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 Post subject: Bug in Invincompletebeta?
PostPosted: Thu Oct 16, 2014 7:11 pm 
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Joined: Thu Oct 16, 2014 6:56 pm
Posts: 1
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


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 Post subject: Re: Bug in Invincompletebeta?
PostPosted: Wed Oct 22, 2014 7:02 am 
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Joined: Fri May 07, 2010 7:06 am
Posts: 927
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.


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