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Re: [Bug-gsl] GSL 1.15 gsl_chisq_cdf_Pinv fails on small degrees of free


From: Brian Gough
Subject: Re: [Bug-gsl] GSL 1.15 gsl_chisq_cdf_Pinv fails on small degrees of freedom
Date: Wed, 26 Oct 2011 20:53:33 +0100
User-agent: Wanderlust/2.15.6 (Almost Unreal) Emacs/23.3 Mule/6.0 (HANACHIRUSATO)

At Sun, 23 Oct 2011 15:54:11 +0100, Yan Zhou wrote:
> 
> The problem is that gsl fails for not too small degree of freedoms.
> I think this is reported and fixed before
> (http://lists.gnu.org/archive/html/bug-gsl/2008-04/msg00036.html). The
> GSL version I was using is 1.15, compiled with Clang 3.0 (Apple) and
> the `make check` test passed successfully when installing GSL. It
> appears that the same problem remains.
> 
> And this time I don't see a simple fix for this problem as in the
> original post. Maybe this is a a flow in the algorithm itself rather
> the implementation and I would suggest taking a look into R's pgamma
> implementation, which seems to be more robust.

Thanks for the bug report, I've added a test case for it.

-- 
Brian Gough




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