Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b
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Key: MATH-738
URL: https://issues.apache.org/jira/browse/MATH-738
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.1, 4.0
Reporter: Sébastien Brisard
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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