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https://issues.apache.org/jira/browse/MATH-738?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13600880#comment-13600880
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Sébastien Brisard commented on MATH-738:
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I don't think these improvements are sufficient (the issue is really with the
incomplete beta function, while I started with the beta function). The accuracy
of the incomplete beta function should first be assessed (for example with the
tools I have provided). In any case, this issue cannot be solved until 4.0,
since there is a deprecated funtion which cannot be removed before 4.0.
Improving the incomplete beta function is a lot of work. I have provided the
references in the javadoc (mainly the NSWC FORTRAN library). As I have already
indicated, I no longer have time to do it myself (I'm sorry I forgot to remove
myself as an assignee for this ticket). If someone is willing to take over, I'm
happy to provide some help and references, but I just can't find the time to do
the job. Hope you will understand.
> Incomplete beta function I(x, a, b) is inaccurate for large values of a
> and/or b
> --------------------------------------------------------------------------------
>
> Key: MATH-738
> URL: https://issues.apache.org/jira/browse/MATH-738
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Sébastien Brisard
> Labels: special-functions
> Fix For: 3.2, 4.0
>
>
> This was first reported in MATH-718. The result of the current implementation
> of the incomplete beta function I(x, a, b) is inaccurate when a and/or b are
> large-ish.
> I've skimmed through [slatec|http://www.netlib.org/slatec/fnlib/betai.f],
> GSL,
> [Boost|http://www.boost.org/doc/libs/1_38_0/libs/math/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html]
> as well as NR. At first sight, neither uses the same method to compute this
> function. I think [TOMS-708|http://www.netlib.org/toms/708] is probably the
> best option.
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