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From Sébastien Brisard (JIRA) <j...@apache.org>
Subject [jira] [Commented] (MATH-909) FDistribution NoBracketingException in BrentSolver
Date Mon, 26 Nov 2012 18:12:59 GMT

    [ https://issues.apache.org/jira/browse/MATH-909?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13503951#comment-13503951
] 

Sébastien Brisard commented on MATH-909:
----------------------------------------

bq. 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").

I wouldn't say superfluous. Maybe (maybe) redundant. But remember that the incomplete beta
function has three arguments. Exhaustive checking of this function is going to be difficult...

On the whole, I agree with you. This test would seem a bit weird. I'll make sure that comparison
with Maxima are "exhaustive enough" to include a test equivalent to the values proposed by
Patrick in this issue.

I agree this issue should be tagged as "cannot reproduce".
                
> 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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