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Posted to issues@commons.apache.org by "Sébastien Brisard (JIRA)" <ji...@apache.org> on 2012/11/26 20:32:58 UTC
[jira] [Resolved] (MATH-909) FDistribution NoBracketingException in
BrentSolver
[ https://issues.apache.org/jira/browse/MATH-909?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Sébastien Brisard resolved MATH-909.
------------------------------------
Resolution: Cannot Reproduce
New implementation of {{Gamma.logGamma}} seems to solve this issue.
A test equivalent to the extreme test proposed by Patrick will be included in the unit tests of the incomplete beta function.
> 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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