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https://issues.apache.org/jira/browse/MATH-909?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13503701#comment-13503701
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Sébastien Brisard commented on MATH-909:
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bq. The FDistribution relies on the Beta function, which got several
improvements in terms of accuracy since the 3.0 release.
Actually, in the lastest trunk {{r1413531}}, {{Beta}} hasn't been changed yet
(ongoing work in MATH-738). Accuracy of {{Gamma.logGamma}} has improved a lot
(see MATH-849) which might explain why this bug no longer shows up.
Even if this should not be considered as a bug, I propose we include this
simple test in our unit tests, as {{Beta}} will undergo some changes in the
coming days, hopefully for the best, but it never hurts to check
non-regression, does it?
> 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
> Original Estimate: 24h
> Remaining Estimate: 24h
>
> 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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