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

[anonymous]

URL:
  <http://savannah.gnu.org/bugs/?40362>

                 Summary: chi2cdf/gamcdf/gammainc bug
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Thu 24 Oct 2013 01:12:11 PM UTC
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Crash
                  Status: None
             Assigned to: None
         Originator Name: Michael Leitner
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 3.6.2
        Operating System: GNU/Linux

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Details:

The octave function chi2cdf crashes if the argument is large and approximately
equal to the number of degrees of freedom:


chi2cdf(1200,1200)
 ***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        16
 SLATEC     D9LGIC     NO CONVERGENCE IN 30         1         2         8

error: gammainc: exception encountered in Fortran subroutine xgammainc_
error: called from:
error:   /usr/share/octave/3.6.2/m/statistics/distributions/gamcdf.m at line
58, column 12
error:   /usr/share/octave/3.6.2/m/statistics/distributions/chi2cdf.m at line
47, column 7


1200 is on my system the smallest crashing argument, and incidentally

chi2cdf(1200+eps(1200),1200)

works. For larger degrees of freedom, it also crashes for larger deviations
from the center. Note that this is not an academic example, on the order of
thousand degrees of freedom are not excessive for applications (in fact, at
such high degrees of freedom asymptotic expansions should already converge
rapidly enough to bypass that issue with a bit of work).




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