrature", "autodiff", "float128_tests" ]
-  gnu_5_stds = [ "gnu++11" ]
-  gnu_6_stds = [ "gnu++11", "gnu++14" ]
-  gnu_8_stds = [ "gnu++11", "gnu++14", "gnu++17" ]
-  gnu_10_stds = [ "gnu++11", "gnu++14", "gnu++17", "gnu++20" ]
+  sanitizer_test = [ "special_fun", "distribution_tests", "misc", "interpolators", "quadrature", "float128_tests" ]
+  gnu_5_stds = [ "gnu++11", "c++11", "gnu++14", "c++14" ]
+  gnu_6_stds = [ "gnu++11", "c++11", "gnu++14", "c++14", "gnu++17", "c++17" ]
+  clang_6_stds = [ "c++11", "c++14", "c++17" ]
+  gnu_9_stds = [ "gnu++14", "c++14", "gnu++17", "c++17", "gnu++2a", "c++2a" ]
+  clang_10_stds = [ "c++14", "c++17", "c++2a" ]
 
   result = []
 
@@ -38,12 +39,18 @@ def main(ctx):
       result.append(linux_cxx("Ubunti g++-5 " + cxx + " " + suite, "g++-5", packages="g++-5", buildtype="boost", image="cppalliance/droneubuntu1804:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-5', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
     for cxx in gnu_6_stds:
       result.append(linux_cxx("Ubunti g++-6 " + cxx + " " + suite, "g++-6", packages="g++-6", buildtype="boost", image="cppalliance/droneubuntu1804:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-6', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
-    for cxx in gnu_8_stds:
+      result.append(linux_cxx("Ubunti g++-7 " + cxx + " " + suite, "g++-7", packages="g++-7", buildtype="boost", image="cppalliance/droneubuntu1804:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-7', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
       result.append(linux_cxx("Ubunti g++-8 " + cxx + " " + suite, "g++-8", packages="g++-8", buildtype="boost", image="cppalliance/droneubuntu2004:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-8', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
       result.append(linux_cxx("Ubunti g++-9 " + cxx + " " + suite, "g++-9", packages="g++-9", buildtype="boost", image="cppalliance/droneubuntu2004:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-9', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
+    for cxx in clang_6_stds:
+      result.append(linux_cxx("Ubunti clang++-6 " + cxx + " " + suite, "clang++-6.0", packages="clang-6.0", llvm_os="xenial", llvm_ver="6.0", buildtype="boost", image="cppalliance/droneubuntu1804:1", environment={'TOOLSET': 'clang', 'COMPILER': 'clang++-6.0', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
+      result.append(linux_cxx("Ubunti clang++-7 " + cxx + " " + suite, "clang++-7", packages="clang-7", llvm_os="xenial", llvm_ver="7", buildtype="boost", image="cppalliance/droneubuntu1804:1", environment={'TOOLSET': 'clang', 'COMPILER': 'clang++-7', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
+      result.append(linux_cxx("Ubunti clang++-8 " + cxx + " " + suite, "clang++-8", packages="clang-8", llvm_os="xenial", llvm_ver="8", buildtype="boost", image="cppalliance/droneubuntu1804:1", environment={'TOOLSET': 'clang', 'COMPILER': 'clang++-8', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
       result.append(linux_cxx("Ubunti clang++-9 " + cxx + " " + suite, "clang++-9", packages="clang-9", llvm_os="xenial", llvm_ver="9", buildtype="boost", image="cppalliance/droneubuntu1804:1", environment={'TOOLSET': 'clang', 'COMPILER': 'clang++-9', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
-    for cxx in gnu_10_stds:
+    for cxx in gnu_9_stds:
       result.append(linux_cxx("Ubunti g++-10 " + cxx + " " + suite, "g++-10", packages="g++-10", buildtype="boost", image="cppalliance/droneubuntu2004:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-10', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
+      result.append(linux_cxx("Ubunti g++-11 " + cxx + " " + suite, "g++-11", packages="g++-11", buildtype="boost", image="cppalliance/droneubuntu2004:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-11', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
+    for cxx in clang_10_stds:
       result.append(linux_cxx("Ubunti clang++-10 " + cxx + " " + suite, "clang++-10", packages="clang-10", llvm_os="xenial", llvm_ver="10", buildtype="boost", image="cppalliance/droneubuntu1804:1", environment={'TOOLSET': 'clang', 'COMPILER': 'clang++-10', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
 
