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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2012/11/28 11:38:58 UTC
[jira] [Updated] (MATH-738) Incomplete beta function I(x, a, b) is
inaccurate for large values of a and/or b
[ 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: Sébastien Brisard
> Assignee: Sébastien 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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