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https://issues.apache.org/jira/browse/MATH-909?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13503951#comment-13503951
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Sébastien Brisard commented on MATH-909:
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bq. Of course, unit tests are always welcome. But in this case, your approach
of fairly exhaustively checking the result of the underlying functions by
comparison with "maxima" makes it superfluous to separately test the "client"
(i.e. "FDistribution").
I wouldn't say superfluous. Maybe (maybe) redundant. But remember that the
incomplete beta function has three arguments. Exhaustive checking of this
function is going to be difficult...
On the whole, I agree with you. This test would seem a bit weird. I'll make
sure that comparison with Maxima are "exhaustive enough" to include a test
equivalent to the values proposed by Patrick in this issue.
I agree this issue should be tagged as "cannot reproduce".
> 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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