forum.alglib.net

Hi,

I have been evaluating the C# version of ibetaf.invincompletebeta for use in our project. I ran some tests and tried to compare the output with R function qbeta. For one scenario, invincompletebeta throws the following error message -

System.Diagnostics.Debug.Assert(x>=0 & x<=1, "Domain error in IncompleteBeta");

The inputs to the function are
a = 5280430997.9110432
b = 2.2660810465693549E+17
y = 0.29350430658087134

qbeta() in R and Beta.Inv() in Excel both output 2.33019E-08.

Any thoughts on what is causing the assertion failure?

Thanks
Anil

Frankly speaking, I am not sure whether it is bug or not. Values you specified are quite tricky. It is possible that both R and Excel use same algorithms to return same erroneous value, i.e. they fail too, just in a different way.

I added this issue to tracker, it will be processed either way (fixed or marked as non-issue) within 1-2 weeks.