   return result

.github/workflows/ci.yml

@@ -13,14 +13,14 @@ on:
   release:
     types: [published, created, edited]
 jobs:
-  ubuntu-focal:
-    runs-on: ubuntu-20.04
+  ubuntu-jammy:
+    runs-on: ubuntu-22.04
     strategy:
       fail-fast: false
       matrix:
-        compiler: [ g++-9, g++-11, clang++-10 ]
-        standard: [ c++11, c++14, c++17, c++2a ]
-        suite: [ float128_tests, special_fun, distribution_tests, misc, quadrature, mp, interpolators, autodiff, ../example//examples, ../tools ]
+        compiler: [ g++-12, clang++-14 ]
+        standard: [ c++14, c++17, c++20 ]
+        suite: [ github_ci_block_1, github_ci_block_2 ]
     steps:
       - uses: actions/checkout@v2
         with:
@@ -47,7 +47,7 @@ jobs:
         if: steps.retry1.outcome=='failure'
         run: sudo apt-add-repository -y "ppa:ubuntu-toolchain-r/test"
       - name: Install packages
-        run: sudo apt install g++-9 g++-11 clang-9 clang-10 libgmp-dev libmpfr-dev libfftw3-dev
+        run: sudo apt install g++-12 clang-14 libgmp-dev libmpfr-dev libfftw3-dev
       - name: Checkout main boost
         run: git clone -b develop --depth 1 https://github.com/boostorg/boost.git ../boost-root
       - name: Update tools/boostdep
@@ -75,16 +75,15 @@ jobs:
         run: ./config_info_travis
         working-directory: ../boost-root/libs/config/test
       - name: Test
-        run: ../../../b2 toolset=$TOOLSET ${{ matrix.suite }} define=CI_SUPPRESS_KNOWN_ISSUES define=SLOW_COMPILER
+        run: ../../../b2 -j2 toolset=$TOOLSET ${{ matrix.suite }} define=CI_SUPPRESS_KNOWN_ISSUES define=SLOW_COMPILER
         working-directory: ../boost-root/libs/math/test
-  ubuntu-bionic:
-    runs-on: ubuntu-18.04
+  ubuntu-focal-no-eh:
+    runs-on: ubuntu-20.04
     strategy:
       fail-fast: false
       matrix:
-        compiler: [ g++-6, clang++-6.0, g++-7, g++-8, clang++-7, clang++-8 ]
-        standard: [ c++11, c++14, c++17 ]
-        suite: [ float128_tests, special_fun, distribution_tests, misc, quadrature, mp, interpolators, autodiff, ../example//examples, ../tools ]
+        compiler: [ g++-9, g++-11, clang++-10 ]
+        standard: [ c++11, c++14, c++17, c++2a ]
     steps:
       - uses: actions/checkout@v2
         with:
@@ -111,7 +110,7 @@ jobs:
         if: steps.retry1.outcome=='failure'
         run: sudo apt-add-repository -y "ppa:ubuntu-toolchain-r/test"
       - name: Install packages
-        run: sudo apt install g++-6 g++-7 g++-8 clang-6.0 clang-7 clang-8 libgmp-dev libmpfr-dev libfftw3-dev
+        run: sudo apt install g++-9 g++-11 clang-9 clang-10 libgmp-dev libmpfr-dev libfftw3-dev
       - name: Checkout main boost
         run: git clone -b develop --depth 1 https://github.com/boostorg/boost.git ../boost-root
       - name: Update tools/boostdep
@@ -139,16 +138,16 @@ jobs:
         run: ./config_info_travis
         working-directory: ../boost-root/libs/config/test
       - name: Test
-        run: ../../../b2 toolset=$TOOLSET ${{ matrix.suite }} define=CI_SUPPRESS_KNOWN_ISSUES define=SLOW_COMPILER
+        run: ../../../b2 toolset=$TOOLSET no_eh_tests exception-handling=off rtti=off define=CI_SUPPRESS_KNOWN_ISSUES define=SLOW_COMPILER
         working-directory: ../boost-root/libs/math/test
   macos:
     runs-on: macos-latest
     strategy:
       fail-fast: false
       matrix:
         toolset: [ clang ]
-        standard: [ 11, 14, 17, 2a ]
