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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-738) Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b
Date Wed, 28 Nov 2012 10:38:58 GMT

     [ https://issues.apache.org/jira/browse/MATH-738?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Gilles updated MATH-738:
------------------------

    Fix Version/s:     (was: 3.1)
                   3.2
    
> 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: S├ębastien Brisard
>            Assignee: S├ębastien Brisard
>              Labels: special-functions
>             Fix For: 3.2, 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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