Mailing-List: contact issues-help@commons.apache.org; run by ezmlm
Precedence: bulk
Reply-To: issues@commons.apache.org
Date: Mon, 26 Nov 2012 19:28:58 +0000 (UTC)
From: =?utf-8?Q?S=C3=A9bastien_Brisard_=28JIRA=29?= <jira@apache.org>
To: issues@commons.apache.org
Message-ID: <2129057931.24111.1353958138577.JavaMail.jiratomcat@arcas>
In-Reply-To: <1543210504.21693.1353886738381.JavaMail.jiratomcat@arcas>
Subject: [jira] [Commented] (MATH-909) FDistribution NoBracketingException
 in BrentSolver
MIME-Version: 1.0
Content-Type: text/plain; charset=utf-8
Content-Transfer-Encoding: quoted-printable


    [ https://issues.apache.org/jira/browse/MATH-909?page=3Dcom.atlassian.j=
ira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=3D135040=
09#comment-13504009 ]=20

S=C3=A9bastien Brisard commented on MATH-909:
----------------------------------------

bq. According to the R documentation, the gamma and beta functions are C tr=
anslations of the SLATEC Fortran subroutines, as you suspected. The incompl=
ete gamma appears to have a different origin. According to the R documentat=
ion, the pbeta function is related to the incomplete beta function of Abram=
owitz and Stegun. They cite two different sources for the function dependin=
g on whether it is a central or non-central pbeta.

Thank you Patrick for checking the references. Didonato and Morris (1992) i=
s actually the reference I used for our new implementation of {{Gamma.logGa=
mma}} and {{Gamma.gamma}}, as well as {{Beta.logBeta}} (not yet committed).

I'm worried about the incomplete beta function, as R uses this paper, and t=
he accuracy seems to be not so good. I will look into it.
               =20
> 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=20
> {code}
> function values at endpoints do not have different signs, endpoints: [0, =
1.002], values: [-0.025, -=E2=88=9E]
> {code}
> The problematic code:
> {code}
> double df1 =3D 10675;
> double df2 =3D 501725;
> FDistribution fDist =3D new FDistribution(df1, df2);
> System.out.println(fDist.inverseCumulativeProbability(0.025));//NoBracket=
ingException
> {code}
> However, R returns the value 0.9733505. The R code is:
> {code}
> qf(p=3D.025, df1=3D10675, df2=3D501725)
> {code}
> I don't know enough about the FDistribution class to know the solution to=
 the exception, but I thought I would report it.

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