Re: Inverse Gamma Issue

[Patrick Alken]

Thanks Robert,

   There have been many bug reports sent in recently - I need to add 
them all the tracker. Hopefully I can find time to look at your work, 
though it may take a while.

Thanks,
Patrick

On 1/28/20 4:09 AM, Janes, Robert (Columbus) via Bug reports for the GNU 
Scientific Library wrote:
> I sent an e-mail a couple weeks ago about a fix I came up with for a problem 
> with the inverse Chi-squared function.  The problem was in the inverse gamma 
> function and I suggested increasing the iteration limit to 50.  That fixed 
> the immediate problem but then we found another problem case which this did 
> not fix.
>
> The IMSL documentation for this stated that for large degrees of freedom 
> after 100 iterations the code returns the present iteration value as the best 
> answer it can supply.  I implemented this in the gamminv.c code and found 
> excellent agreement with IMSL when running side-by-side comparisons for 
> degrees of freedom from 1,000 to 32,000 in steps of 1,000.  You might 
> consider this change over the one I suggested earlier.
>
> See the attached, updated source code.
>
>
> Rob Janes
>
> SGS Transportation
>
> Senior Software Engineer
>
> SGS – CMX
>
> 2860 N. National Road Suite A
>
> US – 47201 – Columbus, Indiana
>
> Phone: +1 - 812 - 378 - 7966
>
> Fax: +1 812 - 378 - 3393
>
> Email: address@hidden
>
>
>
> Information in this email and any attachments is confidential and intended 
> solely for the use of the individual(s) to whom it is addressed or otherwise 
> directed. Please note that any views or opinions presented in this email are 
> solely those of the author and do not necessarily represent those of the 
> Company. Finally, the recipient should check this email and any attachments 
> for the presence of viruses. The Company accepts no liability for any damage 
> caused by any virus transmitted by this email. All SGS services are rendered 
> in accordance with the applicable SGS conditions of service available on 
> request and accessible at https://www.sgs.com/en/terms-and-conditions