[NUMBERS-52] Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b

• Type: Bug
• Status: Open
• Priority: Major
• Resolution: Unresolved
• Labels: gsoc2019 special-functions
• Assignee: Unassigned
• Reporter: Sebastien Brisard
• Created: 04/Feb/12 06:32
• Updated: 16/Mar/22 00:37

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").

Issue Links

• relates to: NUMBERS-181 Update the RegularizedBeta function using the Boost implementation