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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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