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From Sébastien Brisard (JIRA) <j...@apache.org>
Subject [jira] [Comment Edited] (MATH-738) Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b
Date Thu, 25 Oct 2012 06:10:16 GMT

    [ https://issues.apache.org/jira/browse/MATH-738?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13483917#comment-13483917
] 

Sébastien Brisard edited comment on MATH-738 at 10/25/12 6:10 AM:
------------------------------------------------------------------

Hi Thomas,
thanks for proposing your help. Please wait a little, as I have already implemented some more
methods, not yet committed.
For the time being, I'm working on a Java app to automatically assess the accuracy of implementation
of special functions. I need to write a small README to explain how it works, then I'll commit
the whole lot. I also have reimplemented logBeta. I will provide all these soon, but I am
drowned in work for the time being.

I'll try to commit next weekend. Thanks for your patience!

BTW: be careful with TOMS code, which is copyrighted. I based my implementations on the NSWC
library, which is very (very) similar, as it's the same author, but is not copyrighted.
                
      was (Author: celestin):
    Hi Thomas,
thanks for proposing your help. Please wait a little, as I have already implemented some more
methods, not yet committed.
For the time being, I'm working on a Java app to automatically assess the accuracy of implementation
of special functions. I need to write a small README to explain how it works, then I'll commit
the whole lot. I also have reimplemented logBeta. I will provide all these soon, but I am
drowned in work for the time being.
Thanks for your patience!
                  
> 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: 3.0
>            Reporter: Sébastien Brisard
>            Assignee: Sébastien Brisard
>              Labels: special-functions
>             Fix For: 3.1, 4.0
>
>
> 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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