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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-909) FDistribution NoBracketingException in BrentSolver
Date Mon, 26 Nov 2012 15:52:58 GMT

    [ https://issues.apache.org/jira/browse/MATH-909?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13503849#comment-13503849
] 

Gilles commented on MATH-909:
-----------------------------

bq. I suggest we keep it open until the unit test has been implemented.

As this test would not demonstrate a current buggy behaviour of CM, it should not be linked
to this issue (i.e. not need to create a "testMath909()" method).
I think that the issue can be resolved now as "Cannot reproduce".

Of course, unit tests are always welcome. But in this case, your approach of fairly exhaustively
checking the result of the underlying functions by comparison with "maxima" makes it superfluous
to separately test the "client" (i.e. "FDistribution").

                
> 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
>   Original Estimate: 24h
>  Remaining Estimate: 24h
>
> 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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