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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2018/01/27 00:13:00 UTC

[jira] [Moved] (NUMBERS-52) Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b

     [ https://issues.apache.org/jira/browse/NUMBERS-52?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Gilles moved MATH-738 to NUMBERS-52:
------------------------------------

        Fix Version/s:     (was: 4.0)
    Affects Version/s:     (was: 3.0)
             Workflow: jira  (was: classic default workflow)
                  Key: NUMBERS-52  (was: MATH-738)
              Project: Commons Numbers  (was: Commons Math)

> Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b
> --------------------------------------------------------------------------------
>
>                 Key: NUMBERS-52
>                 URL: https://issues.apache.org/jira/browse/NUMBERS-52
>             Project: Commons Numbers
>          Issue Type: Bug
>            Reporter: Sébastien Brisard
>            Priority: Major
>              Labels: special-functions
>
> 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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