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https://issues.apache.org/jira/browse/MATH-909?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13503825#comment-13503825
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Sébastien Brisard commented on MATH-909:
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Excellent! I'm glad CM turns out to be more accurate. Be cautious, though,
since we are still working on the incomplete beta function (MATH-738).
Just out of curiosity: I Haven't R installed on my computer. Could you check
the doc for the incomplete beta function, and let us know on which
implementation it is based?
If I remember correctly, it's slatec. I've noticed that slatec is in fact *not
very accurate* for the gamma and beta functions, so I ruled it out for MATH-738.
Patrick: are you satisfied? Can we consider this issue as solved? If that's OK
with you, I suggest we keep it open until the unit test has been implemented.
Then, we will close it. What do you think?
> 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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