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https://issues.apache.org/jira/browse/MATH-909?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13504009#comment-13504009
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Sébastien Brisard commented on MATH-909:
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bq. According to the R documentation, the gamma and beta functions are C
translations of the SLATEC Fortran subroutines, as you suspected. The
incomplete gamma appears to have a different origin. According to the R
documentation, the pbeta function is related to the incomplete beta function of
Abramowitz and Stegun. They cite two different sources for the function
depending on whether it is a central or non-central pbeta.
Thank you Patrick for checking the references. Didonato and Morris (1992) is
actually the reference I used for our new implementation of {{Gamma.logGamma}}
and {{Gamma.gamma}}, as well as {{Beta.logBeta}} (not yet committed).
I'm worried about the incomplete beta function, as R uses this paper, and the
accuracy seems to be not so good. I will look into 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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