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[Octave-bug-tracker] [bug #56453] chi2inv, gaminv, gammaincinv inaccurat
From: |
anonymous |
Subject: |
[Octave-bug-tracker] [bug #56453] chi2inv, gaminv, gammaincinv inaccurate for small 1st argument |
Date: |
Thu, 6 Jun 2019 16:39:10 -0400 (EDT) |
User-agent: |
Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:67.0) Gecko/20100101 Firefox/67.0 |
URL:
<https://savannah.gnu.org/bugs/?56453>
Summary: chi2inv, gaminv, gammaincinv inaccurate for small
1st argument
Project: GNU Octave
Submitted by: None
Submitted on: Thu 06 Jun 2019 08:39:08 PM UTC
Category: Octave Function
Severity: 3 - Normal
Priority: 5 - Normal
Item Group: Inaccurate Result
Status: None
Assigned to: None
Originator Name: Jerry W. Lewis
Originator Email: address@hidden
Open/Closed: Open
Discussion Lock: Any
Release: 4.4.1
Operating System: Microsoft Windows
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Details:
The following should be analytically true
chi2inv(p,df) == gaminv(p,df/2,1)*2 == gammaincinv(p,df/2)*2
Consider chi2inv(p,2), which converges to 2*p as p approaches zero.
chi2inv(1e-15,2) returns 2.000000000000001e-15 for essentially machine
accuracy;
gaminv(1e-15,1,1)*2 returns 1.900000018803639e-15 for 1 figure accuracy; and
gammaincinv(1e-15,1)*2 returns 1.998401444325283e-15 for 3 figure accuracy.
chi2inv(p,2) for p<=1e-16 returns 1.490116119384766e-09 instead of 2*p;
gaminv(p,1,1)*2 for p<=1e-16 returns 2.980232238769531e-09 == chi2inv(p,2)*2
instead of 2*p; and
gammaincinv(1e-16,1)*2 returns 2.220446049250313e-16 for almost 1 figure
accuracy.
gammaincinv(p,1)*2 for p<=1e-17 returns -0 instead of 2*p.
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- [Octave-bug-tracker] [bug #56453] chi2inv, gaminv, gammaincinv inaccurate for small 1st argument,
anonymous <=