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[Octave-bug-tracker] [bug #40362] chi2cdf/gamcdf/gammainc bug


From: José Luis García Pallero
Subject: [Octave-bug-tracker] [bug #40362] chi2cdf/gamcdf/gammainc bug
Date: Thu, 07 Nov 2013 15:43:05 +0000
User-agent: Mozilla/5.0 (X11; Linux i686; rv:24.0) Gecko/20131101 Firefox/24.0 Iceweasel/24.1.0

Follow-up Comment #1, bug #40362 (project octave):

I've also found this error, in my case using chi2inv:

>> chi2inv(0.005,1200)

 ***MESSAGE FROM ROUTINE D9LGIT IN LIBRARY SLATEC.
 ***FATAL ERROR, PROG ABORTED, TRACEBACK REQUESTED
 *  NO CONVERGENCE IN 200 TERMS OF CONTINUED FRACTION
 *  ERROR NUMBER = 3
 *   
 ***END OF MESSAGE
 
 ***JOB ABORT DUE TO FATAL ERROR.
0          ERROR MESSAGE SUMMARY
 LIBRARY    SUBROUTINE MESSAGE START             NERR     LEVEL     COUNT
 SLATEC     D9LGIT     NO CONVERGENCE IN 20         3         2         4

error: gammainc: exception encountered in Fortran subroutine xgammainc_
error: called from:
error:   /opt/octave/share/octave/3.6.4/m/statistics/distributions/gamcdf.m at
line 58, column 12
error:   /opt/octave/share/octave/3.6.4/m/statistics/distributions/gaminv.m at
line 84, column 13
error:   /opt/octave/share/octave/3.6.4/m/statistics/distributions/chi2inv.m
at line 47, column 7

I've also found the value of 1200 as the starting bug point. This value is the
same for my two different systems (Pentium M 32 bits and Intel Core i5).
In Matlab, chi2inv works fine regardless the value of the degrees of freedom

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