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  1. Commons Numbers
  2. NUMBERS-52

Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b

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    • Type: Bug
    • Status: Open
    • Priority: Major
    • Resolution: Unresolved
    • Affects Version/s: None
    • Fix Version/s: None
    • Component/s: None

      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, GSL, Boost as well as NR. At first sight, neither uses the same method to compute this function. I think 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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            • Assignee:
              Unassigned
              Reporter:
              celestin S├ębastien Brisard
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              • Created:
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