Patrick Meyer created MATH-909:
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Summary: FDistribution NoBracketingException in BrentSolver
Key: MATH-909
URL: https://issues.apache.org/jira/browse/MATH-909
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0
Reporter: Patrick Meyer
I get an exception when running the code below. the exception is
{code}
function values at endpoints do not have different signs, endpoints: [0,
1.002], values: [-0.025, -∞]
{code}
The problematic code:
{code}
double df1 = 10675;
double df2 = 501725;
FDistribution fDist = new FDistribution(df1, df2);
System.out.println(fDist.inverseCumulativeProbability(0.025));//NoBracketingException
{code}
However, R returns the value 0.9733505. The R code is:
{code}
qf(p=.025, df1=10675, df2=501725)
{code}
I don't know enough about the FDistribution class to know the solution to the
exception, but I thought I would report it.
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