| forum.alglib.net http://forum.alglib.net/ |
|
| Bug in Invincompletebeta? http://forum.alglib.net/viewtopic.php?f=2&t=2154 |
Page 1 of 1 |
| Author: | akk926 [ Thu Oct 16, 2014 7:11 pm ] |
| Post subject: | Bug in Invincompletebeta? |
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 |
|
| Author: | Sergey.Bochkanov [ Wed Oct 22, 2014 7:02 am ] |
| Post subject: | Re: Bug in Invincompletebeta? |
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. |
|
| Page 1 of 1 | All times are UTC |
| Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group http://www.phpbb.com/ |
|