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From "Patrick Meyer (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-909) FDistribution NoBracketingException in BrentSolver
Date Sun, 25 Nov 2012 23:38:58 GMT
Patrick Meyer created MATH-909:
----------------------------------

             Summary: FDistribution NoBracketingException in BrentSolver
                 Key: MATH-909
                 URL: https://issues.apache.org/jira/browse/MATH-909
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.0
            Reporter: Patrick Meyer


I get an exception when running the code below. the exception is 

{code}
function values at endpoints do not have different signs, endpoints: [0, 1.002], values: [-0.025,
-∞]
{code}

The problematic code:

{code}
double df1 = 10675;
double df2 = 501725;
FDistribution fDist = new FDistribution(df1, df2);       System.out.println(fDist.inverseCumulativeProbability(0.025));//NoBracketingException
{code}

However, R returns the value 0.9733505. The R code is:
{code}
qf(p=.025, df1=10675, df2=501725)
{code}

I don't know enough about the FDistribution class to know the solution to the exception, but
I thought I would report it.


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