Commons Math
  1. Commons Math
  2. MATH-738

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

    Details

    • Type: Bug Bug
    • Status: Open
    • Priority: Major Major
    • Resolution: Unresolved
    • Affects Version/s: 3.0
    • Fix Version/s: 4.0

      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.

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          • Assignee:
            Unassigned
            Reporter:
            Sébastien Brisard
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            • Created:
              Updated:

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