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https://issues.apache.org/jira/browse/NUMBERS-52?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Gilles updated NUMBERS-52:
--------------------------
Description:
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.
_Issue moved from MATH project on January 27, 2018 (concerned implementation
was moved to module {{commons-numbers-gamma}} of "Commons Numbers")._
was:
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.
> Incomplete beta function I(x, a, b) is inaccurate for large values of a
> and/or b
> --------------------------------------------------------------------------------
>
> Key: NUMBERS-52
> URL: https://issues.apache.org/jira/browse/NUMBERS-52
> Project: Commons Numbers
> Issue Type: Bug
> Reporter: Sébastien Brisard
> Priority: Major
> Labels: special-functions
>
> 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.
> _Issue moved from MATH project on January 27, 2018 (concerned implementation
> was moved to module {{commons-numbers-gamma}} of "Commons Numbers")._
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