-        suite: [ float128_tests, special_fun, distribution_tests, misc, quadrature, mp, interpolators, autodiff, ../example//examples, ../tools ]
+        standard: [ 11, 14, 17, 20 ]
+        suite: [ github_ci_block_1, github_ci_block_2 ]
     steps:
       - uses: actions/checkout@v2
         with:
@@ -194,8 +193,56 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        toolset: [ gcc, msvc-14.0, msvc-14.2 ]
-        standard: [ 11, 14, 17 ]
+        toolset: [ msvc-14.0, msvc-14.2 ]
+        standard: [ 14, 17 ]
+        suite: [ github_ci_block_1, github_ci_block_2 ]
+    steps:
+      - uses: actions/checkout@v2
+        with:
+          fetch-depth: '0'
+      - uses: mstachniuk/ci-skip@v1
+        with:
+          commit-filter: '[skip ci];[ci skip];[CI SKIP];[SKIP CI];***CI SKIP***;***SKIP CI***;[apple];[Apple];[APPLE];[linux];[Linux];[LINUX];[standalone];[STANDALONE];[cygwin];[CYGWIN]'
+          commit-filter-separator: ';'
+          fail-fast: true
+      - name: Checkout main boost
+        run: git clone -b develop --depth 1 https://github.com/boostorg/boost.git ../boost-root
+      - name: Update tools/boostdep
+        run: git submodule update --init tools/boostdep
+        working-directory: ../boost-root
+      - name: Copy files
+        run: xcopy /s /e /q %GITHUB_WORKSPACE% libs\math
+        working-directory: ../boost-root
+      - name: Install deps
+        run: python tools/boostdep/depinst/depinst.py math
+        working-directory: ../boost-root
+      - name: Bootstrap
+        run: bootstrap
+        working-directory: ../boost-root
+      - name: Generate headers
+        run: b2 headers
+        working-directory: ../boost-root
+      - name: Config info install
+        run: ..\..\..\b2 config_info_travis_install %ARGS%
+        working-directory: ../boost-root/libs/config/test
+      - name: Config info
+        run: config_info_travis
+        working-directory: ../boost-root/libs/config/test
+      - name: Test
+        run: ..\..\..\b2 --hash %ARGS% define=CI_SUPPRESS_KNOWN_ISSUES ${{ matrix.suite }}
+        working-directory: ../boost-root/libs/math/test
+  windows_gcc:
+    runs-on: windows-2019
+    defaults:
+      run:
+        shell: cmd
+    env:
+      ARGS: toolset=${{ matrix.toolset }} address-model=64 cxxstd=${{ matrix.standard }}
+    strategy:
+      fail-fast: false
+      matrix:
+        toolset: [ gcc ]
+        standard: [ 14, 17 ]
         suite: [ float128_tests, special_fun, distribution_tests, misc, quadrature, mp, interpolators, autodiff, ../example//examples, ../tools ]
     steps:
       - uses: actions/checkout@v2
@@ -243,7 +290,7 @@ jobs:
       fail-fast: false
       matrix:
         standard: [ 14, 17, 20 ]
-        suite: [ float128_tests, special_fun, distribution_tests, misc, quadrature, mp, interpolators, autodiff, ../example//examples, ../tools ]
+        suite: [ github_ci_block_1, github_ci_block_2 ]
     steps:
       - uses: actions/checkout@v2
         with:
@@ -415,8 +462,8 @@ jobs:
       fail-fast: false
       matrix:
         compiler: [ g++-10 ]
-        standard: [ c++11, c++14, c++17, c++2a ]
-        suite: [ float128_tests, special_fun, distribution_tests, misc, quadrature, interpolators, autodiff, ../example//examples, ../tools ]
+        standard: [ c++14, c++17, c++20 ]
+        suite: [ github_ci_block_1, github_ci_block_2 ]
     steps:
       - uses: actions/checkout@v2
         with:

