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Investigate precision of invIncompleteBeta a b x for very small x

Open Shimuuar opened this issue 8 years ago • 1 comments

Function could return answers which are orders of magnitude off. It could be due to the fact that we revert to bisection which is linear instead of cubic Halley.

>>> (\a b -> incompleteBeta a b . invIncompleteBeta a b) 90 90 1e-200
9.866213992257607e-197

Shimuuar avatar Jul 04 '16 13:07 Shimuuar

Things are much worse:

*Statistics.Distribution.StudentT> invIncompleteBeta 0.5e-2 0.5 0.84013
8.881784197001252e-16
*Statistics.Distribution.StudentT> invIncompleteBeta 0.5e-2 0.5 0.84012
0.0

Shimuuar avatar Jul 13 '16 14:07 Shimuuar