[jira] [Commented] (MATH-738) Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b

["Sébastien Brisard (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-738?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13496001#comment-13496001 ] 

Sébastien Brisard commented on MATH-738:
----------------------------------------

As of {{r1407592}}, programs and data files have been committed to {{/src/test/maxima}} to assess the accuracy of the current implementation. The users guide reports on this accuracy.
                
> 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: 3.1, 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.

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