.gitignore

@@ -24,3 +24,6 @@ Makefile
 **CTestTestfile.cmake
 DartConfiguration.tcl
 cmake-build-debug/*
+.cmake/*
+build.ninja
+.ninja*

README.md

@@ -2,8 +2,8 @@ Boost Math Library
 [![Build Status](https://drone.cpp.al/api/badges/boostorg/math/status.svg)](https://drone.cpp.al/boostorg/math)[![Build Status](https://github.com/boostorg/math/workflows/CI/badge.svg?branch=develop)](https://github.com/boostorg/math/actions)
 ==================
 
->ANNOUNCEMENT: Support for C++03 is now deprecated in this library and will be supported in existing features
->only until March 2021.  New features will require *at least* C++11, as will existing features from next year.
+>ANNOUNCEMENT: Support for C++11 will be deprecated in this library starting in July 2023 (Boost 1.82).  
+>New features will require *at least* C++14, as will existing features starting with the deprecation release.
 
 This library is divided into several interconnected parts:
 

doc/sf/ccmath.qbk

@@ -182,6 +182,13 @@ All of the following functions require C++17 or greater.
         template <typename T>
         inline constexpr bool isunordered(T x, T y) noexcept
 
+        template <typename Real>
+        inline constexpr Real fma(Real x, Real y, Real z) noexcept
+        Requires compiling with fma flag
+
+        template <typename Arithmetic1, typename Arithmetic2, typename Arithmetic3>
+        inline constepxr Promoted fma(Arithmetic1 x, Arithmetic2 y, Arithmetic3 z) noexcept
+
     } // Namespaces
 
 [endsect] [/section:ccmath Constexpr CMath]

doc/statistics/chatterjee_correlation.qbk

@@ -0,0 +1,74 @@
+[/
+  Copyright 2022 Matt Borland
+
+  Distributed under the Boost Software License, Version 1.0.
+  (See accompanying file LICENSE_1_0.txt or copy at
+  http://www.boost.org/LICENSE_1_0.txt).
+]
+
+[section:chatterjee_correlation Chatterjee Correlation]
+
+[heading Synopsis]
+
+``
+#include <boost/math/statistics/chatterjee_correlation.hpp>
+
+namespace boost::math::statistics {
+
+    C++17:
+    template <typename ExecutionPolicy, typename Container>
+    auto chatterjee_correlation(ExecutionPolicy&& exec, const Container& u, const Container& v);
+
+    C++11:
+    template <typename Container>
+    auto chatterjee_correlation(const Container& u, const Container& v);
+}
+``
+
+[heading Description]
+
+The classical correlation coefficients like the Pearson's correlation are useful primarily for distinguishing when one dataset depends linearly on another.
+However, Pearson's correlation coefficient has a known weakness in that when the dependent variable has an obvious functional relationship with the independent variable, the value of the correlation coefficient can take on any value.
+As Chatterjee says:
+
+> Ideally, one would like a coefficient that approaches
+its maximum value if and only if one variable looks more and more like a
+noiseless function of the other, just as Pearson correlation is close to its maximum value if and only if one variable is close to being a noiseless linear function of the other.
+
+This is the problem Chatterjee's coefficient solves.
+Let X and Y be random variables, where Y is not constant, and let (X_i, Y_i) be samples from this distribution.
+Rearrange these samples so that X_(0) < X_{(1)} < ... X_{(n-1)} and create (R(X_{(i)}), R(Y_{(i)})).
+The Chatterjee correlation is then given by
+
+[$../equations/chatterjee_correlation.svg]
+
+In the limit of an infinite amount of i.i.d data, the statistic lies in [0, 1].
+However, if the data is not infinite, the statistic may be negative.
+If X and Y are independent, the value is zero, and if Y is a measurable function of X, then the statistic is unity.
+The complexity is O(n log n).
+
+An example is given below:
+
+    std::vector<double> X{1,2,3,4,5};
+    std::vector<double> Y{1,2,3,4,5};
+    using boost::math::statistics::chatterjee_correlation;
+    double coeff = chatterjee_correlation(X, Y);
+
+The implementation follows [@https://arxiv.org/pdf/1909.10140.pdf Chatterjee's paper].
+
+/Nota bene:/ If the input is an integer type the output will be a double precision type.
+
+[heading Invariants]
+
+The function expects at least two samples, a non-constant vector Y, and the same number of X's as Y's.
+If Y is constant, the result is a quiet NaN.
+The data set must be sorted by X values.
+If there are ties in the values of X, then the statistic is random due to the random breaking of ties.
+Of course, random numbers are not used internally, but the result is not guaranteed to be identical on different systems.
+
+[heading References]
+
+* Chatterjee, Sourav. "A new coefficient of correlation." Journal of the American Statistical Association 116.536 (2021): 2009-2022.
+
+[endsect]
+[/section:chatterjee_correlation Chatterjee Correlation]

example/dot_net_example/distribution_explorer/readme.txt

@@ -3,7 +3,7 @@ Statistical Distribution Explorer
 Paul A. Bristow
 John Maddock
 
-Copyright � 2008 , 2009, 2010, 2012 Paul A. Bristow, John Maddock
+Copyright (C) 2008, 2009, 2010, 2012 Paul A. Bristow, John Maddock
 
 Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
 

example/policy_eg_1.cpp

@@ -21,7 +21,7 @@ using boost::math::policies::policy;
 using boost::math::policies::evaluation_error;
 using boost::math::policies::domain_error;
 using boost::math::policies::overflow_error;
-using boost::math::policies::domain_error;
+using boost::math::policies::underflow_error;
 using boost::math::policies::pole_error;
 // Actions on error (in enum error_policy_type):
 using boost::math::policies::errno_on_error;

include/boost/math/ccmath/ccmath.hpp

@@ -38,5 +38,6 @@
 #include <boost/math/ccmath/isless.hpp>
 #include <boost/math/ccmath/islessequal.hpp>
 #include <boost/math/ccmath/isunordered.hpp>
+#include <boost/math/ccmath/fma.hpp>
 
 #endif // BOOST_MATH_CCMATH_HPP