MAINT: stats: update boost to improve skewnorm.ppf (scipy#20643)

* MAINT: stats: update boost to fix improve `skewnorm.ppf`
tylerjereddy · May 15, 2024 · ee6203d · ee6203d
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commit ee6203d
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diff --git a/scipy/_lib/boost_math b/scipy/_lib/boost_math
diff --git a/scipy/stats/tests/test_distributions.py b/scipy/stats/tests/test_distributions.py
@@ -4006,6 +4006,12 @@ def optimizer(fun, bounds):
         fit_result = stats.fit(stats.skewnorm, x, bounds, optimizer=optimizer)
         np.testing.assert_allclose(params, fit_result.params, rtol=1e-4)
 
+    def test_ppf(self):
+        # gh-20124 reported that Boost's ppf was wrong for high skewness
+        # Reference value was calculated using
+        # N[InverseCDF[SkewNormalDistribution[0, 1, 500], 1/100], 14] in Wolfram Alpha.
+        assert_allclose(stats.skewnorm.ppf(0.01, 500), 0.012533469508013, rtol=1e-13)
+
 
 class TestExpon:
     def test_zero(self):