Details

Type: Bug

Status: Open

Priority: Major

Resolution: Unresolved

Affects Version/s: 3.0

Fix Version/s: 4.0

Labels:
Description
This was first reported in MATH718. The result of the current implementation of the incomplete beta function I(x, a, b) is inaccurate when a and/or b are largeish.
I've skimmed through slatec, GSL, Boost as well as NR. At first sight, neither uses the same method to compute this function. I think TOMS708 is probably the best option.
Here are the results of some error tests I've carried out, based on reference values computed with Maxima and 64 decimal digits. The statistics correspond to errors in ulps.
The situation is not too bad, but values claimed by BOOST are much better. So it might be worth having a look at the implementation proposed in TOMS708.