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From S├ębastien Brisard (Created) (JIRA) <j...@apache.org>
Subject [jira] [Created] (MATH-738) Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b
Date Sat, 04 Feb 2012 06:33:53 GMT
Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b
--------------------------------------------------------------------------------

                 Key: MATH-738
                 URL: https://issues.apache.org/jira/browse/MATH-738
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.1, 4.0
            Reporter: S├ębastien Brisard


This was first reported in MATH-718. The result of the current implementation of the incomplete
beta function I(x, a, b) is inaccurate when a and/or b are large-ish. 

I've skimmed through [slatec|http://www.netlib.org/slatec/fnlib/betai.f], GSL, [Boost|http://www.boost.org/doc/libs/1_38_0/libs/math/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html]
as well as NR. At first sight, neither uses the same method to compute this function. I think
[TOMS-708|http://www.netlib.org/toms/708] is probably the best option.

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