Alex Herbert created NUMBERS-179:
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Summary: Optimise the choice of function for the gamma P derivative
Key: NUMBERS-179
URL: https://issues.apache.org/jira/browse/NUMBERS-179
Project: Commons Numbers
Issue Type: Improvement
Components: gamma
Affects Versions: 1.1
Reporter: Alex Herbert
The incomplete gamma function is evaluated using the Lanczos approximation.
This is evaluated using two alternate expressions when the terms a and z are
large:
See [Incomplete Gamma Eq. 15 and Eq.
16|https://www.boost.org/doc/libs/1_78_0/libs/math/doc/html/math_toolkit/sf_gamma/igamma.html]
The defaults used in the Boost C++ implementation required updating to increase
the precision of the function when a=142 for [STATISTICS-39]. The threshold for
large a was lowered from 150 to 100. The switch between the two functions
requires optimisation to ensure the threshold is applicable to other
parameterisations, e.g. a from 50 to 150.
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