commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Sébastien Brisard (JIRA) <j...@apache.org>
Subject [jira] [Commented] (MATH-738) Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b
Date Mon, 19 Nov 2012 20:11:59 GMT

    [ https://issues.apache.org/jira/browse/MATH-738?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13500603#comment-13500603
] 

Sébastien Brisard commented on MATH-738:
----------------------------------------

In {{r1411387}}, implemented {{Gamma.logGammaSum}}, which maps (a, b) to log(Gamma(a + b)).
                
> 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.

--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators
For more information on JIRA, see: http://www.atlassian.com/software/jira

Mime
View raw message